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mementum/mfi-generic-03.py

Created July 19, 2019 08:50
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mfi-generic-03.py
class MyMFIStrategy2(bt.Strategy):
def __init__(self):
wclose = self.data.close * 5.0
mfi = bt.MFI_Canonical(self.data.high, self.data.low, wclose, self.data.volume)
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