Chaikin Money Flow (CMF)

get_cmf(quotes, lookback_periods=20)

Parameters

name type notes
quotes Iterable[Quote] Iterable of the Quote class or its sub-class.
See here for usage with pandas.DataFrame
lookback_periods int, default 20 Number of periods (N) in the moving average. Must be greater than 0.

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.

Return

CMFResults[CMFResult]

CmfResult

name type notes
date datetime Date
money_flow_multiplier float, Optional Money Flow Multiplier
money_flow_volume float, Optional Money Flow Volume
cmf float, Optional 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.

Example

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] 💬

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