PFE (Polarized Fractal Efficiency) Backtest

The Polarized Fractal Efficiency (PFE) indicator measures the efficiency
of price movements by drawing on concepts from fractal geometry and chaos
theory. The more linear and efficient the price movement, the shorter the
distance the prices must travel between two points and thus the more efficient
the price movement.

You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.