This screener allows to search for the stocks with the highest CSI (Commodity Selection Index) values.
I attached the screener for the classical Wilder’s CSI and the modified CSI for stocks.
Blue skies!!
Code for commodities screener
//computation of balanced ATR
Leverage=50
Margin=1000
Commissions=20
fact1=Leverage/(sqrt(Margin))
fact2=1/(150+Commissions)
csi=ADXR[14]*AverageTrueRange[14](close)*fact1*fact2*100
SCREENER [csi] (csi as "CSI")
Code for stock screener
//computation of balanced ATR
a=range/close[1]
b=abs(high-close[1])/close[1]
c=abs(low-close[1])/close[1]
TRbalanced=100*max(a,max(b,c))
ATRbalanced=WilderAverage[14](TRbalanced)
csi=ADXR[14]*ATRbalanced
SCREENER [csi] (csi as "CSI")