REM Reverse Engineering RSI, original by Giorgos Siligardos
REM Build for ProRealTime, used RSI with WilderAverage
REM Parameters
RSIRevValue = 50
RSIPeriod = 14
REM Original RSI values
RSIOri = RSI[RSIPeriod](close)
UPOri = MAX(0, close - close[1]) //higher close then previous
DOWNOri = MAX(0, close[1] - close) //lower close then previous
upMAOri = wilderAverage[RSIPeriod](UPOri)
downMAOri = wilderAverage[RSIPeriod](DOWNOri)
REM Reversed Engineered RSI Value to Price
RSRev = (100/((-1*RSIRevValue)+100))-1
if RSIRevValue < RSIOri THEN
upMARev = upMAOri*(1-(1/RSIPeriod))
downMARev = upMARev/RSRev
DOWNRev = (downMARev - (downMAOri * (1-(1/RSIPeriod))))/(1/RSIPeriod)
RSIPriceRev = close - DOWNRev
elsif RSIRevValue > RSIOri THEN
downMARev = downMAOri*(1-(1/RSIPeriod))
upMARev = downMARev*RSRev
UPRev = (upMARev - (upMAOri * (1-(1/RSIPeriod))))/(1/RSIPeriod)
RSIPriceRev = close + UPRev
endif
RETURN RSIPriceRev as "RSIPriceRev"