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:

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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

name	A name for the indicator
period	The 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

input The 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:

Indicators/ChaikinMoneyFlow.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties