"during" is used for the signals when you want an event to have occurred in last few days. For example suppose you want to create a system where buy signal will be generated if MACD gives buy signal but only when RSI too has given buy signal sometime in past 5 days. In that case you will add a condition for RSI to cross-over 30 during M=0 and N=5 days.
QuoteIt's saying CCI(10) of yesterday is less than 100 of today.Yes, "of today" is not needed in this case. But machine generated sentences are sometimes weird. :)
The "of today" is not necessary in this example.