Request for CCI example, Universe example and algorithm trading example

Can anyone post any CCI example?

I have found CCI is different from other indicators.

For example I have got this error:

Runtime Error: CommodityChannelIndex does not support Update(DateTime, decimal) method overload. Use Update(IBaseDataBar) instead. (Open Stacktrace)

It will be nice to have an example, it is very difficult to find bit and piece information. 

Update Backtest

It seems that the error has come because CCI was not updated with an IBaseDataBar. The CommodityChannelIndex is calculated via:

CCI = (Typical Price - 20-period SMA of TP) / (.015 * Mean Deviation)
Typical Price (TP) = (High + Low + Close)/3

and the error above suggests that a decimal value was passed into the Update() method, not a TradeBar. 



Hi Gurumeher, Thank you for your reply.

But how does CCI work with universe 

As far as I know, coarse does not have a property as TradeBar

Would you please give an CCI example on unverse ??



Update Backtest


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