input nFE = 8;
input AlertOn = no;
input Glength  = 13;
input betaDev =  8;
input data = close;

def w = (2 * Double.Pi / Glength);
def beta = (1 - Cos(w)) / (Power(1.414, 2.0 / betaDev) - 1 );
def alpha = (-beta + Sqrt(beta * beta + 2 * beta));
def Go = Power(alpha, 4) * open + 
             4 * (1 – alpha) * Go[1] – 6 * Power( 1 - alpha, 2 ) * Go[2] + 
             4 * Power( 1 - alpha, 3 ) * Go[3] - Power( 1 - alpha, 4 ) * Go[4];
def Gh = Power(alpha, 4) * high + 
             4 * (1 – alpha) * Gh[1] – 6 * Power( 1 - alpha, 2 ) * Gh[2] + 
             4 * Power( 1 - alpha, 3 ) * Gh[3] - Power( 1 - alpha, 4 ) * Gh[4];
def Gl = Power(alpha, 4) * low + 
             4 * (1 – alpha) * Gl[1] – 6 * Power( 1 - alpha, 2 ) * Gl[2] + 
             4 * Power( 1 - alpha, 3 ) * Gl[3] - Power( 1 - alpha, 4 ) * Gl[4];
def Gc = Power(alpha, 4) * data + 
             4 * (1 – alpha) * Gc[1] – 6 * Power( 1 - alpha, 2 ) * Gc[2] + 
             4 * Power( 1 - alpha, 3 ) * Gc[3] - Power( 1 - alpha, 4 ) * Gc[4];
# 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;


# Calculations
o = (Go + Gc[1]) / 2;
h = Max(Gh, Gc[1]);
l = Min(Gl, Gc[1]);
c = (o + h + l + Gc) / 4;
def gamma = Log(Sum((Max(Gh, Gc[1]) - Min(Gl, Gc[1])), nFE) / 
        (Highest(gh, nFE) - Lowest(Gl, nFE)))
            / Log(nFE);

L0 = (1 – gamma) * Gc + 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;
}

def RSI = if CU + CD <> 0 then CU / (CU + CD) else 0;

def GREEN = if RSI crosses above .2 and gamma >0.55 then yes else 0;

def RED = if RSI crosses below .70 and gamma >0.6 then yes else 0;

def alertCount = if GREEN == yes then 1 else  0;

plot signal = alertcount;
AssignBackgroundColor(if alertCount == 0 then Color.RED else Color.GREEN);