"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.