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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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。