CSI Currency Strength
- インディケータ
-
Santiago Nicola Pla Casuriaga
Global Investing builds professional-grade FX analytics tools for MetaTrader 5, complemented by a self-updating web terminal at globalinvesting.github.io. The web terminal covers live G10 pricing, CFTC COT positioning, carry trade rankings, central bank policy bias and OIS-implied rate expectations - バージョン: 4.0
The Currency Strength Index (CSI) ranks G10 currencies in real time using a multi-lookback momentum model. Unlike single-period approaches that produce a cliff-edge artifact when bars roll off the lookback window, CSI calculates weighted Z-scores across short, medium, and long time horizons and combines them into a single smooth composite score.
How it works
For each currency, price returns are computed against a basket of counterparts across three lookback periods. Each period produces a Z-score that is then combined using configurable weights. The result is a continuous strength reading that responds to recent momentum without being distorted by a single arbitrary lookback length.
Currencies covered
USD, EUR, GBP, JPY, CHF, CAD, AUD, NZD, NOK, SEK
Use cases
Identifying the strongest and weakest currency in a session before selecting a pair to trade. Confirming directional bias when combined with price action. Filtering carry trade candidates by momentum alignment.
Parameters
- Lookback Short / Medium / Long — configurable lookback periods
- Weight Short / Medium / Long — relative contribution of each horizon
- Display mode — bar chart or line
Part of the Global Investing toolkit
globalinvesting.github.io
