振荡指标 MomentumBreakoutMean Reversion 在 Builder 中可用
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
示意性 — 合成数据，非实时报价。
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
显示公式与计算详情
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.
信号
CCI 提供的可回测信号 — 及每个信号适合的市场状态。
±100 Reversion
Builder 可实现Zero-Line Crossover
Builder 可实现Divergence
高级逻辑MT5 实现
MetaTrader 5 实际计算和绘制的内容——本页每条规则的依据。
缓冲区
| 索引 | 缓冲区 | MT5 中的绘制方式 | 存放内容 |
|---|---|---|---|
| 0 | MAIN_LINE | Line | The CCI value. Unbounded in both directions — the ±100 levels are convention, not limits. |
平台说明
最佳适用场景 / 谨慎使用
没有任何指标具有普适优势。以下是 CCI 发挥作用的场景 — 以及可能误导的场景。
最佳适用场景
- Instruments with clear cycles
- As a breakout confirmation
- With a regime filter
- On higher timeframes
谨慎使用
- Trading ±100 both ways at once
- Assuming ±100 is a boundary
- Short periods on noisy pairs
- Optimised levels without validation
构建 CCI 策略
将信号接入进场和出场规则，然后导出可编译的 MT5 EA — 无需编写代码。
- CCI (14, Typical price)
- CCI above +100 → Open Buy · SL 40 / TP 80
- CCI below −100 → Open Sell
将 CCI 与其他指标组合
单一指标很少独立有效。这些组合弥补了 CCI 的盲点。
CCI + ADX
- ADX > 25
- CCI crosses +100
- Buy
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.
打开 Builder →CCI + Moving Average
- Price > MA
- CCI crosses +100
- Buy
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.
打开 Builder →CCI + Bollinger Bands
- Price at lower band
- CCI < −100
- Buy
No single-flow template pairs CCI with Bollinger Bands. Start from Bollinger Bounce and add a CCI node with a Compare at −100.
打开 Builder →参数
在您自己的货币对和时间框架上验证的起始值 — 非保证设置。
| 参数 | 默认值 | 建议测试范围 | 功能说明 |
|---|---|---|---|
| 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. |
初始预设
Reactive 7 Frequent ±100 events
MT5 default 14 The Builder template's baseline
Lambert's original 20 Fewer, larger excursions
市场示例
CCI 有效的场景、失效的场景，以及过滤器如何改变结果。
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.
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.
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.
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.