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发表于 2009-11-9 02:46 PM
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你有啥证据,MFI是和真实的资金流动正相关?
CoolMax 发表于 2009-11-9 14:30 
The Money Flow Index (MFI) is a momentum indicator that is similar to the Relative Strength Index (RSI) in both interpretation and calculation. However, MFI is a more rigid indicator in that it is volume-weighted, and is therefore a good measure of the strength of money flowing in and out of a security. It compares "positive money flow" to "negative money flow" to create an indicator that can be compared to price in order to identify the strength or weakness of a trend. Like the RSI, the MFI is measured on a 0 - 100 scale and is often calculated using a 14 day period.
Formula
The "flow" of money is the product of price and volume and shows the demand for a security and a certain price. The money flow is not the same as the Money Flow Index but rather is a component of calculating it, i.e. the "Raw" money flow.
Typical Price = ( (Day High + Day Low + Day Close) / 3)
Raw Money Flow = (Typical Price) x (Volume)
Positive Money Flow = Sum of Raw Money Flow for the specified number of periods where Typical Price increased
Negative Money Flow = Sum of Raw Money Flow for the specified number of periods where Typical Price decreased
Money Ratio = (Positive Money Flow / Negative Money Flow)
Finally, the MFI can be calculated directly from the Money Ratio:
Money Flow Index = 100 - (100 / (1 + Money Ratio))
The fewer number of days used to calculate the MFI, the more volatile it will be. |
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