Category
Indicator Functions
Description
Connors RSI Indicator
Syntax
CRSI(lenRocRank, lenRsiPrice, lenRsiStreak)
Parameters
lenRocRank - number of bars to use in the PercentRank(ROC(C,1), len) portion of the calculation
lenRsiPrice - length parameter for the price RSI portion of the calculation
lenRsiStreak - length parameter for the "streak" RSI portion of the calculation
Notes
This calculates the equivalent of the following formula:
CRSI was added as a built-in function to improve calculation speed and enable "reverse CRSI" to be calculated by passing it to the TargetPrice function.
|