flow_exhaustion
Flow Exhaustion
flow_exhaustion
examples/site_showcase.rs// Flow Exhaustion (MFI + StochRSI): value = JMA-smoothed MFI of hlc3 (needs real volume, otherwise no output), secondary = JMA-smoothed StochRSI K; extra: stoch_k, upper/lower (adaptive zones over zone_lookback MFI values), divergence_score (signed, on emitting bars); alerts bull/bear_exhaustion (MFI in/leaving its zone + K crossing stoch_os/stoch_ob; prefix = expected move), bull/bear_divergence (price-pivot divergence of the MFI, emitted with its final score after react_bars)
// Defaults of "flow_exhaustion" (see the indicator reference)
let params = HashMap::from([
("confirm_bars".to_string(), 1.0),
("jma_len".to_string(), 20.0),
("k_smooth".to_string(), 3.0),
("mfi_len".to_string(), 14.0),
("pivot_len".to_string(), 7.0),
("react_bars".to_string(), 10.0),
("rsi_len".to_string(), 14.0),
("stoch_len".to_string(), 14.0),
("zone_lookback".to_string(), 200.0),
]);
let mut indicator = build_checked("flow_exhaustion", ¶ms)?;
for bar in &bars {
if let Some(output) = indicator.on_bar(bar) {
// output.value, output.extra[...], indicator.alerts()
}
}