Calculate the Chaikin Money Flow (CMF) for a given price series.

The Chaikin Money Flow sums the same Money Flow Volume used by the Accumulation/ Distribution Line over a rolling window and normalizes it by the window’s total volume, turning the running (unbounded) Accumulation/Distribution Line into a bounded oscillator. Sustained readings above zero indicate buying pressure (accumulation) is dominating over the window, while sustained readings below zero indicate selling pressure (distribution).

The formula is as follows:

\[\text{Money Flow Multiplier} = ((\text{Close} - \text{Low}) - (\text{High} - \text{Close})) / (\text{High} - \text{Low})\] \[\text{Money Flow Volume} = \text{Money Flow Multiplier} \cdot \text{Volume}\] \[\text{CMF} = \operatorname{Sum}(\text{Money Flow Volume},\; \text{window}) / \operatorname{Sum}(\text{Volume},\; \text{window})\]

Also known as: CMF, Chaikin Money Flow.

No programming experience? With the Finance Toolkit MCP server, AI assistants such as Claude and ChatGPT can calculate the Chaikin Money Flow (CMF) for you. Just ask in plain English.

Calculate the Chaikin Money Flow (CMF) in Python

The Chaikin Money Flow (CMF) is available in the Technicals module of the open-source Finance Toolkit. Install it with:

pip install financetoolkit -U

Then call get_chaikin_money_flow as shown below.

from financetoolkit import Toolkit

toolkit = Toolkit(tickers=["AAPL", "MSFT"])

toolkit.technicals.get_chaikin_money_flow()

Parameters

get_chaikin_money_flow accepts the following parameters:

  • period (str, optional): The time period to consider for historical data. Can be “daily”, “weekly”, “quarterly”, or “yearly”. Defaults to “daily”.
  • close_column (str, optional): The column name for closing prices in the historical data. Defaults to “Adj Close”.
  • window (int, optional): Number of periods to sum the Money Flow Volume and volume over. Defaults to 20.
  • rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
  • growth (bool, optional): Whether to calculate the growth of the Chaikin Money Flow. Defaults to False.
  • lag (int | list[int], optional): The lag to use for the growth calculation.
  • standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False. Defaults to 1.
McClellan Oscillator Advancers/Decliners Ratio On-Balance Volume (OBV) Accumulation/Distribution Line (ADL) Chaikin Oscillator TRIN (Arms Index) New Highs - New Lows Ease of Movement (EMV) Positive Volume Index (PVI) Negative Volume Index (NVI)

The Technicals module page introduces the module, and the sidebar lists all of its functions.

Share