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Hi bradjeng,
I would be glad to work with you on putting it into AFL; I have the Welles
Wilder's book in which it is introduced.
Here is a summary from message 28424 in the archives:
M=MARGIN REQUIREMENT (IN DOLLARS).
V=CONVERSION FACTOR (VALUE OF 1 CENT MOVE IN DOLLARS)
C=COMMISSION (IN DOLLARS).
CSI=ADXR*ATR14*((V/SQRT(M))*(1/(150+C))).
(Unfortunately, it is not as straight-forward as we might like, taking about
3 pages to show all the calculations. And while it might be applicable to
equities, which is what I trade, I am not sure how to calculate V and M.)
I know it is built in to Metastock, so maybe someone who has Metastock can
check our results.
-john
----- Original Message -----
From: "bradjeng" <bradjeng@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 09, 2004 5:30 PM
Subject: [amibroker] Is there any formula for the CSI -- "COMMODITY
SELECTION INDEX"
> I found this index in
> http://www.marketscreen.com/help/atoz/default.asp?hideHF=&Num=36
> It seems valuable.
>
> But I don't know how to calculate it.
>
> Is there any formula for the CSI -- "COMMODITY SELECTION INDEX"
>
> Thanks in advance !!
>
>
>
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Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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