Commodity Channel Index (CCI)
||Iterable[Quote]||Iterable(such as list or an object having
• Need help with pandas.DataFrame?
||int, default 20||Number of periods (
Historical quotes requirements
You must have at least
N+1 periods of
quotes to cover the warmup periods.
quotes is an
Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
CCIResultsis just a list of
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will have
Nonevalues since there’s not enough data to calculate.
||float, Optional||Commodity Channel Index|
See Utilities and Helpers for more information.
from stock_indicators import indicators # This method is NOT a part of the library. quotes = get_history_from_feed("SPY") # Calculate 20-period CCI results = indicators.get_cci(quotes, 20)
About Commodity Channel Index (CCI)
Created by Donald Lambert, the Commodity Channel Index is an oscillator depicting deviation from typical price range, often used to identify cyclical trends. [Discuss]