MFI
What SteadyEdge calculates
This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.
- Registry filter IDs: mfi
Exact formula
TP_t = (H_t + L_t + C_t) / 3
MF_t = TP_t * V_t
positive MF when TP_t > TP_(t-1); negative MF when TP_t < TP_(t-1)
MFI = 100 - 100 / (1 + sum(positive MF,p) / sum(negative MF,p))
if negative flow = 0: MFI = 100; before p: MFI = 50
Parameters, defaults, and bounds
- period : default 14 ; 2–100
How the rule passes
above requires a strict > comparison.
below requires a strict < comparison.
Data, timing, and warm-up
Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.
Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.
Related articles
- Filters Reference
- How Entry Filters Work
- Timeframe, Operator, Value, And Params