Mean Absolute Deviation (mean deviation): Definition and Formula

Definitions

CCI uses the window typical-price mean as the center and the same window observations for every distance.

The contract freezes center, population, denominator, window, current-value inclusion, missing values, and zero-deviation policy.

It is not median absolute deviation and must not be replaced by standard deviation.

Mean deviation = sum(abs(x_i - mean(x))) / n

LaTeX: MD=\frac{1}{n}\sum_i|x_i-\bar{x}|

Symbol	Meaning	Unit
`x_i`	window observation i	input unit
`mean(x)`	arithmetic mean of the same observations	input unit
`n`	number of observations	observations

Output unit: input unit

A governed lesson calculates or identifies Mean Absolute Deviation only after its inputs, window, state, scale, and edge cases are declared.

It is not median absolute deviation and must not be replaced by standard deviation.

Mean Absolute Deviation NIST · official standard
Supports: preferred label, short definition, technical definition, formula
Limits: CCI specifically uses the mean of absolute deviations of typical prices from their window arithmetic mean; other centers are different measures.
Commodity Channel Index TA-Lib · first party technical publication
Supports: variant distinction
Limits: The common 0.015 constant is a convention, and zero-deviation or mixed-adjustment inputs require explicit handling.