How To Compute Chaikin Money Flow (CMF) using Julia?

@noemy.bosco 

To compute the Chaikin Money Flow (CMF) using Julia, you can follow these steps:

1. Install the necessary packages by running the following commands in the Julia terminal:

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using Pkg
Pkg.add("DataFrames")
Pkg.add("CSV")

1. Load the required packages:

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using DataFrames
using CSV

1. Load your historical stock price data into a DataFrame. For example, if your data is in a CSV file named "stock_prices.csv", you can load it as follows:

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data = CSV.read("stock_prices.csv")

1. Calculate the Money Flow Multiplier (MFM) and Money Flow Volume (MFV) for each period:

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data[!, :MFM] = ((data[:High] + data[:Low] + data[:Close]) / 3) - (data[:High] + data[:Low]) / 2
data[!, :MFV] = data[:MFM] .* data[:Volume]

1. Calculate the 20-period cumulative sum of the Money Flow Volume:

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data[!, :CMF] = cumsum(data[:MFV]) / cumsum(data[:Volume])

1. Plot the CMF values to visualize the Chaikin Money Flow:

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using Plots
plot(data[:Date], data[:CMF], xlabel="Date", ylabel="Chaikin Money Flow", title="Chaikin Money Flow")

By following these steps, you can compute the Chaikin Money Flow (CMF) using Julia and visualize it using a plot.