RocketRSI Indicator (C) 2005-2018 John F. Ehlers } Inputs: SmoothLength(8), RSILength(10); Vars: a1(0), b1(0), c1(0), c2(0), c3(0), Filt(0), Mom(0), count(0), CU(0), CD(0), MyRSI(0), RocketRSI(0); //Compute Super Smoother coefficients once If CurrentBar = 1 Then Begin a1 = expvalue(-1.414*3.14159 / (SmoothLength)); b1 = 2*a1*Cosine(1.414*180 / (SmoothLength)); c2 = b1; c3 = -a1*a1; c1 = 1 - c2 - c3; End; //Create half dominant cycle Momentum Mom = Close - Close[RSILength - 1]; //SuperSmoother Filter Filt = c1*(Mom + Mom[1]) / 2 + c2*Filt[1] + c3*Filt[2]; //Accumulate "Closes Up" and "Closes Down" CU = 0; CD = 0; For count = 0 to RSILength -1 Begin If Filt[count] - Filt[count + 1] > 0 Then CU = CU + Filt[count] - Filt[count + 1]; If Filt[count] - Filt[count + 1] < 0 Then CD = CD + Filt[count + 1] - Filt[count]; End; If CU + CD <> 0 Then MyRSI = (CU - CD) / (CU + CD); //Limit RocketRSI output to +/- 3 Standard Deviations IF MyRSI > .999 Then MyRSI = .999; If MyRSI < -.999 Then MyRSI = -.999; //Apply Fisher Transform to establish Gaussian Probability Distribution RocketRSI = .5*Log((1 + MyRSI) / (1 - MyRSI)); Plot1(RocketRSI); Plot2(0); R

I do not think there is a good way to create a PCF for this.