cmf

cmf(high, low, close, volume, open_=None, length=None, offset=None, **kwargs)

Chaikin Money Flow (CMF)

Chailin Money Flow measures the amount of money flow volume over a specific period in conjunction with Accumulation/Distribution.

Sources:

https://www.tradingview.com/wiki/Chaikin_Money_Flow_(CMF) https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:chaikin_money_flow_cmf

Calculation:

Default Inputs:

length=20

if ‘open’:

ad = close - open

else:

ad = 2 * close - high - low

hl_range = high - low ad = ad * volume / hl_range CMF = SUM(ad, length) / SUM(volume, length)

Args:

high (pd.Series): Series of ‘high’s low (pd.Series): Series of ‘low’s close (pd.Series): Series of ‘close’s volume (pd.Series): Series of ‘volume’s open_ (pd.Series): Series of ‘open’s. Default: None length (int): The short period. Default: 20 offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.