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RSI2 screener

Hi.

I assembled this screener to scan for oversold ETFs. It works more or less, but I'd like to get some feedback on what could be improved.

The rules have been derived from this http://systemtradersuccess.com/connors-2-period-rsi-update-2014/

My questions/concerns are
* Is there a better way to model the RSI?
* How to get the latest available price data? Is it available or only close, open etc?
* Better filter for ETFs?

Thanks,
Timo

4 responses

you prob want to screen out _W symbols

Peter, what's the canonical way to do that in a pipeline filter? For ETFs I don't have the Morningstar fundamental data available.

"The rules have been derived from "

This is a click-bait site for naive traders. There is nothing of value there.

Attached is the updated version, in the original was a small bug