CONNORS RSI Гайд по трейдингу

The Connors RSI (CRSI) — это квантитативный инструмент технического анализа. Connors RSI (CRSI) Concept: Developed by Larry Connors and Connors Research.

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• RSI Длина (rsiLen): Controls the calculation period and sensitivity for market detection.
• Streak RSI Длина (streakLen): Controls the calculation period and sensitivity for market detection.
• Percent Rank Lookback (rankLen): Controls the calculation period and sensitivity for market detection.
• Smoothing Период (smoothLen): Controls the calculation period and sensitivity for market detection.
• CRSI Line (crsi): Controls the calculation period and sensitivity for market detection.
• Smooth Line (smooth): Controls the calculation period and sensitivity for market detection.
• RSI (Price) (rsi): Controls the calculation period and sensitivity for market detection.
• RSI (Streak) (streakRsi): Controls the calculation period and sensitivity for market detection.
• Percent Rank (percentRank): Controls the calculation period and sensitivity for market detection.
• Buy Signal Dot (buySignal): Controls the calculation period and sensitivity for market detection.
• Sell Signal Dot (sellSignal): Controls the calculation period and sensitivity for market detection.
• CRSI Line (Blue) (crsi): Controls the calculation period and sensitivity for market detection.
• Smooth Line (Orange) (smooth): Controls the calculation period and sensitivity for market detection.
• Перекупленность Level (Red) (overbought): Controls the calculation period and sensitivity for market detection.
• Перепроданность Level (Green) (oversold): Controls the calculation period and sensitivity for market detection.
• Buy Signal Dot (Green) (buySignal): Controls the calculation period and sensitivity for market detection.
• Sell Signal Dot (Red) (sellSignal): Controls the calculation period and sensitivity for market detection.
• Level Lines (Gray) (level): Controls the calculation period and sensitivity for market detection.
• CRSI Line (crsi): Controls the calculation period and sensitivity for market detection.
• Smooth CRSI Line (smooth): Controls the calculation period and sensitivity for market detection.
• Price RSI Component (rsi): Controls the calculation period and sensitivity for market detection.
• Streak RSI Component (streakRsi): Controls the calculation period and sensitivity for market detection.
• Percent Rank Component (percentRank): Controls the calculation period and sensitivity for market detection.
• Signal (-1 / 0 / 1) (signal): Controls the calculation period and sensitivity for market detection.
• Buy Signal (Dot == 1) (buySignal): Controls the calculation period and sensitivity for market detection.
• Sell Signal (Dot == 1) (sellSignal): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

• signal - Signal (-1 / 0 / 1) event signal.
• buySignal - Buy Signal (Dot == 1) event signal.
• sellSignal - Sell Signal (Dot == 1) event signal.

2. Фильтры и торговые уровни

• rsiLen - RSI Длина value used for structural qualification or thresholds.
• streakLen - Streak RSI Длина value used for structural qualification or thresholds.
• rankLen - Percent Rank Lookback value used for structural qualification or thresholds.
• smoothLen - Smoothing Период value used for structural qualification or thresholds.
• crsi - CRSI Line value used for structural qualification or thresholds.
• smooth - Smooth Line value used for structural qualification or thresholds.
• rsi - RSI (Price) value used for structural qualification or thresholds.
• streakRsi - RSI (Streak) value used for structural qualification or thresholds.
• percentRank - Percent Rank value used for structural qualification or thresholds.
• buySignal - Buy Signal Dot value used for structural qualification or thresholds.
• sellSignal - Sell Signal Dot value used for structural qualification or thresholds.
• crsi - CRSI Line value used for structural qualification or thresholds.
• smooth - Smooth CRSI Line value used for structural qualification or thresholds.
• rsi - Price RSI Component value used for structural qualification or thresholds.
• streakRsi - Streak RSI Component value used for structural qualification or thresholds.
• percentRank - Percent Rank Component value used for structural qualification or thresholds.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.