Smoothed CCI indicator.
It has ten input parameters:
- CCI period – calculation period
- Applied price
- Use pre-smoothing – use preliminary smoothing (smoothing of prices used to calculate the indicator)
- Pre-smoothing period – preliminary smoothing period
- Pre-smoothing method – preliminary smoothing method
- Use post-smoothing – use resulting smoothing (smoothing of the preliminarily calculated indicator)
- Post-smoothing period – resulting smoothing period
- Post-smoothing method – resulting smoothing method
- Overbought – overbought level
- Oversold – oversold level
Smoothed CCI as compared to standard one, default periods and methods values
Fig. 1. Smoothed CCI, Use pre-smoothing = No, Use post-smoothing = No
Fig. 2. Smoothed CCI, Use pre-smoothing = Yes, Use post-smoothing = No
Fig. 3. Smoothed CCI, Use pre-smoothing = No, Use post-smoothing = Yes
Fig. 4. Smoothed CCI, Use pre-smoothing = Yes, Use post-smoothing = Yes