Commodity Channel Index (CCI)

Category: momentum, volatility

Measures the current price level relative to an average price level over a given period of time, normalized by Mean Absolute Deviation.

Formula

CCI = (Typical Price - SMA of Typical Price) / (0.015 * Mean Deviation) \nwhere Typical Price = (High + Low + Close) / 3

Inputs

• InpCCIPeriod (default: 14)

See signal primitives and every published strategy that uses Commodity Channel Index (CCI) on WOBR StrategyVerse.