Why a Custom CCI-120 Calculation May Differ from the Platform Indicator

Summary

The post compares a hand-built 120-period Commodity Channel Index calculation with the platform’s built-in CCI function and asks why their results differ. It identifies the typical price as the average of the high, low, and close, then describes a formula using a 120-period simple moving average and the mean absolute deviation of typical price from that average. The comparison is intended to isolate differences between the manually assembled expression and the platform indicator.

The document provides no answer, numerical comparison, or worked example, so it does not establish which implementation is correct. It also does not specify the platform function’s conventions, such as how it calculates deviation or handles the initial observations. Those details would need to be checked before attributing any discrepancy to a formula or data issue.

Key ideas

• The post compares a manually constructed CCI-120 with a built-in platform indicator.
• The manual expression uses typical price derived from high, low, and close.
• It applies a 120-period moving average and a mean absolute deviation term.
• The post asks about a discrepancy but does not give a diagnosis or numerical evidence.

Tags

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