TradingView
taylor_o
18 de Abr de 2023 00:20

comm_idx 

S&P-GSCI Commodity Index FuturesCME GLOBEX

Descrição

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.

Notas de Lançamento

cosmetic fix

Notas de Lançamento

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