Lean  $LEAN_TAG$
QuantConnect.Indicators.ChaikinMoneyFlow Class Reference

The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. More...

Inheritance diagram for QuantConnect.Indicators.ChaikinMoneyFlow:
[legend]

Public Member Functions

override void Reset ()
 Resets this indicator to its initial state More...
 
 ChaikinMoneyFlow (string name, int period)
 Initializes a new instance of the ChaikinMoneyFlow class More...
 

Public Attributes

override bool IsReady => _flowRatioSum.IsReady
 Gets a flag indicating when this indicator is ready and fully initialized More...
 

Protected Member Functions

override decimal ComputeNextValue (TradeBar input)
 Computes the next value for this indicator from the given state. More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator
 TradeBarIndicator (string name)
 Creates a new TradeBarIndicator with the specified name More...
 

Properties

int WarmUpPeriod [get]
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 
- Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int WarmUpPeriod [get]
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Detailed Description

The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period.

CMF = n-day Sum of [(((C - L) - (H - C)) / (H - L)) x Vol] / n-day Sum of Vol

Where: n = number of periods, typically 21 H = high L = low C = close Vol = volume

https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/cmf

Definition at line 35 of file ChaikinMoneyFlow.cs.

Constructor & Destructor Documentation

◆ ChaikinMoneyFlow()

QuantConnect.Indicators.ChaikinMoneyFlow.ChaikinMoneyFlow ( string  name,
int  period 
)

Initializes a new instance of the ChaikinMoneyFlow class

Parameters
nameA name for the indicator
periodThe period over which to perform computation

Definition at line 69 of file ChaikinMoneyFlow.cs.

Member Function Documentation

◆ Reset()

override void QuantConnect.Indicators.ChaikinMoneyFlow.Reset ( )

Resets this indicator to its initial state

Definition at line 57 of file ChaikinMoneyFlow.cs.

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.ChaikinMoneyFlow.ComputeNextValue ( TradeBar  input)
protected

Computes the next value for this indicator from the given state.

Parameters
inputThe input value to this indicator on this time step
Returns
A new value for this indicator

Definition at line 82 of file ChaikinMoneyFlow.cs.

Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.ChaikinMoneyFlow.IsReady => _flowRatioSum.IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 47 of file ChaikinMoneyFlow.cs.

Property Documentation

◆ WarmUpPeriod

int QuantConnect.Indicators.ChaikinMoneyFlow.WarmUpPeriod
get

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 52 of file ChaikinMoneyFlow.cs.


The documentation for this class was generated from the following file: