CommodityChannelIndex

---

class backtide.indicators.CommodityChannelIndex(period=20)

Commodity Channel Index (CCI).

Measures how far the typical price deviates from its statistical mean, identifying cyclical trends. Values above +100 suggest overbought conditions; below -100, oversold. Useful for identifying cyclical price patterns, spotting divergences, and timing entries in commodities and equities.

Formula:

\[ \begin{aligned} TP_t &= \frac{H_t + L_t + C_t}{3} \\\\ CCI_t &= \frac{TP_t - SMA_n(TP_t)}{0.015 \cdot MD_t} \end{aligned} \]

where \(MD_t\) is the mean absolute deviation of \(TP\) over \(n\) periods. Read more on Wikipedia.

Parameters	period : int, default=20 Look-back window length.
Attributes	acronym : str Short ticker-style acronym. name : str Human-readable indicator name.

See Also

BollingerBands

Bollinger Bands (BB).

RelativeStrengthIndex

Relative Strength Index (RSI).

StochasticOscillator

Stochastic Oscillator (STOCH).

Methods

compute	Compute the indicator on a dataset.
description	Short explanation of what the indicator measures.

method backtide.indicatorscompute(data)

Compute the indicator on a dataset.

Parameters	data : np.ndarray | pd.DataFrame | pl.DataFrame Historical OHLCV data.
Returns	np.ndarray | pd.Series | pl.Series | pd.DataFrame | pl.DataFrame The computed values. For multi-output indicators (e.g., upper and lower bounds), return a 2d structure.

method backtide.indicatorsdescription()

Short explanation of what the indicator measures.

Returns

str The description.