Hi there  I read an interesting article by Caesar Alvarez who found good results using a revised RSI2 Connors type strategy on stocks that are NOT in the Russell 3000 but were so in the past.
Can we scan such a list? Thanks in advance,
Sean
P.S. Here is the link:
https://alvarezquanttrading.com/blog/rsi2strategydoublereturnswithasimplerulechange/

Thanks. True Strength is very very similar (raw) to TSI.

Hi Bruce,
I have found discussions on TSI but not sure it is what I'm looking for. I use the following which I have translated from Amibroker to Metastock. IS it possible to do the same for TC2000 v12.3:
Ratio:= (CLOSE  Ref(CLOSE,10)) / ATR(10) ;
Mov(Mov(Ratio,10,S),100,S);
Thanks in advance,
Sean

sorry :
C < AVGC10.1 *.9 AND H <= AVGC10 AND C > O

Here is the SELL code:
C < AVGC10.1 *.9 AND H <= AVGC10 AND C > O

Thanks. It wasn't showing the same as Tradestation so I went back and reread the rules. If anyone else cares it should be:
C > AVGC10.1 *1.1 AND L >= AVGC10 AND C < O
This is a modified CVRIII as per Dave Landry.

Thanks I got it working. One last question...is there a way to see where the condition was true in the past? In tradestation I would use a paintbar or a "dot on close" plotted right on the chart of VIX...
Right now I have a column with a condition and a "dot" if positive. I also used PPO set to 1,10 for a rough idea...thx in advance.

Thanks Bruce.
It's the HIGH of the day that needs to be below the 10d MA.
Instead of a 4 day exit let's use a close above yesterday's 10d MA.
Buy signals are reversed:
low of the VIX must be above 10d MA
C> 10d MA
Exit on close the day VIX trades below yesterday's 10d MA (mean reversion).
Is the best way to plot this as a "show dot" in a column?

Bruce can you pls help me code the Connors VIX Reversal III:
vix moves 10% or more below its 10day moving average
vix reverses intraday and closes above open
exit 4 days later
thank you in advance,
sg

1. 310 oscillator. The 310 oscillator
is “something I’ve been using since
1981,” Raschke says. “It’s the difference between a threeday simple
moving average and a 10day simple
moving average. Plus, there’s a second line which is a 16period simple
moving average of the 310 line.
“On a chart, I usually just alter the
settings for an MACD (moving average
convergencedivergence indicator) ,
changing the moving average type
from exponential to simple and the
moving average lengths to 3, 10 and
16.”
