Commodity Channel Index (CCI)

Category: momentum

Measures the current price level relative to an average price level over a given period of time, normalized by mean deviation.

Formula

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

Inputs

• InpCCIPeriod (default: 14)

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