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Coyotte,

             Looks on the surface to be an updated version of JB's Truth about Volatility expert.... (i.e. original didn't have RSI).. have attached MS Expert code for Long colour coding, if it is the same will give you some idea of what it is based on.   I think from memory...Green is long/entry, red exit/short, gold is neutral.   Hope it is of interest...

             Cheers

                        Kauri