The MFI (Money Flow Index) strategy is a trading strategy that uses the concept of money flow to generate buy and sell signals. Here's a brief description of how the strategy works:
The strategy calculates the MFI indicator using a time period of 14 on the provided OHLC (Open, High, Low, Close) data. The MFI indicator measures the strength and intensity of money flow into and out of a security over a specific period.
In the buy signal generation step, the strategy identifies buy opportunities when the MFI value in the current period is less than or equal to 14 (indicating oversold conditions).
In the sell signal generation step, the strategy identifies sell opportunities when the MFI value in the current period is greater than or equal to 75 (indicating overbought conditions).
The strategy marks the corresponding buy and sell signals in the dataframe with '1' values in the 'buy' and 'sell' columns, respectively. The strategy allows for customization of parameters such as minimal ROI (Return on Investment), stop-loss, and trailing stoploss. The strategy is designed for a timeframe of 5 minutes. Please note that this is just a brief summary, and for a complete understanding of the strategy and its implementation, it is recommended to refer to the original source code and the MFI indicator documentation.