calc_cci: Calculate Commodity Channel Index (CCI)

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Calculate Commodity Channel Index (CCI)

Description

Calculates CCI using closing prices. CCI measures deviation from average price. Values above 100 indicate overbought, below -100 indicate oversold.

Usage

calc_cci(data, period = 20)

Arguments

data	Data frame with Date column and price columns
period	CCI period (default: 20)

Value

Data.table with CCI values

Examples

data("sample_prices_weekly")
cci <- calc_cci(sample_prices_weekly, period = 20)

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.