feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings
2026-03-09 13:45:46 -07:00
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// Licensed under the Apache License, Version 2.0
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2026-01-18 19:02:03 -08:00
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// © mihakralj
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//@version=6
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indicator("Chaikin Money Flow (CMF)", "CMF", overlay=false)
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//@function Calculates the Chaikin Money Flow (CMF), measuring buying and selling pressure through price and volume
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//@param len Lookback period length (default: 20)
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//@param src_high The high price (default: built-in high)
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//@param src_low The low price (default: built-in low)
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//@param src_close The close price (default: built-in close)
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//@param src_vol The volume (default: built-in volume)
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//@returns float CMF value between -1 and 1
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cmf(len = 20, src_high = high, src_low = low, src_close = close, src_vol = volume) =>
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// Calculate Money Flow Multiplier
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float mfm = 0.0
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if not na(src_high) and not na(src_low) and not na(src_close)
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mfm := (src_close - src_low) - (src_high - src_close)
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mfm := src_high != src_low ? mfm / (src_high - src_low) : 0.0
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// Calculate Money Flow Volume
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float mfv = na(src_vol) ? 0.0 : mfm * src_vol
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// Calculate CMF
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var float sum_mfv = 0.0
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var float sum_vol = 0.0
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// Update rolling sums
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sum_mfv := sum_mfv + mfv - (bar_index >= len ? mfv[len] : 0)
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sum_vol := sum_vol + src_vol - (bar_index >= len ? src_vol[len] : 0)
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// Calculate CMF value
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float cmf_value = sum_vol != 0 ? sum_mfv / sum_vol : 0.0
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cmf_value
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// ---------- Inputs ----------
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i_length = input.int(20, "Length", minval=1)
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// ---------- Calculations ----------
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cmf_val = cmf(i_length)
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// ---------- Plotting ----------
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plot(cmf_val, "CMF", color=color.yellow, linewidth=2)
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