cci

cci(series, period)

Parameters

• series (series) – Input series

• period (integer) – Input period

Returns

series

Returns the commodity channel index.

\[\mathrm{cci} = \frac{1}{0.015}\frac{\mathrm{series} - \mathrm{sma}(\mathrm{series},\mathrm{period})}{\mathrm{mad}(\mathrm{series},\mathrm{period})}\]