Extra indicators
Connors RSI
A short-term oscillator that averages three things: a 3-period RSI, the RSI of the up/down streak and the rank of today's change.
ایده به زبان ساده
For short-term swings, three questions matter: is momentum stretched, how long has the run lasted and how unusual is today's move. Connors RSI averages the three answers on one 0–100 scale.
روش محاسبه
RSI(3) of closes; RSI(2) of the streak (consecutive up or down candles); percent rank of today's return among the last 100. Connors RSI is the average of the three.
CRSI = (RSI(close, 3) + RSI(streak, 2) + PercentRank(return, 100)) ÷ 3نحوه استفاده
- Below 10: very oversold for short-term bounce trades; above 90: very overbought.
نتیجهگیری
- Built for short holding periods (days), mostly on stocks and indices.
مثال
US100 daily: CRSI falls to 6 after four down days in a row in an uptrend; the method looks for a bounce.
قیمتها در مثالها نمایشیاند.
مراقب اینها باشید
- Against a strong trend, oversold can become more oversold.
کمی تاریخچه
Developed by Larry Connors and Connors Research (2012).
فقط محتوای آموزشی. هیچ اندیکاتور یا الگویی آینده را پیشبینی نمیکند و هیچچیز اینجا توصیه سرمایهگذاری نیست.