# Crossover for RSI in Laguerre Time With Fractal Energy
input nFE = 8;
# Variables:
def o;
def h;
def l;
def c;
def CU1;
def CU2;
def CU;
def CD1;
def CD2;
def CD;
def L0;
def L1;
def L2;
def L3;
def RSI;
# Calculations
o = (open + close[1]) / 2;
h = Max(high, close[1]);
l = Min(low, close[1]);
c = (o + h + l + close) / 4;
def gamma = Log(Sum((Max(high, close[1]) - Min(low, close[1])), nFE) / 
        (Highest(high, nFE) - Lowest(low, nFE)))
            / Log(nFE);
L0 = (1 – gamma) * c + gamma * L0[1];
L1 = -gamma * L0 + L0[1] + gamma * L1[1];
L2 = -gamma * L1 + L1[1] + gamma * L2[1];
L3 = -gamma * L2 + L2[1] + gamma * L3[1];
if L0 >= L1
then {
    CU1 = L0 - L1;
    CD1 = 0;
} else {
    CD1 = L1 - L0;
    CU1 = 0;
}
if L1 >= L2
then {
    CU2 = CU1 + L1 - L2;
    CD2 = CD1;
} else {
    CD2 = CD1 + L2 - L1;
    CU2 = CU1;
}
if L2 >= L3
then {
    CU = CU2 + L2 - L3;
    CD = CD2;
} else {
    CU = CU2;
    CD = CD2 + L3 - L2;
}
RSI = if CU + CD <> 0 then CU / (CU + CD) else 0;
# Note Comment-Out (#) whichever scan not being used.
# Long Scan
# plot Long = RSI crosses above .2 and gamma > .6;
# Short Scan
#p lot Short = RSI crosses below .8 and gamma > .6;

#input crossingType = {default above, below};

def GREEN = if RSI crosses above .2 and gamma > .6 then yes else 0;

def RED = if RSI crosses below .8 and gamma > .6 then yes else 0;

plot CrossingUp = if GREEN then close[-1] else 0;
CrossingUp.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
CrossingUp.setdefaultcolor(color.Green);


plot CrossingDown = if RED then close[-1] else 0;
CrossingDown.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
CrossingDown.setdefaultcolor(color.RED);