ConnorsRelativeStrengthIndex

QuantConnect.Indicators.ConnorsRelativeStrengthIndex

ConnorsRelativeStrengthIndex(
    name: str,
    rsi_period: int,
    rsi_period_streak: int,
    look_back_period: int,
)

ConnorsRelativeStrengthIndex(
    rsi_period: int, rsi_period_streak: int, roc_period: int
)

Bases: Indicator, IIndicatorWarmUpPeriodProvider

Represents the Connors Relative Strength Index (CRSI), a combination of the traditional Relative Strength Index (RSI), a Streak RSI (SRSI), and Percent Rank. This index is designed to provide a more robust measure of market strength by combining momentum, streak behavior, and price change.

Signature descriptions:

Initializes a new instance of the ConnorsRelativeStrengthIndex class.
Initializes a new instance of the ConnorsRelativeStrengthIndex with specified RSI, Streak RSI, and lookBack periods, using a default name format based on the provided parameters.

Parameters:

Name	Type	Description	Default
`name`	`Optional[str]`	The name of the indicator instance.	`None`
`rsi_period`	`int`	The period for the RSI calculation.	required
`rsi_period_streak`	`int`	The period for the Streak RSI calculation.	required
`look_back_period`	`Optional[int]`	The period for calculating the Percent Rank.	`None`

is_ready

is_ready: bool

Gets a value indicating whether the indicator is ready for use. The indicator is ready when all its components (RSI, SRSI, and PriceChangeRatios) are ready.

warm_up_period

warm_up_period: int

Gets the warm-up period required for the indicator to be ready. This is the maximum period of all components (RSI, SRSI, and PriceChangeRatios).

consolidators

consolidators: ISet[IDataConsolidator]

The data consolidators associated with this indicator if any

current

current: IndicatorDataPoint

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

name

name: str

Gets a name for this indicator

samples

samples: int

Gets the number of samples processed by this indicator

updated

updated: _EventContainer[
    Callable[[Object, IndicatorDataPoint], Any], Any
]

Event handler that fires after this indicator is updated

window

window: RollingWindow[IndicatorDataPoint]

A rolling window keeping a history of the indicator values of a given period

DEFAULT_WINDOW_SIZE

DEFAULT_WINDOW_SIZE: int

The default size of the history window for the indicator

compute_next_value

compute_next_value(input: IndicatorDataPoint) -> float

Computes the next value for the Connors Relative Strength Index (CRSI) based on the latest input data point. The CRSI is calculated as the average of the traditional RSI, Streak RSI, and Percent Rank.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`input`	`IndicatorDataPoint`	The current input data point (typically the price data for the current period).	required

Returns:

Type	Description
`float`	The computed CRSI value, which combines the RSI, Streak RSI, and Percent Rank into a single value. Returns zero if the indicator is not yet ready.

reset

reset() -> None

Resets the indicator to its initial state. This clears all internal data and resets the RSI, Streak RSI, and PriceChangeRatios, as well as the trend streak counter.

eq

__eq__(right: float) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: float) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: int) -> bool

__eq__(right: IndicatorBase) -> bool

__eq__(right: int) -> bool

__eq__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is equal to the specified value
Determines if the specified value is equal to the indicator's current value

ge

__ge__(right: float) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: float) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: int) -> bool

__ge__(right: IndicatorBase) -> bool

__ge__(right: int) -> bool

__ge__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is greater than or equal to the specified value
Determines if the specified value is greater than or equal to the indicator's current value

gt

__gt__(right: float) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: float) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: int) -> bool

__gt__(right: IndicatorBase) -> bool

__gt__(right: int) -> bool

__gt__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is greater than the specified value
Determines if the specified value is greater than the indicator's current value

le

__le__(right: float) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: float) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: int) -> bool

__le__(right: IndicatorBase) -> bool

__le__(right: int) -> bool

__le__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is less than or equal to the specified value
Determines if the specified value is less than or equal to the indicator's current value

lt

__lt__(right: float) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: float) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: int) -> bool

__lt__(right: IndicatorBase) -> bool

__lt__(right: int) -> bool

__lt__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is less than the specified value
Determines if the specified value is less than the indicator's current value

ne

__ne__(right: float) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: float) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: int) -> bool

__ne__(right: IndicatorBase) -> bool

__ne__(right: int) -> bool

__ne__(right: IndicatorBase) -> bool

Signature descriptions:

Determines if the indicator's current value is not equal to the specified value
Determines if the specified value is not equal to the indicator's current value

compare_to

compare_to(obj: Any) -> int

compare_to(other: IIndicator) -> int

Signature descriptions:

Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes, follows, or occurs in the same position in the sort order as the other object.
Compares the current object with another object of the same type.

Parameters:

Name	Type	Description	Default
`obj`	`Optional[Any]`	An object to compare with this instance.	`None`
`other`	`Optional[IIndicator]`	An object to compare with this object.	`None`

Returns:

Type Description

int

Depends on the signature used. Case 1: [A value that indicates the relative order of the objects being compared. The return value has these meanings: Value Meaning Less than zero This instance precedes obj in the sort order. Zero This instance occurs in the same position in the sort order as obj. Greater than zero This instance follows obj in the sort order.]; Case 2: [A value that indicates the relative order of the objects being compared. The return value has the following meanings: Value Meaning Less than zero This object is less than the other parameter.Zero This object is equal to other. Greater than zero This object is greater than other.]

update

update(input: IBaseData) -> bool

update(time: Union[datetime, date], value: float) -> bool

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

Parameters:

Name	Type	Description	Default
`input`	`Optional[IBaseData]`	The value to use to update this indicator	`None`
`time`	`Optional[Union[datetime, date]]`	The time associated with the value	`None`
`value`	`Optional[float]`	The value to use to update this indicator	`None`

Returns:

Type	Description
`bool`	True if this indicator is ready, false otherwise.

getitem

__getitem__(i: int) -> IndicatorDataPoint

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

Parameters:

Name	Type	Description	Default
`i`	`int`	The index	required

Returns:

Type	Description
`IndicatorDataPoint`	the ith most recent indicator value.

iter

__iter__() -> Iterator[IndicatorDataPoint]

equals

equals(obj: Any) -> bool

Determines whether the specified object is equal to the current object.

Parameters:

Name	Type	Description	Default
`obj`	`Any`	The object to compare with the current object.	required

Returns:

Type	Description
`bool`	true if the specified object is equal to the current object; otherwise, false.

get_enumerator

get_enumerator() -> IEnumerator[IndicatorDataPoint]

Returns an enumerator that iterates through the history window.

Returns:

Type	Description
`IEnumerator[IndicatorDataPoint]`	A System.Collections.Generic.IEnumerator`1 that can be used to iterate through the history window.

get_hash_code

get_hash_code() -> int

Get Hash Code for this Object

Returns:

Type	Description
`int`	Integer Hash Code.

on_updated

on_updated(consolidated: IndicatorDataPoint) -> None

Event invocator for the Updated event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`consolidated`	`IndicatorDataPoint`	This is the new piece of data produced by this indicator	required

to_detailed_string

to_detailed_string() -> str

Provides a more detailed string of this indicator in the form of {Name} - {Value}

Returns:

Type	Description
`str`	A detailed string of this indicator's current state.

to_string

to_string() -> str

ToString Overload for Indicator Base

Returns:

Type	Description
`str`	String representation of the indicator.

validate_and_compute_next_value

validate_and_compute_next_value(
    input: QuantConnect_Indicators_IndicatorBase_T,
) -> IndicatorResult

Computes the next value of this indicator from the given state and returns an instance of the IndicatorResult class

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`input`	`QuantConnect_Indicators_IndicatorBase_T`	The input given to the indicator	required

Returns:

Type	Description
`IndicatorResult`	An IndicatorResult object including the status of the indicator.

ConnorsRelativeStrengthIndex

QuantConnect.Indicators.ConnorsRelativeStrengthIndex

is_ready

warm_up_period

consolidators

current

previous

name

samples

updated

window

DEFAULT_WINDOW_SIZE

compute_next_value

reset

__eq__

__ge__

__gt__

__le__

__lt__

__ne__

compare_to

update

__getitem__

__iter__

equals

get_enumerator

get_hash_code

on_updated

to_detailed_string

to_string

validate_and_compute_next_value

eq

ge

gt

le

lt

ne

getitem

iter