tech.nmfin.algoquant.demo.model.technical

Class ChaikinMoneyFlowDemo

java.lang.Object

tech.nmfin.algoquant.demo.model.technical.ChaikinMoneyFlowDemo

@Demo
public class ChaikinMoneyFlowDemo
extends Object

A simple strategy based on the Chaikin Money Flow. Using moving averages on price changes and the CMF, the implemented rule targets +1 unit when price changes are positive and CMF is negative, and -1 unit for the reverse signs. It targets zero otherwise. Prices are synthetic by default; use --live for Yahoo history and --charts for a desktop indicator chart. The report goes to the console.

Using this example. Uses an OHLCV indicator to choose a target position and submits the difference from the filled position. Quantity is in signed product units, not dollars. DemoSupport controls the default synthetic inputs and optional live data and charts.

Model and publication. No single original research publication is claimed for this library/example policy.

Implementation in this tutorial. Chaikin money flow compares accumulated money-flow volume with total volume over a rolling window. The demo combines indicator and price-change signs to choose unit targets. See the implemented rule above rather than assuming a textbook divergence interpretation.

See Also:

Chaikin Money Flow

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ChaikinMoneyFlowDemo.SimpleCMFStrategy

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception