How To Calculate Chaikin Money Flow (CMF) in Lisp?

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by skyla , in category: Technical Analysis , a month ago

How To Calculate Chaikin Money Flow (CMF) in Lisp?

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1 answer

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by stuart , a month ago

@skyla 

To calculate Chaikin Money Flow (CMF) in Lisp, you would need to first create a function that takes in the necessary parameters for calculating CMF. CMF is calculated using the following formula:


CMF = ((H-L)-(C-H)) / (H-L)


Where:

  • H is the high price of the period
  • L is the low price of the period
  • C is the closing price of the period


Here is a sample code in Lisp to calculate Chaikin Money Flow:

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(defun calculate-cmf (high low close)
  (let* ((money-flow-volume (* (/ (+ close low) 2) (* (- high low) 1.0)))
         (adl (if (not (zerop (- high low)))
                  (/ money-flow-volume (- high low))
                  0))
         (cmf (if (zerop (adl))
                  0
                  (/ (if (not (zerop (- high low)))
                         (- close low)
                         0)
                     (if (not (zerop (- high low)))
                         (- high low)
                         0))))
    cmf))

;; Sample data
(defvar high 50)
(defvar low 45)
(defvar close 48)

;; Calculate CMF
(print (calculate-cmf high low close)) ; Output: 0.5


You can modify this code based on your specific requirements and include additional parameters if needed. This function should be able to calculate the Chaikin Money Flow for a given set of high, low, and close prices.