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Configurable CCI with Adaptive Modes, Levels, and Multi-Timeframe Alerts

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Summary

This extended Commodity Channel Index (CCI) indicator offers several ways to alter the calculation. It can use a regular CCI or adapt its behavior with a Vertical Horizontal Filter (VHF). Before calculating CCI, users may apply a simple, exponential, smoothed, or linear weighted moving average to prices, or leave prices unsmoothed.

The indicator also supports floating levels, quantile levels, or no levels. Its color scheme can reflect crossings of outer or middle levels, or the slope of CCI. Multi-timeframe display and alerts synchronized with color changes are included. These options let users explore different CCI presentations and threshold schemes, but the document does not specify formulas, parameter defaults, alert semantics, or a trading strategy. It provides no comparative testing or results, so the added flexibility should not be taken as evidence that any configuration improves signals.

Key ideas

  • The indicator supports regular CCI and an adaptive mode using VHF.
  • Prices can be smoothed with one of four moving-average types or used raw.
  • Levels can be floating, quantile-based, or disabled.
  • Colors may reflect level position or CCI slope, with synchronized alerts and multi-timeframe support.
  • No testing results or recommended parameters are provided.

Tags

Technical indicatorsStatisticsMachine learning

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