Reverse RSI Strategy Long

//@version=2
strategy("Reverse RSI Strategy Long Only", overlay=true)
length = input( 11 )
overSold = input( 30 )
overBought = input( 70 )
price = close

vrsi = rsi(price, length)

// Check for 1st Bar exit the PAC, use Heikin Ashi Bars
xLong  = crossover(vrsi, overBought) ? 1 : crossunder(vrsi, overSold)? 0 : nz(xLong[1])
xShort = crossover(vrsi, overBought) ? 0 : crossunder(vrsi, overSold)? 1 : nz(xShort[1])

Long  = xLong ? na(Long[1]) ? 1 : Long[1]+1 : 0
Short = xShort ? na(Short[1]) ? 1 : Short[1]+1 : 0


if (not na(vrsi))
    if (Short==1)
        strategy.close("LONGSE")
    if (Long==1)
        strategy.entry("LONGSE", strategy.long, comment="LONGSE")

//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)