Skip to content

CCI — Commodity Channel Index Trading Series

The CCI trading series represents the Commodity Channel Index (CCI), an oscillator that measures the variation of an asset's price from its statistical mean.

It is built upon the CCI indicator implementation from the indicators module.

Parameters

CCI(
    ticker: str,
    source: SourceType = SourceType.HLC3,
    length: int = 20
)
  • ticker (str): Asset ticker symbol (e.g., "AAPL").
  • source (SourceType): Price source to calculate CCI. Default is SourceType.HLC3. Supported sources are linked here.
  • length (int): Lookback period for CCI calculation. Default is 20.

Description

  • CCI values above +100 may indicate overbought conditions.
  • CCI values below -100 may indicate oversold conditions.
  • CCI can be used to spot trend reversals, overbought/oversold levels, and strength of trends.

Example Usage

CCI(
    ticker="AAPL",
    source=SourceType.CLOSE,
    length=20
)