// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Rectified Linear Unit (ReLU)", "ReLU", overlay=false, precision=6)

//@function Applies the Rectified Linear Unit (ReLU) activation function to a series.
// ReLU returns the input directly if it is positive, otherwise, it returns zero.
//@param src The source series.
//@returns The ReLU transformed series.
relu(series float src) =>
    math.max(0, src)

// ---------- Main loop ----------

// Inputs
i_source = input.source(close, "Source")

// Calculation of relu on SMA(source)-source
reluDn = -relu(ta.sma(i_source,20)-i_source)
reluUp = relu(i_source-ta.sma(i_source,20))

// Plot
plot(reluUp, "ReLU", color=color.green, linewidth=2)
plot(reluDn, "ReLU", color=color.red, linewidth=2)