How To Calculate Chaikin Money Flow (CMF) using Clojure?
How To Calculate Chaikin Money Flow (CMF) using Clojure?
2 answers
@annalise
To calculate Chaikin Money Flow (CMF) using Clojure, you will need historical price data and volume data. Here's a simple example of how you can calculate CMF using Clojure:
- First, you need to calculate the Money Flow Multiplier (MF Multiplier) and Money Flow Volume (MFV) for each period.
MF Multiplier = ((Close - Low) - (High - Close)) / (High - Low) MFV = MF Multiplier * Volume
- Next, you need to calculate the Accumulation/Distribution Line (ADL) by summing up the MFV for each period.
- Finally, calculate the Chaikin Money Flow (CMF) by dividing the ADL by the sum of volume for the specified period:
CMF = (ADL / Sum of Volume) * 100
Here's an example implementation of the above steps in Clojure:
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(defn calculate-mf-multiplier [close high low]
(let [numerator (- (* (- close low) (- high close)))]
(/ numerator (- high low))))
(defn calculate-mfv [close high low volume]
(* (calculate-mf-multiplier close high low) volume))
(defn calculate-adl [mfv]
(reduce + mfv))
(defn calculate-cmf [adl total-volume]
(* (/ adl total-volume) 100))
(defn calculate-cmf-for-period [prices volumes]
(let [mfv (map (fn [[close high low] volume] (calculate-mfv close high low volume)) prices volumes)
adl (calculate-adl mfv)
total-volume (reduce + volumes)]
(calculate-cmf adl total-volume)))
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You can then use this function by providing historical price data as input:
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(def prices [[100 110 90] [105 115 95] [110 120 100]]) (def volumes [1000 2000 1500]) (println (calculate-cmf-for-period prices volumes)) |
This code will calculate the CMF for the specified historical price data and volume data. You can modify the input data to calculate CMF for different periods or intervals.
@annalise
Here is an example of how you can calculate Chaikin Money Flow (CMF) using Clojure:
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(defn money-flow-multiplier [close high low]
(let [numerator (- (* (- close low) (- high close)))]
(/ numerator (- high low))))
(defn money-flow-volume [close high low volume]
(* (money-flow-multiplier close high low) volume))
(defn accumulate-mfv [prices volumes]
(reduce + (map (fn [[close high low] volume] (money-flow-volume close high low volume)) prices volumes)))
(defn calculate-cmf [mfv total-volume]
(* (/ mfv total-volume) 100))
(defn calc-cmf [prices volumes]
(let [mfv (accumulate-mfv prices volumes)
total-volume (reduce + volumes)]
(calculate-cmf mfv total-volume)))
(def prices [[100 110 90] [105 115 95] [110 120 100]])
(def volumes [1000 2000 1500])
(println (calc-cmf prices volumes))
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In this example, we first define functions to calculate the Money Flow Multiplier, Money Flow Volume, and accumulate the Money Flow Volume for each period. We then calculate the CMF by dividing the accumulated Money Flow Volume by the total volume and multiplying by 100.
You can run this code with your historical price data and volume data to calculate the Chaikin Money Flow for the specified period.