CSI screener (Commodity Selection Index)
October 16, 2017, 9:27 AM
Screeners
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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")
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Filename:
PRT-CSI-for-stocks.itf
Downloads:
67
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Filename:
PRT-CSI-for-commodities.itf
Downloads:
41
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Filename:
csi-screener-1508079051lc8p4.png
Downloads:
29
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