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ïðàâèëüíî.
êòî-íèáóäü ìîæåò ñäåëàòü money flow index íà ðåàëüíûõ îáú¸ìàõ? òîëüêî ìàíè ôëîó, à íå èíäåêñ îáëåã÷åíèÿ ðûíêà, êîòîðûé òîæå ÝÌ ÔÈ ÀÉ, è ýòîò èíäèêàòîð ëåæèò â íåäðàõ ýòîé òåìû è åãî íåâîçìîæíî íàéòè)
à âîò çäåñü ôîðìóëà è îïèñàíèå _http://ta.mql4.com/ru/indicators/volumes/money_flow_index
ýýýõ. åñëè áû êëèêíóëè ïî ññûëêå, òî ê ýòîìó âðåìåíè ìîæíî áûëî áû íàïèñàòü)
âîò èñõîäíèê ñòàíäàðòíîãîÐàñ÷åò
Ðàñ÷åò çíà÷åíèÿ òåõíè÷åñêîãî èíäèêàòîðà Money Flow Index ñîñòîèò èç íåñêîëüêèõ ýòàïîâ. Ñíà÷àëà îïðåäåëÿþò òèïè÷íóþ öåíó (Typical Prise, TP) äàííîãî ïåðèîäà:
TP = (HIGH + LOW + CLOSE) / 3
Çàòåì ðàññ÷èòûâàåòñÿ âåëè÷èíà äåíåæíîãî ïîòîêà (Money Flow, MF):
MF = TP * VOLUME
Åñëè ñåãîäíÿøíÿÿ òèïè÷íàÿ öåíà áîëüøå â÷åðàøíåé, òî äåíåæíûé ïîòîê ñ÷èòàåòñÿ ïîëîæèòåëüíûì. Åñëè ñåãîäíÿøíÿÿ òèïè÷íàÿ öåíà ìåíüøå â÷åðàøíåé — äåíåæíûé ïîòîê ñ÷èòàåòñÿ îòðèöàòåëüíûì.
Ïîëîæèòåëüíûé äåíåæíûé ïîòîê (POSITIVE MONEY FLOW) — ýòî ñóììà çíà÷åíèé ïîëîæèòåëüíûõ äåíåæíûõ ïîòîêîâ çà âûáðàííûé ïåðèîä. Îòðèöàòåëüíûé äåíåæíûé ïîòîê (NEGATIVE MONEY FLOW) — ýòî ñóììà çíà÷åíèé îòðèöàòåëüíûõ äåíåæíûõ ïîòîêîâ çà âûáðàííûé ïåðèîä.
Çàòåì îïðåäåëÿåòñÿ äåíåæíîå îòíîøåíèå (money ratio, MR) ïóòåì äåëåíèÿ ïîëîæèòåëüíîãî äåíåæíîãî ïîòîêà íà îòðèöàòåëüíûé:
MR = POSITIVE MONEY FLOW / NEGATIVE MONEY FLOW
È, íàêîíåö, ñ ïîìîùüþ äåíåæíîãî îòíîøåíèÿ ðàññ÷èòûâàåòñÿ èíäåêñ äåíåæíûõ ïîòîêîâ:
MFI = 100 - (100 / (1 + MR)
Ãäå:
HIGH — ìàêñèìàëüíàÿ öåíà òåêóùåãî áàðà;
LOW — ìèíèìàëüíàÿ öåíà òåêóùåãî áàðà;
CLOSE — öåíà çàêðûòèÿ òåêóùåãî áàðà;
VOLUME — îáúåì òåêóùåãî áàðà.
//+------------------------------------------------------------------+
//| Money Flow Index.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_level1 20
#property indicator_level2 80
#property indicator_buffers 1
#property indicator_color1 Blue
//---- input parameters
extern int ExtMFIPeriod=14;
//---- buffers
double ExtMFIBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string sShortName;
//----
SetIndexBuffer(0,ExtMFIBuffer);
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
//---- name for DataWindow and indicator subwindow label
sShortName="MFI("+ExtMFIPeriod+")";
IndicatorShortName(sShortName);
SetIndexLabel(0,sShortName);
//---- first values aren't drawn
SetIndexDrawBegin(0,ExtMFIPeriod);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Money Flow Index |
//+------------------------------------------------------------------+
int start()
{
int i,j,nCountedBars;
double dPositiveMF,dNegativeMF,dCurrentTP,dPreviousTP;
//---- insufficient data
if(Bars<=ExtMFIPeriod) return(0);
//---- bars count that does not changed after last indicator launch.
nCountedBars=IndicatorCounted();
//----
i=Bars-ExtMFIPeriod-1;
if(nCountedBars>ExtMFIPeriod)
i=Bars-nCountedBars-1;
while(i>=0)
{
dPositiveMF=0.0;
dNegativeMF=0.0;
dCurrentTP=(High[i]+Low[i]+Close[i])/3;
for(j=0; j<ExtMFIPeriod; j++)
{
dPreviousTP=(High[i+j+1]+Low[i+j+1]+Close[i+j+1])/3;
if(dCurrentTP>dPreviousTP)
dPositiveMF+=Volume[i+j]*dCurrentTP;
else
{
if(dCurrentTP<dPreviousTP)
dNegativeMF+=Volume[i+j]*dCurrentTP;
}
dCurrentTP=dPreviousTP;
}
//----
if(dNegativeMF!=0.0)
ExtMFIBuffer[i]=100-100/(1+dPositiveMF/dNegativeMF);
else
ExtMFIBuffer[i]=100;
//----
i--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
deniss, íå ïîäñêàæåø â ïàðàõ ñ îáðàòíîé êîòèðîâêîé òàêèõ êàê USDCAD , USDJPY êàê ïðàâèëüíî ÷èòàòü èíäèêàòîð êóìÄåëüòà??
òàê êàê îíî è ïîêàçûâàåò èëè âîñïðèíèìàòü ñ ó÷åòîì ÷òî äîëæíî áûòü íå USDCAD à CADUSD???
íàâåðíîå íå ïðàâèëüíî âîïðîñ çàäàë
http://savepic.su/2290617.htm
íà äàííîì ó÷àñòêå ãðàôèê ââåðõ,äåëüòà âíèç
ò.å. òóò ãðàôèê íàäî â ãîëîâå ïåðåâîðà÷èâàòü ñ íîã íà ãîëîâó ÷òîáû ïðàâèëüíî àíàëèçèðîâàòü?
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