Model ChaikinMoneyFlowDemo

ChaikinMoneyFlowDemo — AlgoQuant usage tutorial

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These examples are tutorials that teach how to use AlgoQuant. Their numerical results are incidental and irrelevant to their teaching purpose. Use them to learn API calls, simulation setup, data flow and reporting. The technical examples use synthetic quick-mode data. Read a result here as an illustration of a library call, not as investment evidence.

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Strategy introduction

This is a technical-indicator tutorial. No single original research paper has been established as the source of this exact demo policy, so the introduction explains its mechanics rather than attributing it to an unverified publication.

An indicator transforms observed price or volume history into a statistic. A strategy adds decisions about when the statistic is available, what constitutes an entry or exit, how large a position to hold and how orders are executed. Those extra choices determine account performance; an indicator series alone is not a backtest.

The recorded run uses the documented synthetic quick-mode inputs, so it teaches the AlgoQuant API rather than measuring a historical market opportunity. Read the specific mechanism below together with the signal, order, simulation and report code. Distinguish periods measured in observations from calendar time and avoid treating parameter tuning on one sample as independent validation.

How this demo connects to the idea

Chaikin money flow compares accumulated money-flow volume with total volume over a rolling window. The demo combines indicator and price-change signs to choose unit targets. See the implemented rule above rather than assuming a textbook divergence interpretation.

Chaikin money flow aggregates close-location-weighted volume over a lookback window and scales it by total volume. Its rolling, normalized flow statistic differs from the cumulative accumulation/distribution line.

What this example teaches

A simple strategy based on the Chaikin Money Flow. Using moving averages on price changes and the CMF, the implemented rule targets +1 unit when price changes are positive and CMF is negative, and -1 unit for the reverse signs. It targets zero otherwise.

Prices are synthetic by default; use --live for Yahoo history and --charts for a desktop indicator chart. The report goes to the console.

Using this example. Uses an OHLCV indicator to choose a target position and submits the difference from the filled position. Quantity is in signed product units, not dollars. DemoSupport controls the default synthetic inputs and optional live data and charts.

Model and publication. No single original research publication is claimed for this library/example policy.

Implementation in this tutorial. Chaikin money flow compares accumulated money-flow volume with total volume over a rolling window. The demo combines indicator and price-change signs to choose unit targets. See the implemented rule above rather than assuming a textbook divergence interpretation.

Verified execution record

Item	Value
Status	completed
Run	39114360151
UTC publication	2026-10-18 11:43 UTC
Source commit	355aa9242fc2a247b256aecc8406cbb409aa5ff3
Data mode	synthetic --quick
Exit code	0
Elapsed seconds	1.7
Time limit seconds	180
Maximum Java heap	1200m

The original main returned successfully. Read the output and model assumptions before interpreting it.

Reproduce the calculation

Follow the repository setup for JDK 8, Maven credentials and an external NM license. From the repository root:

mvn -U -Dmaven.test.skip=true clean package
mvn exec:java -Dexec.mainClass=tech.nmfin.algoquant.demo.model.technical.ChaikinMoneyFlowDemo -Dexec.args="--quick"

The automated run uses scripts/ModelDemoRunner.java to initialize the external license before the unchanged main, save JFreeChart windows as PNGs, and exit after main returns. It uses an isolated working directory with the repository datasets/configuration linked in. Running directly may leave desktop windows open.

Observed output

Data: deterministic SYNTHETIC prices; charts: false; quick: true
Simulation checked: 232 NAV observations; 16 executions.
09:12:52.139 [main] INFO  t.n.a.d.m.t.ChaikinMoneyFlowDemo,139 - Performance Report:
Product	Profit Loss	Information Ratio For Trades	Omega For Trades
FCX	-12.4798653597245	-0.3284903246570363	-0.5624502520244204
Total	-12.4798653597245	-0.3284903246570363	-0.5624502520244204

Charts from this run

Reported performance statistics

Products and aggregate shown exactly as reported; P/L is monetary, not percent. Currency conventions belong to the demo.

Derived from stdout.log using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.

Downloadable evidence

Download ChaikinMoneyFlowDemo.zip contains stdout, stderr, the execution record, checksums and any exported CSV/chart files.

Export	Bytes
files/derived-charts/charts.json	521
files/derived-charts/derived-01.csv	294
files/derived-charts/derived-01.png	81883

Interpreting the result

Read the reported units: optimizer weights, model-fit coefficients, forecast correlations and simulated P/L are different outputs. Synthetic runs demonstrate the API rather than historical market returns. Inspect undefined values and open positions instead of replacing them with zero. Chart exports visualize exactly this run.

For model assumptions, original publications and adaptation limits, use the literature guide.