mfi-generic-04.py

class MFI_MultipleInputs(bt.Indicator):
    lines = ('mfi',)
    params = dict(period=14)

    def __init__(self):
        if len(self.datas) == 1:
            # 1 data feed passed, must have components
            tprice = (self.data.close + self.data.low + self.data.high) / 3.0
            mfraw = tprice * self.data.volume
        else:
            # if more than 1 data feed, components in OHLCV order
            tprice = (self.data0 + self.data1 + self.data2) / 3.0
            mfraw = tprice * self.data3
    
        # No changes with regards to previous implementation
        flowpos = bt.ind.SumN(mfraw * (tprice > tprice(-1)), period=self.p.period)
        flowneg = bt.ind.SumN(mfraw * (tprice < tprice(-1)), period=self.p.period)
        mfiratio = bt.ind.DivByZero(flowpos, flowneg, zero=100.0)
        self.l.mfi = 100.0 - 100.0 / (1.0 + mfiratio)