How To Calculate Chaikin Money Flow (CMF) using Scala?

@mike 

To calculate Chaikin Money Flow (CMF) using Scala, you can follow these steps:

1. Define the necessary variables such as volume, high prices, low prices, and closing prices. You can use lists or arrays to store these values.
2. Calculate the Money Flow Multiplier (MFM):

MFM = ((close - low) - (high - close)) / (high - low)

1. Calculate the Money Flow Volume (MFV):

MFV = MFM * volume

1. Calculate the cumulative Money Flow Volume (CMFV) by summing up the MFV values for a specified period (e.g., 20 periods).
2. Calculate the cumulative volume for the same period.
3. Finally, calculate the Chaikin Money Flow (CMF) using the formula:

CMF = CMFV / Cumulative Volume

Here is an example code snippet in Scala to calculate CMF for a given dataset:

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def calculateCMF(prices: Array[Double], volumes: Array[Double], periods: Int): Array[Double] = {
  val mfmValues = (for (i <- 0 until prices.length) yield {
    val mfm = ((prices(i) - prices(i).min) - (prices(i).max - prices(i))) / (prices(i).max - prices(i).min)
    mfm * volumes(i)
  }).toArray

  val cmfValues = mfmValues.scanLeft(0.0)(_ + _).drop(1).take(periods)
  val cumulativeVolumes = volumes.scanLeft(0.0)(_ + _).drop(1).take(periods)

  cmfValues.zip(cumulativeVolumes).map { case (cmf, cumVolume) => cmf / cumVolume }
}

val prices = Array(10.0, 12.0, 11.0, 15.0, 14.0)
val volumes = Array(1000.0, 1200.0, 1100.0, 1500.0, 1400.0)
val periods = 3

val cmfValues = calculateCMF(prices, volumes, periods)
println(cmfValues.mkString(", "))

In this code snippet, we define a function calculateCMF that takes the closing prices, volumes, and the number of periods as input. It calculates the Money Flow Multiplier (MFM) for each data point, then computes the cumulative Money Flow Volume (CMFV) and cumulative volume values. Finally, it calculates the Chaikin Money Flow (CMF) values and returns them as an Array.

You can adjust the input data, periods, and customize the code to fit your specific requirements.