Should I buy or sell when CCI crosses +100?

Both are established strategies and they are opposites, which is why the regime matters more than the level. Crossing +100 in a trending market is a momentum entry — the Builder template trades it this way. Returning from beyond +100 in a range is a fade. Pick one and let a filter decide when it applies; running both at once means one of them is always wrong.

Is CCI bounded like RSI?

No. The 0.015 constant in the formula scales typical readings into roughly ±100, but there is no ceiling. Readings past ±300 happen in strong moves. That is the single most important difference between CCI and a genuinely bounded oscillator such as RSI or Stochastic.

Why does CCI use typical price by default?

Because Donald Lambert defined it that way — typical price, (high + low + close) / 3, folds in the whole bar rather than just its settlement. iCCI does take a full ENUM_APPLIED_PRICE argument, so Close and the rest are available; MT5 and the Builder simply default to Typical, unlike most other oscillators.

What period should I use?

MT5 defaults to 14 and Lambert used 20; both are reasonable starting points. Shorter periods make ±100 an everyday event and longer ones make it rare, which changes what the level means far more than the number itself suggests. Re-validate on your own pair and timeframe.

Can I build a CCI EA without coding?

Yes for level and zero-line rules. The CCI Level template wires a CCI node into Compare nodes at +100 and −100, with the period and applied price exposed as EA inputs. Divergence is the exception — it needs multi-bar swing detection the node palette does not cover.

How should I validate settings before going live?

Backtest on quality tick data first, then run the EA on a demo account before risking money. When optimising, hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak — chasing that peak is overfitting the noise. No default or preset here is a performance promise; every value is a starting point to re-validate on your own pair and broker.

Oscillatori MomentumBreakoutMean Reversion Disponibile nel Builder

Commodity Channel Index (CCI)

CCI

CCI measures how far price has strayed from its own statistical average, scaled so that roughly three quarters of readings fall between −100 and +100. It is unbounded, so it reads both exhaustion and breakout strength depending on which side of those levels you trade.

Default period: 14
Common levels: +100 / −100
Centre: Zero line

Crea nel Builder Ricetta di strategia

Illustrativo — dati sintetici, non una quotazione in tempo reale.

What CCI tells you

CCI expresses the distance between the current typical price and its own moving average, divided by how much that distance usually is. A reading of +100 means price is about as far above its average as it normally gets — which reads as exhaustion in a range and as strength in a breakout.

Above +100: price is unusually far above its own average
Below −100: unusually far below
Crossing zero: the current price has passed back through its average

1 Take the typical price of each bar
2 Measure its distance from the moving average
3 Scale by the average of those distances

Mostra la formula e i dettagli del calcolo

CCI compares price to its own average and then scales that distance by how large the distance usually is:

Compute the typical price of each bar: TP = (High + Low + Close) / 3. This is the applied price the indicator uses by default.
Take a simple moving average of typical price over the period.
Compute the mean absolute deviation over the same window — the average distance between typical price and that moving average.
Divide and scale: CCI = (TP − SMA(TP)) / (0.015 × mean deviation).

That division is also what separates CCI from the plainest version of the same idea. The Detrended Price Oscillator stops one step earlier — it subtracts a moving average from price and hands you the difference, with no division by anything. The reading stays in the instrument’s own units, so no fixed level survives a change of symbol, which is exactly the problem the next constant solves here.

The 0.015 constant is the whole reason ±100 means anything. Lambert chose it so that, for a normally-behaved instrument, roughly 70–80% of readings would land inside ±100 — making a reading beyond that level statistically unusual rather than arbitrary. Nothing in the formula caps the output, so “unusual” and “impossible” are not the same thing.

In MQL5 the call is iCCI(symbol, period, ma_period, applied_price) and it returns a handle to a single buffer. applied_price is a full ENUM_APPLIED_PRICE argument; the typical-price configuration described above is the conventional default rather than a fixed property. Donald Lambert introduced CCI in 1980 for commodity cycles, despite the name it works on any instrument.

Segnali

I segnali distinti e testabili che CCI fornisce — e il regime di mercato adatto a ciascuno.

±100 Breakout

Pronto nel Builder

Condizione: CCI pushes through +100 or −100
Regime migliore: Trending markets
Uso tipico: Enter in the direction of a move that has become statistically unusual

±100 Reversion

Pronto nel Builder

Condizione: CCI returns from beyond +100 or −100
Regime migliore: Ranging markets
Uso tipico: Fade an extreme once it starts to unwind

Zero-Line Crossover

Pronto nel Builder

Condizione: CCI crosses zero
Regime migliore: Either regime
Uso tipico: Flip momentum bias, or exit a faded position

Divergence

Logica avanzata

Condizione: Price makes a new extreme, CCI does not
Regime migliore: Trend exhaustion
Uso tipico: Anticipate a stall before price confirms

Implementazione MT5

Ciò che MetaTrader 5 calcola e disegna davvero: il riferimento di ogni regola di questa pagina.

Buffer

Indice	Buffer	Disegnato in MT5 come	Cosa contiene
0	MAIN_LINE	Line	The CCI value. Unbounded in both directions — the ±100 levels are convention, not limits.

Note sulla piattaforma

Funzione MQL5

iCCI

Prezzo applicato

Typical Typical · Close · Open · High · Low · Median · Weighted

Nel Builder

The Builder's CCI node exposes applied price as an EA input (CCI_Price) and defaults it to PRICE_TYPICAL, matching Lambert's original definition rather than the Close default most other oscillators use.

Note di implementazione

iCCI publishes one buffer, so a CCI rule is one node plus a Compare against the level you choose.
The Builder's CCI Level template trades ±100 as a breakout — buy above +100 — which is the opposite direction from fading the same level. Both are valid; the template picks one, and the page describes the one it picks.
Divergence needs swing-high/low detection across several bars, which the node palette does not express; that signal requires custom MQL5.

Funziona meglio / usare con cautela

Nessun indicatore ha un vantaggio universale. Ecco dove CCI aiuta — e dove inganna.

Funziona meglio

Instruments with clear cycles
As a breakout confirmation
With a regime filter
On higher timeframes

Usare con cautela

Trading ±100 both ways at once
Assuming ±100 is a boundary
Short periods on noisy pairs
Optimised levels without validation

Crea una strategia CCI

Collega il segnale alle regole di ingresso e uscita, poi esporta un EA MT5 compilabile — senza codice.

CCI (14, Typical price)
CCI above +100 → Open Buy · SL 40 / TP 80
CCI below −100 → Open Sell

Combina CCI con altri indicatori

Un indicatore raramente funziona da solo. Questi abbinamenti coprono i punti ciechi di CCI.

CCI + ADX

ADX > 25
CCI crosses +100
Buy

Perché: Decide which way to trade ±100 — through it when a trend exists, back from it when one does not
Regime migliore: Either, selected by the filter

No single-flow template pairs CCI with ADX. Start from CCI Level and add an ADX node with a Compare at 25 into an And gate.

Apri il Builder →

CCI + Moving Average

Price > MA
CCI crosses +100
Buy

Perché: Take the breakout reading only in the direction of the underlying trend, so a statistical extreme never becomes a counter-trend entry
Regime migliore: Trend continuation

No single-flow template pairs CCI with a moving average. Add an MA node and a Price node into a Compare, gated with And ahead of the entry.

Apri il Builder →

CCI + Bollinger Bands

Price at lower band
CCI < −100
Buy

Perché: Cross-check one deviation-based extreme against another, since the two measure distance-from-average on different scales
Regime migliore: Range / reversal

No single-flow template pairs CCI with Bollinger Bands. Start from Bollinger Bounce and add a CCI node with a Compare at −100.

Apri il Builder →

Parametri

Valori iniziali da validare sulla tua coppia e timeframe — non sono impostazioni garantite.

Parametro	Predefinito	Intervallo di test suggerito	Cosa fa
Period	14	7–40	Window for both the moving average and the mean deviation. Lambert used 20; MT5 defaults to 14. Longer periods make ±100 a rarer, more meaningful event.
Applied price	Typical	Typical / Close / Open / High / Low / Median / Weighted	Price series the calculation runs on. Typical price — (high + low + close) / 3 — is the original definition and MT5's default here, unlike most oscillators which default to Close.
Levels	+100 / −100	±80 to ±200	Your levels, not indicator inputs — iCCI has no threshold argument. Wider levels make signals rarer; ±200 is common on volatile instruments.
Shift	0	0–3	Which bar back the value is read from. Shift 1 compares against a fully closed bar.

Preset iniziali

Reactive 7 Frequent ±100 events

MT5 default 14 The Builder template's baseline

Lambert's original 20 Fewer, larger excursions

Esempi di mercato

Dove CCI funziona, dove fallisce e come un filtro cambia il risultato.

Funziona

Breakout through +100

A range resolves upward and CCI pushes through +100 as it goes, with the reading staying elevated for the whole leg — the momentum case the template trades.

Fallisce

Fading a trend at +100

CCI crosses +100 and a fade is taken against it. The reading climbs past +250 and stays there for two sessions; ±100 was never a limit.

Filtrato

Regime decides the direction

With a trend filter attached, +100 is traded through in a trending session and faded in a quiet one — the same level, two opposite rules, chosen by regime.

Indicatori correlati

RSI Vedi la guida →

Stochastic Vedi la guida →

Bollinger Bands Vedi la guida →

DPO Vedi la guida →

FAQ

Should I buy or sell when CCI crosses +100?: Both are established strategies and they are opposites, which is why the regime matters more than the level. Crossing +100 in a trending market is a momentum entry — the Builder template trades it this way. Returning from beyond +100 in a range is a fade. Pick one and let a filter decide when it applies; running both at once means one of them is always wrong.
Is CCI bounded like RSI?: No. The 0.015 constant in the formula scales typical readings into roughly ±100, but there is no ceiling. Readings past ±300 happen in strong moves. That is the single most important difference between CCI and a genuinely bounded oscillator such as RSI or Stochastic.
Why does CCI use typical price by default?: Because Donald Lambert defined it that way — typical price, (high + low + close) / 3, folds in the whole bar rather than just its settlement. iCCI does take a full ENUM_APPLIED_PRICE argument, so Close and the rest are available; MT5 and the Builder simply default to Typical, unlike most other oscillators.
What period should I use?: MT5 defaults to 14 and Lambert used 20; both are reasonable starting points. Shorter periods make ±100 an everyday event and longer ones make it rare, which changes what the level means far more than the number itself suggests. Re-validate on your own pair and timeframe.
Can I build a CCI EA without coding?: Yes for level and zero-line rules. The CCI Level template wires a CCI node into Compare nodes at +100 and −100, with the period and applied price exposed as EA inputs. Divergence is the exception — it needs multi-bar swing detection the node palette does not cover.
How should I validate settings before going live?: Backtest on quality tick data first, then run the EA on a demo account before risking money. When optimising, hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak — chasing that peak is overfitting the noise. No default or preset here is a performance promise; every value is a starting point to re-validate on your own pair and broker.

Glossary

Termini chiave

Overfitting Backtest Volatilità