Original CCI (Commodity Channel Index) is calculated using what is known as mean absolute deviation. This version is using standard deviation instead. Also, in order to make it less "nervous" (which is probably one of the greatest reasons why CCI is not more popular than it is now), pre-smoothing using double smoothed Wilders EMA added and signals are generated on zero crosses
PS: it is one in the "need-for-speed" series - suitable for usage using custom calls. Setting the ema period to
<=1 will produce something similar to "regular" CCI, but do not confuse it with it : since in this one standard deviation is used, it is not
and will not be the same as the built in CCI
Random number generation using the 32-bit PCG generator.GbpChf
Advisor for trading Gbp/Chf. Algorithm for bar opening prices. Timeframe H1.