Files
quantconnect--lean/Algorithm
Aaron Janeiro Stone 32ab4fdea1 Adds ChaikinMoneyFlow indicator (#4986)
* Added CMF indicator

CMF is a volume-weighted average of accumulation and distribution over a period.

* Added initializer for CMF

Registration for ChaikinMoneyFlow implemented.

* Added CMF tests.

* Added CMF tests.

* spy_cmf.txt changed to external indicator data.

* Implement suggestions of @AlexCatarino

* added sum terms as subindicators.

* added sum terms as subindicators.

* Removal of vestigial rolling window

* Minor nit changes

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2020-12-11 18:04:17 -03:00
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