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.

Commodity Channel Index (CCI) for MT5 traders

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

Hiển thị công thức & chi tiết tính toán

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.

Tín hiệu

Các tín hiệu có thể backtest của CCI — và điều kiện thị trường phù hợp với từng tín hiệu.

±100 Breakout

Sẵn sàng trong Builder

Điều kiện: CCI pushes through +100 or −100
Điều kiện tốt nhất: Trending markets
Sử dụng thông thường: Enter in the direction of a move that has become statistically unusual

±100 Reversion

Sẵn sàng trong Builder

Điều kiện: CCI returns from beyond +100 or −100
Điều kiện tốt nhất: Ranging markets
Sử dụng thông thường: Fade an extreme once it starts to unwind

Zero-Line Crossover

Sẵn sàng trong Builder

Điều kiện: CCI crosses zero
Điều kiện tốt nhất: Either regime
Sử dụng thông thường: Flip momentum bias, or exit a faded position

Divergence

Logic nâng cao

Điều kiện: Price makes a new extreme, CCI does not
Điều kiện tốt nhất: Trend exhaustion
Sử dụng thông thường: Anticipate a stall before price confirms

Triển khai trong MT5

Những gì MetaTrader 5 thực sự tính và vẽ — cơ sở tham chiếu cho mọi quy tắc trên trang này.

Bộ đệm

Chỉ số	Bộ đệm	MT5 vẽ dưới dạng	Chứa gì
0	MAIN_LINE	Line	The CCI value. Unbounded in both directions — the ±100 levels are convention, not limits.

Ghi chú nền tảng

Hàm MQL5

iCCI

Giá áp dụng

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

Trong 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.

Ghi chú triển khai

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.

Hoạt động tốt nhất / sử dụng cẩn thận

Không có chỉ báo nào có lợi thế toàn diện. Đây là nơi CCI hỗ trợ — và nơi nó gây hiểu lầm.

Hoạt động tốt nhất

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

Sử dụng cẩn thận

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

Xây dựng chiến lược CCI

Kết nối tín hiệu vào quy tắc vào lệnh và thoát lệnh, sau đó xuất EA MT5 có thể biên dịch — không cần code.

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

Kết hợp CCI với các chỉ báo khác

Một chỉ báo hiếm khi đứng một mình. Các cặp kết hợp này bù đắp điểm mù của CCI.

CCI + ADX

ADX > 25
CCI crosses +100
Buy

Lý do: Decide which way to trade ±100 — through it when a trend exists, back from it when one does not
Điều kiện tốt nhất: 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.

Mở Builder →

CCI + Moving Average

Price > MA
CCI crosses +100
Buy

Lý do: Take the breakout reading only in the direction of the underlying trend, so a statistical extreme never becomes a counter-trend entry
Điều kiện tốt nhất: 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.

Mở Builder →

CCI + Bollinger Bands

Price at lower band
CCI < −100
Buy

Lý do: Cross-check one deviation-based extreme against another, since the two measure distance-from-average on different scales
Điều kiện tốt nhất: 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.

Mở Builder →

Tham số

Giá trị ban đầu để xác nhận trên cặp tiền và khung thời gian của bạn — không phải cài đặt được đảm bảo.

Tham số	Mặc định	Khoảng thử nghiệm đề xuất	Chức năng
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.

Cài đặt sẵn ban đầu

Reactive 7 Frequent ±100 events

MT5 default 14 The Builder template's baseline

Lambert's original 20 Fewer, larger excursions

Ví dụ thị trường

Nơi CCI hoạt động, nơi nó thất bại, và bộ lọc thay đổi kết quả như thế nào.

Thành công

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.

Thất bại

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.

Đã lọc

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.

Các chỉ báo liên quan

RSI Xem hướng dẫn →

Stochastic Xem hướng dẫn →

Bollinger Bands Xem hướng dẫn →

DPO Xem hướng dẫn →

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

Thuật ngữ chính

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