Struct CmfEngine 

pub struct CmfEngine { /* private fields */ }

Chaikin Money Flow (CMF) over period bars.

Each bar’s money-flow multiplier places the close in its range, MFM = ((close - low) - (high - close)) / (high - low) (0 for a range below 1e-8), and its money-flow volume is MFM * volume. CMF is the sum of the last period money-flow volumes over the sum of their volumes (0 without volume), clamped to -1..=1.

First output: with the period-th bar. Indicator::reset clears both windows.

Implementations

impl CmfEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Indicator for CmfEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.