Hello all, and thank you Nicolas for helping me with my last question on this forum. I have one more question, is it possible to build a screener based on this criteria?

There are three major components to Connors RSI

RSI = Standard RSI developed by Wilder. This is typically a short-term RSI. In this example it is a 3 Period RSI.

UpDown Length = The number of consecutive days that a security price has either closed up (higher than previous day) or closed down (lower than previous days).
Closing up values represented in positive numbers and closing down is represented with negative numbers.
If a security closes at the same price on back to back days, the UpDown Length is 0.
Connors RSI then applies a short-term RSI to the UpDown Streak Value. In this example it is a 2 period RSI.

ROC = The Rate-of-Change. The ROC takes a user-defined look-back period and calculates a percentage of the number of values
within that look back period that are below the current day price change percentage.
The final CRSI calculation then simply finding the average value of the three components.

CRSI(3,2,100) = [ RSI(3) + RSI(UpDown Length,2) + ROC(100) ] / 3

Specifically, a screener that would give results with ConnorsRSI(3,2,100) below 10? Thanks all 🙂