Adaptive CCI

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Category: MESA91
 

Input parameters

Name

Setting

Default

Optimization range

Price

Input time series

Close

 

LP (LowestPeriod)

Integer

12

8 - 60

HP (HighestPeriod)

Integer

24

8 - 60

 

Description

The MESA91_Adaptive_CCI is similar to the conventional CCI Indicator except that it is tuned to the full MESA-measured Dominant Cycle period.

You must set the HP parameter higher than the LP parameter, and both may be optimized in NeuroShell Trader.  The objective of the LP (LowestPeriod) and HP (HighestPeriod) parameters is to ideally limit the range between them to an octave, thereby eliminating the possibility of harmonic distortions.  The particular values of LP and HP might change from symbol to symbol. HP must be larger than LP.  They must be integers and be equal to or greater than 8 and equal to or less than 60.

Related Indicators: Adaptive RSI and Adaptive Stochastic

Adaptive Indicators