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] 💬

chart for Commodity Channel Index (CCI)

// C# usage syntax
IEnumerable<CciResult> results =


lookbackPeriods int - Number of periods (N) in the moving average. Must be greater than 0. Default is 20.

Historical quotes requirements

You must have at least N+1 periods of quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.




Date DateTime - Date from evaluated TQuote

Cci double - Commodity Channel Index


See Utilities and helpers for more information.


Results can be further processed on Cci with additional chain-enabled indicators.

// example
var results = quotes

This indicator must be generated from quotes and cannot be generated from results of another chain-enabled indicator or method.