Commodity Channel Index (Rosasurfer Framework)

Category: momentum

An enhanced Commodity Channel Index (CCI) with trend coloring and multi-channel signaling for trend changes at the +/-100 levels.

Formula

CCI = (Price - SMA) / (0.015 * Mean Deviation)

Inputs

• Periods (default: 14)
• AppliedPrice (default: Typical*)
• MaxBarsBack (default: 10000)
• Signal.onTrendChange (default: false)

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