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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
46 lines
1.4 KiB
Plaintext
46 lines
1.4 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Commodity Channel Index (CCI)", "CCI", overlay=false)
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//@function Calculates Commodity Channel Index using circular buffer for efficiency
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//@param length Lookback period for calculations
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//@returns CCI value measuring price deviation from its moving average
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cci(simple int length) =>
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if length <= 0
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runtime.error("Length must be greater than 0")
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float tp = (high + low + close) / 3.0
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var int p = math.max(1, length)
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var array<float> buffer = array.new_float(p, na)
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var int head = 0, var float sum = 0.0, var int count = 0
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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count -= 1
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if not na(tp)
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sum += tp
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count += 1
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array.set(buffer, head, tp)
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head := (head + 1) % p
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float sma = count > 0 ? sum / count : tp
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float dev_sum = 0.0
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int dev_count = 0
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for i = 0 to p - 1
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float val = array.get(buffer, i)
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if not na(val)
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dev_sum += math.abs(val - sma)
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dev_count += 1
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float mean_dev = dev_count > 0 ? dev_sum / dev_count : 0.0
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mean_dev > 0.0 ? (tp - sma) / (0.015 * mean_dev) : 0.0
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(20, "Length", minval=1)
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// Calculation
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cci_value = cci(i_length)
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// Plot
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plot(cci_value, "CCI", color=color.yellow, linewidth=2)
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