Commodity Channel Index Indicator

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Commodity Channel Index Indicator

Post by zcsoka » Fri Jan 03, 2020 4:41 pm

I have added to my package the Commodity Channel Index indicator. The calculation formula is based on Sierra. The underlying Moving Average is simple and calculated on the last traded price at the end of the period. 

CCI.png (818.44 KiB) Viewed 6040 times

In the settings the 
CCI Period Length refers to the number of periods the CCI is calculated on. (Please hit Enter on changing the value)
CCI Bar Interval defines the traditional "Bar" period.
CCI Multiplier lets you fine tune the extremes, by default it is set to the Lambert constant. (Please hit Enter on changing the value)

CCI_Settings.png (211.25 KiB) Viewed 6040 times

Feel free to download it from this post:
(35.03 KiB) Downloaded 303 times