cmf chaikin money flow

[sfwc]

Hi,

I'm using Chaikin Money Flow(cmf.efs) on a minute and tick chart for the S&P e-mini. On both charts, the indicator histogram keeps changing its display from a histogram, to a blank area to just vertical lines. Is there a way to correct this so the histogram will display continuously?

Thank you for your help.

-sfwc

[ACM]

sfwc
FWIW I am not seeing this at my end.
Can you post the copy of the efs you are using?
Alex

[sfwc]

Hi,

Sorry I'm new to the forum and eSignal. Is this what you're looking for? It's under Formulas>Library>cmf.efs(see below).

At first eSignal tech support suggested that I restart my charts since the problem could be from the data I was receiving, but my trading partner in another country is also experiencing the same display problem.

Thanks again for your help.

-sfwc

function preMain() {
setStudyTitle("Chaikin Money Flow");
setCursorLabelName("CMF");

// Default plot type is Line
setPlotType(PLOTTYPE_HISTOGRAM);
}

function main(nInputLength) {
// If the user did not provide an input length, set a default
if(nInputLength == null) {
nInputLength = 21;
}

// Get the last 21 bars of L, H, C, V data
var arClose = close(0, -21);
var arLow = low(0, -21);
var arHigh = high(0, -21);
var arVolume = volume(0, -21);

// Not enough data to process (yet).
if(arClose == null || arLow == null || arHigh == null || arVolume == null)
return;

var i;
var vSumVolume = 0;
var vSum = 0;

// Sum up the values
for(i = 0; i < 21; i++) {
vSum += (((arClose[i]-arLow[i])-(arHigh[i]-arClose[i]))/(arHigh[i]-arLow[i]))*arVolume[i];
vSumVolume += arVolume[i];
}


return vSum / vSumVolume;

}

[ACM]

sfwc
That is the same efs I have been using to try and replicate the issue and it appears to be working properly.
As an aside you may want to replace your cmf.efs with the one attached to this message. The script you are currently using does not allow you to change the Length of the Chaikin Money Flow even though that is an available option in Edit Studies.
Alex

[sfwc]

Hi Alexis,

Thank you very much for the new file. Yes, I noticed the length did not change in the Edit Studies with the original efs file.

Unfortunately, the cmf histogram still goes blank or just shows vertical lines within 5 mins of bringing it up even with the new file. The only way I found to get the histogram to display again is to slightly scroll my chart.

Thanks,
sfwc

[eSignal_JasonK]

Hello sfwc,

What symbol and interval are you currently using?

[ACM]

sfwc
It is possible that it is a data related issue as has been suggested. Have you tried restarting eSignal?
Also what version of the software are you running (including build - see in Help->About)?
Alex

[sfwc]

Yes, I restarted eSignal, but after 5 mins the display problem arises. I'm using version 7.6(Build 636A) 3/29/04, symbol ES Z4 with both 200t and 3 min charts.

Thanks,
sfwc

[eSignal_JasonK]

Hello sfwc,

I've discovered a possible divide by zero error in the formula that we weren't checking for. I think that may be what is causing the problem. Update your formula with the one below and test it. Let me know if this didn't fix the problem for you. I'll have our product manager update the newer installers with this corrected version as well.

cmf.efs

[sfwc]

Hi Jason,

Thanks for working on the file. I no longer have the display problems. Just wondering, is there a way to keep the histogram(zero line) centered?

Thanks for your help.

-sfwc

[eSignal_JasonK]

Hello sfwc,

Well, there are two options. For one, we do have the setStudyMax(nNum) and setStudyMin(nNum) functions you could add to preMain(). However, the absolute Max and Min values of the study are variable. If those numbers aren't set far enough away from the data, some of the histogram bars may go beyond the visible window. Another option is to squeeze the y-axis by clicking on the y-axis next to the study pane and drag your mouse down. This will turn off auto-scaling for the study and keep the zero line at a fixed position. However, that position may not be exactly centered in the study pane.

[sfwc]

Hi Jason,

I'm trying out the second option, turning off the auto-scaling.

Thanks so much for all of your help and timely responses. I really appreciate it.

-sfwc

[gwika]

CMF

Is it possible to change the CMF.EFS file to show GREEN bars when it is above the ZERO line and RED when it is below the ZERO line?
Thanks for your time......

[ACM]

gwika
Open the efs with the Editor and in line 42 of the script paste the contents of the box below
Alex

if((vSum/vSumVolume)>=0)
        setBarFgColor(Color.green);
    else
        setBarFgColor(Color.red); 

[gwika]

THX's

Mr. Montenegro:
Thanks for your time.
Works like a charm......
Cheers