"CommoditySelectionIndex" (Financial Indicator)

Commonly abbreviated as CSI.

Is a momentum indicator.

Was developed by Welles Wilder.

Is computed using the high, low, and close prices.

Returns one time series.

FinancialIndicator["CommoditySelectionIndex",n,m,c,v] takes four parameters: n for the period used in the Average Directional Movement Index Rating, m for margin requirement in dollars, c for commissions in dollars, and v for the value of a one-cent move. By default n is 14, m is 1000, c is 25, and v is 1. The time series starts after periods.

Examples

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See Also

"AverageDirectionalMovementIndexRating"  ▪  "AverageTrueRange"  ▪  "CommodityChannelIndex"