How to calculate Chaikin Money Flow

[Anil Bhatt]

I'm trying to calculate Chaikin Money flow class but unable to match result with excel calculation, can someone help me here :

1. Money Flow Multiplier = [(Close - Low) - (High - Close)] /(High - Low)

2. Money Flow Volume = Money Flow Multiplier x Volume for the Period

3. 20-period CMF = 20-period Sum of Money Flow Volume / 20 period Sum of Volume

def __init__(self):

    # Let the indicator get enough data
    self.addminperiod(self.p.len)

    # Aliases to avoid long lines
    c = self.data.close
    h = self.data.high
    l = self.data.low
    v = self.data.volume

    self.data.ad = ((((c  -  l) - (h - c)) / (h - l) ) * v)
    self.lines.money_flow = bt.indicators.SumN(self.data.ad, period=self.p.len) / bt.indicators.SumN(
        self.data.volume, period=self.p.len)

final calculation is different from excel calculation. Can any one pls help here.

[backtrader]

@anil-bhatt said in How to calculate Chaikin Money Flow:

# Let the indicator get enough data
self.addminperiod(self.p.len)

That's not needed and it will probably hurt. But without knowing how and when the values differ ...