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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
43 lines
1.5 KiB
Plaintext
43 lines
1.5 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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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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