MRPNL

Chaikin Money Flow

CMF

Volume-weighted measure of buying/selling pressure over 20–21 periods; positive values suggest accumulation, negative values distribution.

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Formula

Money Flow Multiplier = ((Close − Low) − (High − Close)) / (High − Low);
Money Flow Volume = MFM × Volume;
CMF = Σ(MFV, n) / Σ(Volume, n)

Chaikin Money Flow sums the Money Flow Volume over n periods and divides by total volume for the same period. Money Flow Volume itself weights each bar's volume by how close the close is to the bar's midpoint — a close at the high of the bar produces maximum positive flow.

Values persistently above zero confirm an uptrend is backed by buying volume. A cross below zero warns that distribution may be taking over. CMF differs from OBV by considering where within the bar the close falls, not just whether the close was up or down on the day.

#volume#oscillator

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