RSI screeners: from a condition to a research list
Configure a Deepwick RSI screener, run a scan and investigate matches without treating them as entry signals.
Opening twenty charts to find the same condition takes time and makes it easy to change your criteria halfway through. A screener lets you write the condition first, then inspect the markets that meet it.
Deepwick's current screener filters by an RSI threshold. Its output is a research list, not an entry order or a backtest of a complete strategy.
Create a repeatable rule
Sign in and open Screeners, then select New screener. Give the rule a descriptive name and choose its universe, timeframe, comparison operator and threshold.
The interface offers Crypto top and FX majors, 1h, 4h and 1d timeframes, and RSI < or RSI > conditions. It calculates 14-period RSI from available closes and removes the final candle if that candle is still forming.
An illustrative rule is “Crypto · RSI below 30 · 4h.” This does not imply that a low RSI predicts a rise. It gives you a list meeting a specific condition that you can investigate on the chart.
Run it and check the time
Save the rule and press Run now. Execution is manual: saving a screener does not enable continuous monitoring. The match-notification option does not, on its own, turn the rule into a scheduled scan.
Review the run time, matched symbols and RSI values. Open the same market and provider on the chart, retain the timeframe and inspect the relevant candle. Comparing a closed 4h reading with RSI on a forming 1h candle does not validate the same condition.
Saved matches describe observations at a particular time. Do not assume they are still current when you return to the list later.
Interpret an empty list carefully
No market may meet the rule, but history can also be missing or a data request can fail. The implementation skips symbols without sufficient information and tolerates provider failures. The universe's symbol count does not guarantee a usable reading for every symbol in that run.
If you expected a match, open that market and check its availability and candles first. Moving the threshold until results appear can conceal a coverage problem.
Turn matches into observations
Decide beforehand what you will study next: persistence of the condition, price structure or behavior over a fixed number of subsequent candles. Keep observations that contradict the idea as well.
You can record the symbol, date, timeframe and criterion in your research journal. Leave entry prices and P&L empty when no trade occurred: a market observation and an execution are different records.
Historical performance research requires complete entry, exit, sizing and cost rules. Your first backtest explains that workflow. The screener simply narrows the charts you will examine now.