Chaikin Money Flow compares total volume over the last n time periods
to total volume times the Close Location Value (CLV) over the last n
time periods. Developed by Marc Chaikin.
CMF(HLC, volume, n = 20)A object of the same class as HLC and volume or a
vector (if try.xts fails) containing the Chaikin Money Flow values.
Object that is coercible to xts or matrix and contains High-Low-Close prices.
Vector or matrix of volume observations corresponding to the
HLC object.
Number of periods to use.
Joshua Ulrich
Chaikin Money Flow is calculated by taking dividing the sum of the Chaikin
Accumulation / Distribution line over the past n periods by the sum of
volume over the past n periods.
The following site(s) were used to code/document this
indicator:
https://www.fmlabs.com/reference/ChaikinMoneyFlow.htm
https://www.linnsoft.com/techind/chaikin-money-flow-cmf
https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_money_flow_cmf
See CLV, and chaikinAD.
data(ttrc)
cmf <- CMF(ttrc[,c("High","Low","Close")], ttrc[,"Volume"])
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