Thread: Trading Systems in 'New Concepts In Technical Trading Systems' by J. Welles Wilder
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Old 04-04-2008, 12:13 AM
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Bocajunior Bocajunior is offline
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Join Date: Aug 2007
Location: Kuala Lumpur, Malaysia
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Default Calculating the CSI?
Good day all,

Ok, I'm currently trying to figure out how to calculate the CSI for various currency pairs and Gold and Silver and I just want to run it by you that I am doing this correctly.

I know you guys have been talking about Pip factors for ATR and how it could effect the calculation.

So in this example for a mini lot of USD/CHF I have the following:-

ADXR = 43.9
ATR (14) = 0.0134 (134 pips)
Margin = 200 $
C = 2.95 $
V = 0.98 $

So when I run it through his equation I get a rating of 266 for this pair. Does this sound right? Without worrying about the specifics of ADXR or ATR, I just want to check that I am understanding the equation correctly.

Thanks all
Last edited by Bocajunior; 04-04-2008 at 12:16 AM.
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