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CCI_SMOOTHENED — Smoothened Commodity Channel Index Trading Series

The CCI_SMOOTHENED trading series represents a smoothed version of the Commodity Channel Index (CCI), offering a less noisy view of price movements.

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

Parameters

CCI_SMOOTHENED(
    ticker: str,
    source: SourceType = SourceType.HLC3,
    length: int = 20,
    smoothing_type: SmoothingType = SmoothingType.RMA,
    smoothing_length: int = 5
)
  • 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 base CCI calculation. Default is 20.
  • smoothing_type (SmoothingType): Type of smoothing applied to the CCI. Default is SmoothingType.RMA. Supported smoothing types are linked here.
  • smoothing_length (int): Period of smoothing. Default is 5.

Description

  • Helps reduce noise compared to regular CCI.
  • Better suited for longer-term strategies and smoother signal generation.

Example Usage

CCI_SMOOTHENED(
    ticker="AAPL",
    source=SourceType.CLOSE,
    length=20,
    smoothing_type=SmoothingType.RMA,
    smoothing_length=5
)