RCI 3Lines

RCI 3Lines — Rank Correlation Index with Three Periods

Overview

RCI 3Lines is a powerful momentum and trend indicator based on the Rank Correlation Index (RCI), a Japanese technical analysis tool widely used in Asian markets. It plots three RCI lines simultaneously — Short, Middle, and Long — allowing traders to identify trend direction, momentum shifts, and overbought/oversold conditions across multiple timeframes in a single window.

Unlike RSI or Stochastic, RCI measures the correlation between time rank and price rank using Spearman's Rank Correlation Coefficient. This makes it highly sensitive to trend acceleration and deceleration, while remaining smooth enough to filter market noise.

How RCI Works

RCI is calculated using Spearman's formula:

RCI = { 1 - (6 × Σd²) / (n × (n² - 1)) } × 100

Where:

  • n = period length
  • d = difference between time rank and price rank
  • Time rank: most recent bar = rank 1, oldest bar = rank n
  • Price rank: highest price = rank 1, lowest price = rank n

The result oscillates between -100 and +100, with 0 as the centerline.

Three Lines — Three Perspectives

Line Default Period Purpose
Short 10 Fast signal — early trend detection
Middle 30 Medium signal — trend confirmation
Long 50 Slow signal — overall trend direction

Reading all three together gives a complete picture of market momentum:

  • All three above 0 → Strong bullish trend
  • All three below 0 → Strong bearish trend
  • Short crosses above Middle → Early bullish signal
  • Short crosses below Middle → Early bearish signal
  • Divergence between Short and Long → Trend weakening

Key Levels

Level Meaning
+80 Overbought zone — consider taking profits on longs
0 Centerline — trend neutral zone
-80 Oversold zone — consider taking profits on shorts

When the Short RCI exits the overbought (+80) or oversold (-80) zone, it often signals a potential reversal.

Trading Signals

Trend Following

  • Enter long when Short and Middle RCI cross above 0 while Long RCI is rising
  • Enter short when Short and Middle RCI cross below 0 while Long RCI is falling

Reversal

  • Look for Short RCI reversing from +80/-80 zone
  • Strongest signals occur when all three lines reverse simultaneously from extreme levels

Divergence

  • If price makes a new high but Short RCI makes a lower high → bearish divergence
  • If price makes a new low but Short RCI makes a higher low → bullish divergence

Input Parameters

Parameter Default Description
Short Period 10 Period for the fast RCI line
Middle Period 30 Period for the medium RCI line
Long Period 50 Period for the slow RCI line
Price Close Applied price source
Upper Band +80 Overbought level
Lower Band -80 Oversold level
Show Levels true Show/hide horizontal levels
Short Color Blue Color for Short RCI line
Middle Color Red Color for Middle RCI line
Long Color Green Color for Long RCI line

Recommended Settings

Market Condition Short Middle Long
Scalping (M1-M5) 5 14 26
Day Trading (M15-H1) 10 30 50
Swing Trading (H4-D1) 9 26 52

Comparison with RSI

Feature RSI RCI
Calculation basis Price change magnitude Price rank vs time rank
Sensitivity Medium High
Smoothness Smooth More responsive
Range 0 to 100 -100 to +100
Centerline 50 0
Origin Western TA Japanese TA

Why Use RCI 3Lines?

  •  Japanese market proven — widely used by professional Japanese traders
  •  Three timeframe view — see short, medium, and long-term momentum at once
  •  Clear centerline — 0 as the neutral zone is intuitive
  •  No repainting — all values are calculated on closed bars
  •  Fully customizable — periods, colors, and levels adjustable
  •  Works on all symbols and timeframes — Forex, indices, commodities, crypto

Installation

  1. Purchase and download the indicator
  2. The  .ex5  file will appear in Navigator → Indicators
  3. Drag and drop onto any chart
  4. Adjust input parameters as needed

Notes

  • RCI is most effective when used with price action or trend-following tools such as Moving Averages
  • During strong trending markets, the Long RCI may stay near +100 or -100 for extended periods — this is normal behavior
  • For best results, combine with support/resistance levels

For questions or support, please use the MQL5 comments section.


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