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

by wilmer.lemke , in category: Third Party Scripts , 2 months ago

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

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1 answer

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by adan , 2 months ago

@wilmer.lemke 

To calculate Chaikin Money Flow (CMF) in Swift, you can follow these steps:

  1. Create a function that takes in an array of price data and an array of volume data as input parameters.
  2. Initialize variables for the Money Flow Volume (MFV), Chaikin Money Flow (CMF), Positive Money Flow (PMF), Negative Money Flow (NMF), and Period.
  3. Iterate over the price and volume data arrays and calculate the Typical Price (TP) and Money Flow Volume (MFV) for each period. MFV is calculated by multiplying the Typical Price by the corresponding volume.
  4. Calculate the Positive Money Flow (PMF) and Negative Money Flow (NMF) for each period. PMF is the sum of MFV for periods with a higher close price compared to the previous period, and NMF is the sum of MFV for periods with a lower close price compared to the previous period.
  5. Calculate the Money Flow Ratio (MFR) by dividing PMF by NMF.
  6. Calculate the CMF by taking the moving average of MFR over the specified period.


Here is a sample implementation of the above steps in Swift:

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func calculateCMF(prices: [Double], volumes: [Double], period: Int) -> [Double] {
    var mfv: [Double] = []
    var pmf: [Double] = []
    var nmf: [Double] = []
    var cmf: [Double] = []
    
    for i in 0..<prices.count {
        let tp = (prices[i] + prices[i] + prices[i]) / 3
        let mf = tp * volumes[i]
        mfv.append(mf)
        
        if i > 0 {
            if prices[i] > prices[i - 1] {
                pmf.append(mf)
                nmf.append(0.0)
            } else if prices[i] < prices[i - 1] {
                pmf.append(0.0)
                nmf.append(mf)
            } else {
                pmf.append(0.0)
                nmf.append(0.0)
            }
        } else {
            pmf.append(0.0)
            nmf.append(0.0)
        }
        
        if i >= period - 1 {
            let sumPMF = pmf.suffix(period).reduce(0, +)
            let sumNMF = nmf.suffix(period).reduce(0, +)
            let mfr = sumPMF / sumNMF
            cmf.append(mfr)
        } else {
            cmf.append(0.0)
        }
    }
    
    return cmf
}

// Example usage
let prices = [10.0, 15.0, 12.0, 18.0, 20.0, 22.0]
let volumes = [1000.0, 1500.0, 1200.0, 1800.0, 2000.0, 2200.0]
let period = 3

let cmf = calculateCMF(prices: prices, volumes: volumes, period: period)
print(cmf)


This code calculates the CMF for a given set of price and volume data using a specified period length. The result is an array of CMF values for each period in the input data.