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mementum/mfi-generic-01.py

Last active July 19, 2019 08:55
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mfi-generic-01.py
class MFI_Canonical(bt.Indicator):
lines = ('mfi',)
params = dict(period=14)
def __init__(self):
psum = self.data.close + self.data.low + self.data.high
tprice = psum / 3.0
mfraw = tprice * self.data.volume
...
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