Adopted to Pine from www.prorealcode.com . I haven't yet understood the details of the algorithm but it matches the original Jurik's RSX one to one. Jurik's RSX is a "noise free" version of RSI, with no added lag. To learn more about this indicator see www.jurikres.com . Good luck!
This indicator was originally developed by Mark Jurik. NOTE: If Mr. Jurik ask me to remove this indicator from public access then I will do it.
// A simple crossover strategy with 4 Jurik's moving average lines UPDATE
The clone of Jurik moving average function with a power argument The power argument allows to closely approximate price movements. The higher the power, the closer the fit. Also helps to find a balance between smoothing and fitting.