CCI

Summary

Commodity Channel Index: measures the current typical price relative to its simple moving average, scaled by mean absolute deviation. Momentum oscillator flagging overbought/oversold extremes. CCI > +100 overbought; CCI < -100 oversold.

Formula

TP_i = (High_i + Low_i + Close_i)/3
SMA = (1/N) * sum(TP over N bars)
meanDev = (1/N) * sum(|TP - SMA| over N bars)
CCI = (TP_last - SMA) / (0.015 * meanDev)

Inputs

• inHigh — High price of each bar
• inLow — Low price of each bar
• inClose — Close price of each bar

Outputs

• outReal — CCI value per bar

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	14	2–100000	Number of bars in the averaging/deviation window

Properties

Numerical Stability: Start-Independent

Display Flags
☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick

Implementation

TA-Lib Definition: cci.c · cci.yaml

Native	File
C	ta_CCI.c
Rust	cci.rs
Java	Core_CCI.java

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Commodity Channel Index

See Also

TYPPRICE · SMA

References

• Donald Lambert