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MFI is documented as unstable, but it is not the case.

Open q-55555 opened this issue 4 years ago • 3 comments

Can you confirm that there is an error in the documentation? https://github.com/mrjbq7/ta-lib/blob/master/docs/func_groups/momentum_indicators.md

q-55555 avatar Jan 09 '21 01:01 q-55555

It looks correct (see for example the source for MFI):

https://github.com/TA-Lib/ta-lib/blob/master/src/ta_func/ta_MFI.c

(Search for “unstable”)

On Jan 8, 2021, at 5:35 PM, q-55555 [email protected] wrote:

 Can you confirm that there is an error in the documentation? https://github.com/mrjbq7/ta-lib/blob/master/docs/func_groups/momentum_indicators.md

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mrjbq7 avatar Jan 09 '21 04:01 mrjbq7

Thank you for your reply. Based on my understanding of the calculation of MFI (https://www.investopedia.com/terms/m/mfi.asp), I don't see why MFI is tagged as an unstable period on TALib.

I confirmed that in making my own tests in varying the depth of the data in calling : MFI(high, low, close, volume, timeperiod=14) For example (with timeperiod=14), if you pass high, low, close, volume series with a depth of 20 or 100 data, you will get the same results for the last MFI item, proving that MFI has not an unstable period right ?

Thank you for your help.

q-55555 avatar Jan 09 '21 18:01 q-55555

dup:

https://github.com/mrjbq7/ta-lib/issues/435

mw66 avatar Jun 26 '21 17:06 mw66