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/rsi2-strategy-double-returns-with-a-simple-rule-change/

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)  ;

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&#39;t showing the same as Tradestation so I went back and re-read 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&#39;s the HIGH of the day that needs to be below the 10d MA.

Instead of a 4 day exit let&#39;s use a close above yesterday&#39;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&#39;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