Commodity Channel Index · TradersWeek

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Output: Conditional forecast or research filter
Input: Ordered price, volume or breadth observations
Horizon: A defined sampling interval and lookback
Best use: Compare an explicit quantitative baseline with an out-of-sample result.

Input: Ordered price, volume or breadth observations.
Output: forecast.
Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.

The graph3

How the method is built, and where it has been read

Depends on

Often reviewed together

Rule-based entry4 readings

Often reviewed together

Relative Strength Index5 readings

Uses

Moving averageconfidence 0.76

CCI is built as a scaled deviation of typical price from a moving-average centerline; construction and zero-line notes treat the MA as an input smoother, not a peer forecast.

Read in the archive24 of 40 readings

1982Three gates on a 1982 pork-belly shortDecision process 1982Scale-free Commodity Channel Index constructionIndicators and filters 1986Constructing a commodity channel index and a regression price channelTrend and channels 1987Constructing scaled OHLC matrices for study overlaysIndicators and filters 1987Constructing the commodity channel, average directional, and relative strength indexes on a shared cycle scaleIndicators and filters 1992Evaluating breakout and CCI rules as complete mechanical proceduresEntry and exit rules 1992Evaluating Commodity Channel Index breakout versus range rulesEntry and exit rules 1992Eleven-bar commodity channel index from typical price and mean deviationIndicators and filters 1993Constructing stochastic, RSI and CCI inputs for forecastsTime series and forecasting 1993Nested centered channels with a commodity channel index confirmation gateIndicators and filters 1993Listed-option timing as three separable clocksOptions and volatility 1994Confirming Elliott wave turns with channels and the commodity channel indexWaves and ratios 1994Constructing an eleven-period commodity channel indexIndicators and filters 1995Building the commodity channel index from typical priceIndicators and filters 1995Commodity Channel Index band rules lag zero-line timingIndicators and filters 1995Staged reversal rules with commodity channel index and average channelsEntry and exit rules 1995Building momentum-scaled adaptive moving averagesIndicators and filters 1995Commodity channel index construction from typical price to a smoothed zero lineIndicators and filters 2001Reader tests for unfinished lookback oscillatorsIndicators and filters 2002Constructing the commodity channel index from typical priceIndicators and filters 2003Breadth-filtered commodity channel index entry and exit rulesEntry and exit rules 2003A shallow, poorly participated advance is an unconfirmed trendIndicators and filters 2003Constructing the Commodity Channel Index from typical price and scaled deviationIndicators and filters 2003CCI and RSI parameter defaults as scaling conventionsIndicators and filters

This registry entry describes a research method. It is not investment advice and does not make a performance claim.