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ChaikinMoneyFlow

Summary

The Chaikin Money Flow Indicator measures the amount of Money Flow Volume over a specific period. The resulting indicator fluctuates above/below the zero line.

Signature 

1
public abstract interface ChaikinMoneyFlow

Namespace

cAlgo.API.Indicators

Examples

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 private ChaikinMoneyFlow _chaikinMoneyFlow;
 [Parameter("Period", DefaultValue = 21)]
 public int Period { get; set; }
 [Output("Main")]
 public IndicatorDataSeries Result { get; set; }
 protected override void Initialize()
 {
    _chaikinMoneyFlow = Indicators.ChaikinMoneyFlow(Period);
 }
 public override void Calculate(int index)
 {
    // Display Result of Indicator
    Result[index] = _chaikinMoneyFlow.Result[index];
 }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Chaikin Money Flow indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class ChaikinMoneyFlowSample : Robot
     {
         private double _volumeInUnits;
         private ChaikinMoneyFlow _chaikinMoneyFlow;
         [Parameter("Volume (Lots)", DefaultValue = 0.01)]
         public double VolumeInLots { get; set; }
         [Parameter("Stop Loss (Pips)", DefaultValue = 10)]
         public double StopLossInPips { get; set; }
         [Parameter("Take Profit (Pips)", DefaultValue = 10)]
         public double TakeProfitInPips { get; set; }
         [Parameter("Label", DefaultValue = "Sample")]
         public string Label { get; set; }
         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
             _chaikinMoneyFlow = Indicators.ChaikinMoneyFlow(14);
         }
         protected override void OnBar()
         {
             if (_chaikinMoneyFlow.Result.Last(1) > 0 && _chaikinMoneyFlow.Result.Last(2) <= 0)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_chaikinMoneyFlow.Result.Last(1) < 0 && _chaikinMoneyFlow.Result.Last(2) >= 0)
             {
                 ClosePositions(TradeType.Buy);
                 ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
         }
         private void ClosePositions(TradeType tradeType)
         {
             foreach (var position in BotPositions)
             {
                 if (position.TradeType != tradeType) continue;
                 ClosePosition(position);
             }
         }
     }
 }

Properties

Result

Summary

The time series of the Chaikin Money Flow Indicator.

Signature 

1
public abstract IndicatorDataSeries Result {get; set;}

Return Value

IndicatorDataSeries

Examples

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 private ChaikinMoneyFlow _chaikinMoneyFlow;
 [Parameter("Period", DefaultValue = 21)]
 public int Period { get; set; }
 protected override void OnStart()
 {
     _chaikinMoneyFlow = Indicators.ChaikinMoneyFlow(Period);
 }
 protected override void OnBar()
 {
     var currentValue = _chaikinMoneyFlow.Result.LastValue;
     //...
 }