Chaikin Money Flow (CMF)

Category: volume

Average of close-location-weighted volume over N bars; buying vs selling pressure.

Formula

CMF = Σ(MFV_i)/Σ(vol_i), MFV = vol·((C−L)−(H−C))/(H−L)

Inputs

• period (default: 20)

See signal primitives and every published strategy that uses Chaikin Money Flow (CMF) on WOBR StrategyVerse.