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- 2011.07.12 14:07
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- 2016.11.22 07:32
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Author: Andrey N. Bolkonsky
Candlestick Index (CSI, based on Candlestick Momentum Indicator) is described by William Blau in the book "Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis".
The values of Candlestick Index are normalized (price range) and mapped into the [–100,+100] interval. The positive values of CSI correspond to overbought states of the market, the negative values correspond to the oversold states of the market.
- WilliamBlau.mqh must be placed in terminal_data_folder\MQL5\Include\
- Blau_CSI.mq5 must be placed in terminal_data_folder\MQL5\Indicators\
Candlestick Index by Wiliam Blau
Calculation:
Candlestick Index is calculated by formula:
100 * EMA(EMA(EMA( cmtm(price1,pric2,q) ,r),s),u) 100 * CMtm(price1,pric2,q,r,s,u)
CSI(price1,price2,q,r,s,u) = –––––––––––––––––––––––––––––––––––––––––––– = ––––––––––––––––––––––––––––––––––
EMA(EMA(EMA( HH(q)-LL(q) ,r),s),u) EMA(EMA(EMA( HH(q)-LL(q) ,r),s),u)
if EMA(EMA(EMA(HH(q)-LL(q),r),s),u)=0, then CSI(price1,price2,q,r,s,u)=0
when:
- q - number of bars, used in calculation of q-period Candlestick Momentum;
- price1 - close price;
- price2 - open price q bars ago;
- cmtm(price1,pric2,q)=price1-price2[q-1] - q-period Candlestick Momentum;
- LL(q) - lowest price (q bars);
- HH(q) - highest price (q bars);
- HH(q) - LL(q) - Price Range (q-bars);
- CMtm(price1,pric2,q,r,s,u) - triple smoothed Candlestick Momentum;
- EMA(...,r) - 1st smoothing - EMA(r), applied to:
- Candlestick Momentum (q bars);
- Price Range (q bars);
- EMA(EMA(...,r),s) - 2nd smoothing - EMA(s), applied to result of the 1st smoothing;
- EMA(EMA(EMA(...,r),s),u) - 3rd smoothing - EMA(u), applied to result of the 2nd smoothing.
- q - number of bars, used in calculation of Candlestick Momentum (by default q=1);
- r - period of the 1st EMA(r), applied to Candlestick Momentum(by default r=20);
- s - period of the 2nd EMA(s), applied to result of the 1st smoothing (by default s=5);
- u - period of the 3rd EMA(u), applied to result of the 2nd smoothing (by default u=3);
- AppliedPrice1 - price type (by default AppliedPrice1=PRICE_CLOSE);
- AppliedPrice2 - price type (by default AppliedPrice2=PRICE_OPEN).
- q>0;
- r>0, s>0, u>0. If r, s or u are equal to 1, smoothing is not used;
- Min. rates = (q-1+r+s+u-3+1).
Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/379
![Candlestick Momentum Index Blau_CMI](https://c.mql5.com/i/code/indicator.png)
Candle Momentum Index (CMI) Indicator by William Blau.
![Candlestick Momentum Blau_CMtm](https://c.mql5.com/i/code/indicator.png)
Candlestick Momentum Indicator by William Blau.
![Ergodic CMI-Oscillator Blau_Ergodic_CMI](https://c.mql5.com/i/code/indicator.png)
Ergodic CMI-Oscillator by Willam Blau.
![Ergodic CSI-Oscillator Blau_Ergodic_CSI](https://c.mql5.com/i/code/indicator.png)
Ergodic CSI-Oscillator by William Blau.