FTB-C000451 / Indicator

Connors RSI

Connors RSI is the arithmetic mean of a short price RSI, RSI of signed streak length, and prior-window percent rank of one-period return.

Also known asCRSIConnorsRSI

Definitions

In plain terms

It combines directional magnitude, run persistence, and relative return position on a zero-to-100 scale.

Technical

The contract freezes all three periods, Wilder RSI variants, streak equality, return formula, prior-only ranking, ties, component weights, readiness, and positive-close rule.

Scope

Its components share price history and are not statistically independent evidence.

Formula

Connors RSI = (Price RSI + Streak RSI + Percent Rank) / 3
LaTeX: CRSI_t=\frac{RSI_p(C)_t+RSI_s(Streak)_t+Rank_N(ROC_1)_t}{3}
SymbolMeaningUnit
Price RSIshort-period RSI of closepercent
Streak RSIRSI of signed streakpercent
Percent Rankrank of current one-period returnpercent

Output unit: percent

Examples

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

Common misconceptions

  • Its components share price history and are not statistically independent evidence.

Concept relationships

Where this concept is used

Evidence and governance

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

    Supports: preferred label, short definition, technical definition, formula

    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