Chaikin Money Flow (CMF)

Created by Marc Chaikin, Chaikin Money Flow is the simple moving average of the directional Money Flow Volume. [Discuss] 💬

chart for Chaikin Money Flow (CMF)

// C# usage syntax
IEnumerable<CmfResult> results =
  quotes.GetCmf(lookbackPeriods);

Parameters

lookbackPeriods int - Number of periods (N) in the moving average. Must be greater than 0. Default is 20.

Historical quotes requirements

You must have at least N+1 periods of quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IEnumerable<CmfResult>

CmfResult

Date DateTime - Date from evaluated TQuote

MoneyFlowMultiplier double - Money Flow Multiplier

MoneyFlowVolume double - Money Flow Volume

Cmf double - Chaikin Money Flow = SMA of MFV

🚩 Warning: absolute values in MFV and CMF are somewhat meaningless. Use with caution.

Utilities

See Utilities and helpers for more information.

Chaining

Results can be further processed on Cmf with additional chain-enabled indicators.

// example
var results = quotes
    .GetCmf(..)
    .GetSlope(..);

This indicator must be generated from quotes and cannot be generated from results of another chain-enabled indicator or method.