Jeff,
Amazon wants $99 in paperback--ouch! But note that they list a new 'trading systems and methods' as due on 2/1/98 at $49, and 'smarter trading' for $21.
Re CSI, Kaufman says it's "for determining which products are most likely to make the greatest move per $. In this case the movement measured is directional and therefore may apply more to trending models".
<<What the heck do I do with the V & M?
- are these only valid if considering exitis a long position?
- if so - I understand V, and assume M is amount margined?
- if not - do I plug in my desired purchase size?>>
I'm not sure :-) Any comodity traders out there?
MSWIN calls it as csi(PERIODS,VALUE,MARGIN,COMMISSION ),
giving csi(14, 25, 50, 2500) as the example, but they could be talking different units.
V/M has to be [and is] dimensionless.
Right, should have been CSI = 100*ADXR*ATR14*V/M/(150+C) and ATR => Average True Range.
VIDYA gave 651 hits on my common list--looks interesting.
Bob |
