Smoothed CCI: Price and Indicator Smoothing Options
Summary
This document describes a configurable Commodity Channel Index (CCI) indicator. Its settings cover the CCI calculation period and applied price, optional smoothing of input prices before calculating CCI, optional smoothing of the resulting indicator, and overbought and oversold levels. The two smoothing stages can be enabled independently or together, allowing users to compare the standard calculation with smoothed variants.
The document’s evidence is limited to captions for four comparison figures showing each combination of pre-smoothing and post-smoothing. It does not specify the smoothing algorithms’ behavior in detail, recommend parameter values beyond referencing defaults, or explain how to turn the indicator into entry or exit rules. Smoothing may change the indicator’s responsiveness, but no performance evidence or trading evaluation is provided. Treat it as a description of indicator configuration, not a tested strategy.
Key ideas
- CCI can be configured with a calculation period and an applied price.
- Input prices can optionally be smoothed before the CCI calculation.
- The calculated CCI can also be smoothed as a separate step.
- The document compares four combinations of the two smoothing options but gives no trading results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.