EVOLUTION-MANAGER
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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Chaikin Money Flow</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for CMF {TTR}"><tr><td>CMF {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Chaikin Money Flow</h2> <h3>Description</h3> <p>Chaikin Money Flow compares total volume over the last <code>n</code> time periods to total volume times the Close Location Value (CLV) over the last <code>n</code> time periods. Developed by Marc Chaikin. </p> <h3>Usage</h3> <pre> CMF(HLC, volume, n = 20) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>HLC</code></td> <td> <p>Object that is coercible to xts or matrix and contains High-Low-Close prices.</p> </td></tr> <tr valign="top"><td><code>volume</code></td> <td> <p>Vector or matrix of volume observations corresponding to the <code>HLC</code> object.</p> </td></tr> <tr valign="top"><td><code>n</code></td> <td> <p>Number of periods to use.</p> </td></tr> </table> <h3>Details</h3> <p>Chaikin Money Flow is calculated by taking dividing the sum of the Chaikin Accumulation / Distribution line over the past <code>n</code> periods by the sum of volume over the past <code>n</code> periods. </p> <h3>Value</h3> <p>A object of the same class as <code>HLC</code> and <code>volume</code> or a vector (if <code>try.xts</code> fails) containing the Chaikin Money Flow values. </p> <h3>Note</h3> <p>When Chaikin Money Flow is above/below +/- 0.25 it is a bullish/bearish signal. If Chaikin Money Flow remains below zero while the price is rising, it indicates a probable reversal. </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://www.fmlabs.com/reference/ChaikinMoneyFlow.htm">https://www.fmlabs.com/reference/ChaikinMoneyFlow.htm</a><br /> <a href="https://www.linnsoft.com/techind/chaikin-money-flow-cmf">https://www.linnsoft.com/techind/chaikin-money-flow-cmf</a><br /> <a href="https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_money_flow_cmf">https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_money_flow_cmf</a><br /> </p> <h3>See Also</h3> <p>See <code><a href="CLV.html">CLV</a></code>, and <code><a href="chaikinAD.html">chaikinAD</a></code>. </p> <h3>Examples</h3> <pre> data(ttrc) cmf <- CMF(ttrc[,c("High","Low","Close")], ttrc[,"Volume"]) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>