study(title="RSI historic btc", shorttitle="RSI")

goxH=security("MTGOX:BTCUSD",period,high)
goxL=security("MTGOX:BTCUSD",period,low)
goxC=security("MTGOX:BTCUSD",period,close)
stampH=security("BITSTAMP:BTCUSD",period,high)
stampL=security("BITSTAMP:BTCUSD",period,low)
stampC=security("BITSTAMP:BTCUSD",period,close)
goxWeight = input(title="Gox Weight", type=float, defval=50, minval=0.001, maxval=100)
stampWeight = input(title="Stamp Weight", type=float, defval=50, minval=0.001, maxval=100)
totalWeight = goxWeight + stampWeight
endStart = input(title="BlendStart", type=integer, defval=13900, minval=13300, maxval=13910) * 100000000 //1385000000000.0
endTime = 1391726400000.0
otherBegin = 1330000000000.0
ratio=max(min((time-endStart)/(endTime-endStart), 1),0)
invRatio=1-ratio
goxRatio=invRatio * (goxWeight/totalWeight)
otherRatio=(stampWeight/totalWeight)+ratio* (goxWeight/totalWeight)
barcolor(ratio == 0 ? red : (ratio == 1 ? yellow : blue))
h = time < otherBegin ? goxH : (time > endTime ? stampH : (goxH * goxRatio + stampH * otherRatio))
l = time < otherBegin ? goxL : (time > endTime ? stampL : (goxL * goxRatio + stampL * otherRatio))
c = time < otherBegin ? goxC : (time > endTime ? stampC : (goxC * goxRatio + stampC * otherRatio))

src = c
len = input(14, minval=1, title="Length")
up = ema(max(change(src), 0), len)
down = ema(-min(change(src), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
plot(rsi, color=purple)
band1 = hline(70)
band0 = hline(30)
fill(band1, band0, color=purple, transp=90)