There's probably a zero or null value in the denominator of the RSI calculation. Try this:

Code:
function run() 
{	
    set(PLOTNOW);
    vars r = series(RSI(series(priceClose()),11));
    plot("RSI", r, NEW, GREEN );
}


You can also make a separate series out of the closing prices, for example:
Code:
...
vars Close = series(priceClose());
vars rsi = series(RSI(Close, 11));
...

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