Commodity Channel Index (CCI)

Category: momentum

Deviation of typical price from its moving average, normalized by mean deviation.

Formula

CCI = (TP − SMA_N(TP)) / (0.015 · MeanDev), TP = (H+L+C)/3

Inputs

• period (default: 20)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.