This is a simplified version of Kalman RSI by onegreencandle.
Simplifications:
It shows the indicator for a single configurable length with a default of 14.
It does not color by region.
It allows selecting the source, with a default of close. The version by onegreencandle uses ohlc4 instead. Note that both versions also use high and low.
It uses the newer version (5) of Pine Script.
It sets bands at 85 and 15.
Notas de Lançamento
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Chart update.
Notas de Lançamento
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Changed the indicator title and shorttitle to distinguish them from another possible implementation of Kalman RSI. In this implementation, the normal RSI is computed effectively over the Kalman MA.
Please be advised that this is just the conventional RSI over a Kalman Moving Average by onegreencandle. It is probably not the only way to compute a Kalman RSI. It should not be considered prescriptive.