|
PureBytes Links
Trading Reference Links
|
Hi Mr. Valley,
I sent my response before seeing this post. Some
questions:
a) Was this derived from
Wilder's book?
b) <FONT face=Arial
size=2>Have you succesfully used this on equities?
c) Do you have any other
documentation on it?
thanks
-john
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Mr Valley
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, January 09, 2004 5:52
PM
Subject: RE: [AmiBroker] Is there any
formula for CSI - "COMMODITY SELECTION INDEX"
<FONT face=Arial color=#0000ff
size=2>Brad,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Watch the word wrap....
<FONT face=Arial color=#0000ff
size=2>
/* Commodity Selection Index */
ECO = (EMA<FONT
size=1>(EMA<FONT
size=1>(C-O,5<FONT
size=1>),26<FONT
size=1>)/EMA<FONT
size=1>(EMA<FONT
size=1>(H-L,5<FONT
size=1>),26<FONT
size=1>))*100<FONT
size=1>;
Plot(ECO,<FONT color=#ff00ff
size=1>"ECO"<FONT
size=1>,colorBrightGreen,styleLine);
value1 =100 *
DEMA<FONT
size=1>(Close-Open,<FONT color=#ff00ff
size=1>26);
value2=DEMA<FONT
size=1>(High-Low,<FONT color=#ff00ff
size=1>26);
ErgCSI = IIf( value2
!= 0,
value1/value2,0);
TSFErgCSI = TEMA<FONT
size=1>(TSF(ErgCSI,
7),<FONT
color=#ff00ff size=1>7);
sigLine = EMA<FONT
size=1>(ErgCSI,5<FONT
size=1>);
Plot(ErgCSI,<FONT color=#ff00ff
size=1>"ErgCSI"<FONT
size=1>,colorBlue,styleLine);<FONT color=#0000ff
size=1>
Plot(sigLine,<FONT color=#ff00ff
size=1>"sig"<FONT
size=1>,colorRed,styleLine);<FONT color=#0000ff
size=1>
Plot(0<FONT
size=1>,""<FONT
size=1>,colorYellow,styleDots);<FONT color=#0000ff
size=1>
Plot(14<FONT
size=1>,"",<FONT
color=#ff00ff size=1>10,styleLine);<FONT
color=#008000 size=1>
//Plot(34,"",10,styleLine);
Plot(-14<FONT
size=1>,"",<FONT
color=#ff00ff size=1>10,styleLine);<FONT
color=#008000 size=1>
//Plot(35,"",10,styleLine);
//Plot(-35,"",10,styleLine);
Plot(TSFErgCSI ,<FONT color=#ff00ff
size=1>"TSFErgCSI "<FONT
size=1>,colorWhite,styleLine);
GraphXSpace = 3<FONT
size=1>;
/*Buy = Cross(ErgCSI, sigLine);
Sell = Cross(sigLine, ErgCSI);
Buynow = ErgCSI > sigLine;
SellNow = ErgCSI < sigLine;*/
Buy = Cross<FONT
size=1>(ErgCSI, 0<FONT
size=1>);
Sell = Cross<FONT
size=1>(0, ErgCSI);
Buynow = ErgCSI > 0<FONT
size=1>;
SellNow = ErgCSI < 0<FONT
size=1>;
Equity(1<FONT
size=1>);
Plot(15<FONT
size=1>, /* defines the height of the ribbon
in percent of pane width */"ERG
Test",IIf<FONT
size=1>( BuyNow, colorGreen, <FONT color=#0000ff
size=1>IIf( SellNow, colorRed, <FONT
color=#ff00ff size=1>7 )), <FONT color=#008000
size=1>/* choose color*/<FONT
size=1>styleOwnScale|styleArea|styleNoLabel, -<FONT
color=#ff00ff size=1>0.5, <FONT color=#ff00ff
size=1>100);
<FONT face=Arial color=#0000ff
size=2>Mr Valley
<FONT face=Tahoma
size=2>-----Original Message-----From: bradjeng
[mailto:bradjeng@xxxxxxxxxxxx]Sent: Friday, January 09, 2004 6:40
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Is
there any formula for CSI - "COMMODITY SELECTION
INDEX"I found this index in <A
href="">http://www.marketscreen.com/help/atoz/default.asp?hideHF=&Num=36It
seems interesting.But I don't know how to calculate it, is there any
formula in amibroker for CSI - "COMMODITY SELECTION INDEX"Thanks
in advanceSend BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|