calc_cci

Calculates CCI using closing prices. CCI measures deviation from average price.
Values above 100 indicate overbought, below -100 indicate oversold.

Design, backtest, and analyze portfolio strategies using simple,
English-like function chains. Includes technical indicators, flexible stock
selection, portfolio construction methods (equal weighting, signal weighting,
inverse volatility, hierarchical risk parity), and a compact backtesting
engine for portfolio returns, drawdowns, and summary metrics.

Alberto Pallotta

PortfolioTesteR

Test Investment Strategies with English-Like Code

calc_cci function

<dl><dt>data</dt>
<dd>Data frame with Date column and price columns</dd>
<dt>period</dt>
<dd>CCI period (default: 20)</dd></dl>

Arguments

Calculate Commodity Channel Index (CCI) — calc_cci

<dl>

<dt>data</dt>
<dd>Data frame with Date column and price columns</dd>


<dt>period</dt>
<dd>CCI period (default: 20)</dd>

</dl>

calc_cci: Calculate Commodity Channel Index (CCI)

Description

Usage

Value

Arguments

Examples