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.
用通俗的话解释
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.
计算方法
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如何使用
- Below 10: very oversold for short-term bounce trades; above 90: very overbought.
得出结论
- Built for short holding periods (days), mostly on stocks and indices.
示例
US100 daily: CRSI falls to 6 after four down days in a row in an uptrend; the method looks for a bounce.
示例中的价格仅作说明。
注意事项
- Against a strong trend, oversold can become more oversold.
一点历史
Developed by Larry Connors and Connors Research (2012).
仅供学习参考。 没有任何指标或形态能预测未来,本页内容均不构成投资建议。