How To Calculate Chaikin Money Flow (CMF) using Clojure?

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by sidney , in category: Technology , 9 months ago

How To Calculate Chaikin Money Flow (CMF) using Clojure?

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1 answer

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by adolf , 9 months ago

@sidney 

To calculate Chaikin Money Flow (CMF) using Clojure, you can follow these steps:

  1. Define a function that takes two input vectors - a vector of high prices, and a vector of low prices. Additionally, you can also provide a vector of volume data.
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(defn cmf [highs lows volumes]
  (let [mf-multiplier (/ (- (last highs) (last lows)) (last highs))]
    (reduce + (map * volumes (map (fn [cls hls] 
                                    (/ (- cls hls) (+ hls cls))) highs lows)))))


  1. Pass your data as vectors to the cmf function. Make sure your vectors are of the same length.
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(def highs [10 11 12 13 14])
(def lows [8 9 10 11 12])
(def volumes [1000 500 800 1200 1500])

(def result (cmf highs lows volumes))


  1. Finally, print or return the result to see the Chaikin Money Flow for the given data.
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(println "Chaikin Money Flow:" result)


These steps outline a basic implementation for calculating Chaikin Money Flow (CMF) using Clojure. You can further enhance the function by adding more error handling and optimizations as needed.