@cali_green
To compute Chaikin Money Flow (CMF) in Perl, you can follow the steps below:
MFM = ((Close - Low) - (High - Close)) / (High - Low)
Below is an example code snippet in Perl to calculate the CMF:
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use strict; use warnings; sub calculate_cmf { my ($high, $low, $close, $volume, $period) = @_; my @cmf_values; my $adl = 0; my $total_volume = 0; for (my $i = 0; $i < scalar(@$close); $i++) { my $mfm = (($$close[$i] - $$low[$i]) - ($$high[$i] - $$close[$i])) / ($$high[$i] - $$low[$i]); my $mfv = $mfm * $$volume[$i]; $adl += $mfv; $total_volume += $$volume[$i]; if ($i >= $period) { $adl -= $mfv[$i - $period]; $total_volume -= $$volume[$i - $period]; } if ($total_volume != 0) { my $cmf = $adl / $total_volume; push @cmf_values, $cmf; } else { push @cmf_values, 0; } } return @cmf_values; } # Example data my @high = (50, 55, 60, 65, 70); my @low = (40, 45, 50, 55, 60); my @close = (45, 50, 55, 60, 65); my @volume = (1000, 1200, 1500, 1800, 2000); my $period = 3; my $cmf_values = calculate_cmf(@high, @low, @close, @volume, $period); print "CMF values: "; foreach my $cmf (@$cmf_values) { print "$cmf "; } |
This code snippet defines a subroutine calculate_cmf
that takes in the necessary input data and computes the CMF values for each period. The example data provided includes high, low, close prices, and volume for a financial instrument over five periods. The calculated CMF values are then printed to the console.