MOMENTUM INDICATOR
Commodity Channel Index
Measures how far typical price sits from its recent statistical average.
Start with the input, not the story.
Normalised deviation of typical price from a moving average.
Plain-language formula
CCI = (typical price - SMA) / (0.015 x mean deviation).
Platform implementations can differ in price input, smoothing, indexing and rounding. Record the exact settings and provider before comparing results.
03 / USEFUL REGIME
Where it may help
Momentum state and mean-deviation research.
04 / WEAK REGIME
Where it struggles
Strategies that assume fixed thresholds behave identically across pairs.
Add a different measurement.
Trend filterATRStructure
A complementary tool should answer a different question, such as volatility, regime or position risk. Test the base rule before testing the combination.
The shortcut to avoid
Using +100 and -100 as universal reversal levels.
A testable next step
Bucket results by pair, timeframe and volatility regime.