I'm trying to calculate Chaikin Money flow class but unable to match result with excel calculation, can someone help me here :
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Money Flow Multiplier = [(Close - Low) - (High - Close)] /(High - Low)
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Money Flow Volume = Money Flow Multiplier x Volume for the Period
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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.