FTB-C000452 / Formula component

Connors Price RSI Component

Connors Price RSI Component is the short-period Wilder RSI calculated directly from the close series for Connors RSI.

Also known asCRSI price RSI

Intermediate 1 linked topicPublished

Definitions

In plain terms

A common canonical period is three, making it more responsive than a standard 14-period example.

Technical

The component freezes RSI method, price period, flat state, seed, missing bars, adjustment basis, and readiness.

Scope

It is one-third of the canonical composite, not Connors RSI by itself.

Examples

  • A governed lesson calculates or identifies Connors Price RSI Component only after its inputs, window, state, scale, and edge cases are declared.

Common misconceptions

  • It is one-third of the canonical composite, not Connors RSI by itself.

Concept relationships

Prerequisites

Related

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D07-F03-A08 Important

Evidence and governance

  1. Connors Relative Strength Index Implementation QuantConnect Lean · first party technical publication

    Supports: preferred label, short definition, technical definition

    Limits: The moving branch can change; exact parity requires a pinned revision and an explicit tie and ranking-window contract.

Reviewed by
fintech-builder-batch-008
Last reviewed
2026-07-29
Next review
2027-07-29
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.