OPEN-SOURCE SCRIPT
Griffin Money Flow Index
This is a modification of the commonly used money flow index. The major change is to the way the average price is calculated. Typically this is done with a hlc3 method,
meaning the average of the period high, low, and closing prices. This calculation infers that volume is evenly distributed between those three points. Generally this is not the case.
My version calculates the average price by including the open price and making the assumption that the majority of the volume occurs within the body of the candle, between
the open and close. I calculate a weighted average that places more significance on the close and open, then an equal weighting on the high and low.
In general this will result in a trend that does not differ greatly from the regular MFI calculation however there may be subtle changes.
meaning the average of the period high, low, and closing prices. This calculation infers that volume is evenly distributed between those three points. Generally this is not the case.
My version calculates the average price by including the open price and making the assumption that the majority of the volume occurs within the body of the candle, between
the open and close. I calculate a weighted average that places more significance on the close and open, then an equal weighting on the high and low.
In general this will result in a trend that does not differ greatly from the regular MFI calculation however there may be subtle changes.
开源脚本
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开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。