TradingView
taylor_o
2023年4月18日早上12點20分

comm_idx 

S&P-GSCI Commodity Index FuturesCME GLOBEX

描述

This script displays information about the components of the Goldman Sachs Commodity Index. The index is based on futures contracts in the categories of agricultural products, softs commodities, livestock, energies, industrial metals, and precious metals. The statistics displayed in the table are:

change: 1-day % change
from ma: the % change from a moving average
corr idx: correlation of the contract to the GSCI

The lengths for the moving average and correlation statistic can be set using the inputs.

See the script source for the symbols used for each commodity. Although most of the symbols correspond to the actual futures contract used to compute the index, LME contracts are not available on tradingview. Hence, corresponding HKEX contracts are used for the industrial metals.

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cosmetic fix

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accidentally missed rbob gasoline -- added
評論
NEKSUS_
Thank you! Could you add an RVOL column?
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