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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
47 lines
1.6 KiB
Plaintext
47 lines
1.6 KiB
Plaintext
// The MIT License (MIT)
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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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// Validate parameters
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if len < 1
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runtime.error("Length must be >= 1")
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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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