CCI | Bots And Strategy | Help Center

CCI

What SteadyEdge calculates

This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.

- Registry filter IDs: cci

Exact formula

TP_t = (H_t + L_t + C_t) / 3

SMA_TP = SMA(TP, p)

MD = mean(abs(TP - SMA_TP), p)

CCI = (TP_t - SMA_TP) / (0.015 * MD)

Parameters, defaults, and bounds

- period : default 20 ; 2–100

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

Data, timing, and warm-up

Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.

Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.

- Filters Reference

- How Entry Filters Work

- Timeframe, Operator, Value, And Params