RCI

//
// @author Jadbrother
//
//@version=2
study(title = "RCI", shorttitle = "RCI")

itv = input(12, "interval")
src = input(close, "source")

ord(seq, idx, itv) =>
    p = seq[idx]
    o = 1
    s = 0
    for i = 0 to itv - 1
        if p < seq[i]
            o := o + 1
        else
            if p == seq[i]
                s := s + 1
    o + (s - 1) / 2.0

d(itv) =>
    sum = 0.0
    for i = 0 to itv - 1
        sum := sum + pow((i + 1) - ord(src, i, itv), 2)
    sum

rci(itv) => (1.0 - 6.0 * d(itv) / (itv * (itv * itv - 1.0))) * 100.0

hline(0)
plot(rci(itv), title = "RCI")