A CCI Variant Using JMA Smoothing and Floating Levels

Summary

This indicator modifies the Commodity Channel Index by replacing its usual simple moving average with the Jurik Moving Average for smoothing and using exponential moving average deviation in place of the conventional mean deviation. The stated aim is to make the indicator respond quickly while producing a smoother series than standard CCI.

It also replaces fixed thresholds with floating levels that adjust to market volatility. The description says this makes the indicator more responsive, and suggests using changes in its displayed color as signals. It provides no parameter settings, formula details, tested markets, performance evidence, or guidance for entries, exits, and risk control. The claimed responsiveness and smoothness are qualitative descriptions, so users would need to define the implementation and test whether the signals are useful in their own data and trading context.

Key ideas

• The variant uses Jurik Moving Average smoothing instead of a simple moving average.
• It uses EMA deviation in place of the conventional mean deviation.
• Its floating thresholds are designed to adjust with market volatility.
• Color changes are presented as potential signals.
• The description gives no test results or complete rules for trading and risk management.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.