Chaikin Money Flow (CMF)
||Iterable[Quote]||Iterable(such as list or an object having
• Need help with pandas.DataFrame?
||int, default 20||Number of periods (
Historical quotes requirements
You must have at least
N+1 periods of
quotes to cover the warmup periods.
quotes is an
Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
CMFResultsis just a list of
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will have
Nonevalues since there’s not enough data to calculate.
||float, Optional||Money Flow Multiplier|
||float, Optional||Money Flow Volume|
||float, Optional||Chaikin Money Flow = SMA of MFV|
Warning: absolute values in MFV and CMF are somewhat meaningless. Use with caution.
See Utilities and Helpers for more information.
from stock_indicators import indicators # This method is NOT a part of the library. quotes = get_history_from_feed("SPY") # Calculate 20-period CMF results = indicators.get_cmf(quotes, 20)
About Chaikin Money Flow (CMF)
Created by Marc Chaikin, Chaikin Money Flow is the simple moving average of the Money Flow Volume. [Discuss]