Supported Indicators

Commodity Channel Index


This indicator represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * Mean Deviation) Typical Price (TP) = (High + Low + Close)/3 Constant = 0.015 There are four steps to calculating the Mean Deviation, first, subtract the most recent 20-period average of the typical price from each period's typical price. Second, take the absolute values of these numbers. Third, sum the absolute values. Fourth, divide by the total number of periods (20).

To view the implementation of this indicator, see the LEAN GitHub repository.

Using CCI Indicator

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The following image shows plot values of selected properties of CommodityChannelIndex using the plotly library.

CommodityChannelIndex line plot.

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