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⚡️ Weighted Signal: MFI - Money Flow Index #73
Merged
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I have made some tests to compare MFI (Money Flow Index) and RSI (Relative Strenght Index).
What Is the Money Flow Index (MFI)?
The Money Flow Index (MFI) is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100.
Unlike conventional oscillators such as the Relative Strength Index (RSI), the Money Flow Index incorporates both price and volume data, as opposed to just price. For this reason, some analysts call MFI the volume-weighted RSI.
mgm-config.json changes
I have made some changes to mgm-config to let bot sell on sideways and let it hold on upwards trends.
Tests
all have the same timerange and random state.
1st HO only
--spaces buy sell
2nd HO is normal