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