ConnorsRSI

get_connors_rsi(quotes, rsi_periods=3, streak_periods=2, rank_periods=100)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`rsi_periods`	int, default 3	Lookback period (`R`) for the close price RSI. Must be greater than 1.
`streak_periods`	int, default 2	Lookback period (`S`) for the streak RSI. Must be greater than 1.
`rank_periods`	int, default 100	Lookback period (`P`) for the Percentile Rank. Must be greater than 1.

Historical quotes requirements

N is the greater of R+100, S, and P+2. You must have at least N periods of quotes to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least N+150 data points prior to the intended usage date for better precision.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

ConnorsRSIResults[ConnorsRSIResult]

This method returns a time series of all available indicator values for the quotes provided.
ConnorsRSIResults is just a list of ConnorsRSIResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first MAX(R,S,P)-1 periods will have None values since there’s not enough data to calculate.

⚞ Convergence warning: The first N periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

ConnorsRSIResult

name	type	notes
`date`	datetime	Date
`rsi_close`	float, Optional	RSI(`R`) of the Close price.
`rsi_streak`	float, Optional	RSI(`S`) of the Streak.
`percent_rank`	float, Optional	Percentile rank of the period gain value.
`connors_rsi`	float, Optional	ConnorsRSI

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate ConnorsRsi(3,2.100)
results = indicators.get_connors_rsi(quotes, 3, 2, 100)

About ConnorsRSI

Created by Laurence Connors, the ConnorsRSI is a composite oscillator that incorporates RSI, winning/losing streaks, and percentile gain metrics on scale of 0 to 100. See analysis. [Discuss] 💬