This indicator is based on the 'rsi sma/ema CU' indicator by auroagwei. That is a great base to start with. I've added Bollinger Bands, crossover indications and alert conditions to it, to work with a combined RSI - MA - BB strategy.
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Cleanup
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Wrongly named bands. Needs to be 'Volatility Bands'.
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Typo
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Added optional overbought/oversold signal only checkbox, So there will only be a cross on the RSI if overbought/oversold and outside the bands.
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Upgraded to Pine 5 Add extra alert for when the RSI crosses up again over the bottom of the volatility band