CSS - how is it calculated?

[ManDrone]

Hello-
I have been poking around the forums for a while and see lots of discussion on the Currency Slope Strength indicator that Baluda created (I personally have played with v1.0.8). I understand how to read the values. I understand that it is comparing the currencies to each other in an "indexing" manner such that the sum of all "strengths" = 0. My question is simply - what is the formula used to derive these values? I'm curious to see how the scores are created. I tried looking on this website and elsewhere, but have not yet found a post discussing the technicalities.

Thanks for the help.

[phil_trade]

Hello-
I have been poking around the forums for a while and see lots of discussion on the Currency Slope Strength indicator that Baluda created (I personally have played with v1.0.8). I understand how to read the values. I understand that it is comparing the currencies to each other in an "indexing" manner such that the sum of all "strengths" = 0. My question is simply - what is the formula used to derive these values? I'm curious to see how the scores are created. I tried looking on this website and elsewhere, but have not yet found a post discussing the technicalities.

Thanks for the help.

Hi Mandrone

CSS is derived from Slope calculation. Example below in Delphi :

Code: Select all

function calcTmaTrue(symbol : string ; tf : integer; shift : integer):double;
var
res, weight, Mysum:double;
i,knx :integer;
begin
Mysum := 0;
weight := 0;
knx := 20;
for i:=0 to knx do
  begin
   Mysum := Mysum + iClose(symbol, tf, shift  + i)*(knx+1 - i);
   weight := weight + (knx+1 - i);
  end;
res := Mysum/weight;

result:=res;
end;  //function calcTmaTrue(symbol : string ; tf : integer; shift : integer):double;

//+------------------------------------------------------------------+

function calcPrevTrue(symbol : string ; tf : integer; shift : integer):double;
var
 dblSum, dblSumw:double;
 jnx, knx:integer;
  begin
   dblSum  := iClose( symbol, tf ,shift + 1) * 21;
   dblSumw := 21;

   dblSum  := dblSum  +iClose( symbol, tf, shift) * 20;
   dblSumw := dblSumw +20;

   knx := 20;
   for jnx := 1 to 20 do
   begin
      dblSum  := dblSum  +iClose( symbol, tf, shift + 1 + jnx) * knx;
      dblSumw := dblSumw +knx;
      dec(knx);
   end;

   result:=dblSum / dblSumw;
end;  //function calcPrevTrue(symbol : string ; tf : integer; shift : integer):double;

//+------------------------------------------------------------------+

Function GetSlope(symbol : string ; tf : integer ; shift : integer ; i : integer ) :double ;
var
   atr , gadblSlope, dblTma, dblPrev : double;

begin
    atr :=0;
   //atr := iATR(symbol, tf, 100, shift + 10) / 10;
   if (tf = 10080) then atr := GetIndicatorValue(ATR_W1[i], shift + 10 , 0) / 10;
   if (tf = 1440) then atr := GetIndicatorValue(ATR_D1[i], shift + 10 , 0) / 10;
   if (tf = 240) then atr := GetIndicatorValue(ATR_H4[i], shift + 10 , 0) / 10;
   if (tf = 60) then atr := GetIndicatorValue(ATR_H1[i], shift + 10 , 0) / 10;

   gadblSlope := 0.0;

   if not( atr = 0 ) then
   begin

    if CalculSlopeTrueTMA=1 then
    begin
      dblTma := calcTma(symbol, tf, shift );
      dblPrev := calcTma(symbol, tf, shift + 1 );
    end
    else
    begin
    dblTma := calcTmaTrue(symbol, tf, shift);
    dblPrev := calcPrevTrue(symbol, tf, shift);
    end;

    gadblSlope := ( dblTma - dblPrev ) / atr;

   end;
   // arrondi à la 3ème décimale
   result := RoundTo(gadblSlope,-3) ;

end;//Function GetSlope(symbol : string , tf : integer, shift : integer ) :double ;

Code is also embedded in most Steve EA. You should find it.

cheers

philippe

[nanningbob]

The CSS originally was calculated from the tma indicator. Triangular moving average, which makes a very smooth high.low.middle lines on a chart. The slope angle from each currency like aud/USD' aud/cad aud/chf etc was then averaged and made into a single line representing the entire strength or weakness of a currency. The theory behind it is you trade strength against weakness to catch the biggest moves. The numbers are changed in the different editions to maximize the movement of the currencies.