The Commodity Channel Index (CCI) attempts to identify starting and ending trends.
Object that is coercible to xts or matrix and contains High-Low-Close prices. If only a univariate series is given, it will be used. See details.
Number of periods for moving average.
A function or a string naming the function to be called.
Constant to apply to the mean deviation.
Other arguments to be passed to the
CCI relates the current price and the average of price
n periods. The CCI usually falls in a channel
of -100 to 100. A basic CCI trading system is: Buy (sell)
if CCI rises above 100 (falls below -100) and sell (buy)
when it falls below 100 (rises above -100).
CCI is usually calculated using the typical price, but if a univariate series (e.g. Close, Weighted Close, Median Price, etc.) is provided, it will be used instead.
A object of the same class as
HLC or a vector (if
try.xts fails) containing the CCI values.
HLC is a High-Low-Close matrix, then typical
price will be calculated. If
HLC is a vector,
then those values will be used instead of the typical
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