Protocol relative URL gets changed into a domain relative URL

Hi,
I have site on http and https. I want to redirect to other hostname, but keep https if I am at https connection and keep http I am at http.

So Redirect needs to support absolute url without protocol (e.g. //example.com/page.html) and send to browser this url, so he can decide what protocol to use. Now when I setup redirect from local path to url without protocol it thinks it is local path (it redirects to https://this.site/example.com/page.html).