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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/oscillators/crsi/Crsi.md
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| **PineScript** | [crsi.pine](crsi.pine) |
- Connors RSI is a composite momentum oscillator that combines three independent measurements of price behavior into a single bounded (0-100) output:...
- Parameterized by `rsiperiod` (default 3), `streakperiod` (default 2), `rankperiod` (default 100).
- Output range: Varies (see docs).
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [RSI](../../momentum/rsi/Rsi.md), [StochRSI](../stochrsi/Stochrsi.md) | **Complementary:** Volume | **Trading note:** Connors RSI; combines RSI, streak RSI, and percentile rank. Short-term mean-reversion signal.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Connors RSI is a composite momentum oscillator that combines three independent measurements of price behavior into a single bounded (0-100) output: a short-term RSI of price, an RSI of the consecutive up/down streak length, and a percentile rank of the current rate of change within its recent history. The equal-weighted average of these three components produces a mean-reverting oscillator where extreme readings (above 90 or below 10) identify statistically overbought or oversold conditions with higher reliability than single-component RSI alone.
@@ -114,4 +112,4 @@ PercentRank scan is the only sub-step with meaningful SIMD acceleration potentia
- Connors, L. & Alvarez, C. (2012). *An Introduction to ConnorsRSI*. TradingMarkets
- Connors, L. (2009). *Short-Term Trading Strategies That Work*. TradingMarkets
- PineScript reference: [`crsi.pine`](crsi.pine)
- PineScript reference: [`crsi.pine`](crsi.pine)