Commodity Channel Index (CCI)

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Commodity Channel Index (CCI)

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Description

Developed by Donald Lambert, the Commodity Channel Index (CCI) was designed to identify cyclical turns in commodities. The assumption behind the indicator is that commodities (or stocks or bonds) move in cycles, with highs and lows coming at periodic intervals.

 

... Courtesy of StockCharts

 

 

Syntax

CCI(int period)
CCI(ISeries<double> input, int period)

 

Returns default value
CCI(int period)[int barsAgo]
CCI(ISeries<double> input, int period)[int barsAgo]

 

 

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

 

 

Parameters

input

Indicator source data (?)

period

Number of bars used in the calculation

 

 

Examples

ns

// Prints the current value of a 20 period CCI using default price type
double value = CCI(20)[0];
Print("The current CCI value is " + value.ToString());
 
// Prints the current value of a 20 period CCI using high price type
double value = CCI(High, 20)[0];
Print("The current CCI value is " + value.ToString());

 

 

Source Code

You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.