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.

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Идея простыми словами

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.

Как считается

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)) ÷ 3

Как использовать

Below 10: very oversold for short-term bounce trades; above 90: very overbought.

Выводы

Built for short holding periods (days), mostly on stocks and indices.

Пример

US100 daily: CRSI falls to 6 after four down days in a row in an uptrend; the method looks for a bounce.

Цены в примерах приведены для иллюстрации.

На что обратить внимание

Against a strong trend, oversold can become more oversold.

Немного истории

Developed by Larry Connors and Connors Research (2012).

Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.