CENTER OF GRAVITY for Amibroker (AFL)

// COG: Center of Gravity indicator
// AFL code by E.M.Pottasch, 2011
// translated from: http://chartstudio.whselfinvest.com/files/CenterGravity_0.ctl

sx=Null;b=Null;ai=Null;x=Null;
reg=x1=x2=x3=z1=z2=z3=Null;	
rega=x1a=x2a=x3a=z1a=z2a=z3a=Null;	
	
bi=BarIndex();	
eb=LastValue(bi);	
order=Param("n-th Order",3,1,8,1);	
bars=Param("Lookback Period",100,50,500,1);
sv=ParamToggle("Use Selected Value","Off|On",1);
alt=ParamToggle("Error Levels","Fibonacci|Standard",0);
ecart=1.61803399;
  
if(sv)
{
	eb=SelectedValue(bi);
	bb=Max(0,eb-bars);
}
else
{
	bb=Max(0,eb-bars);
}
fin=eb;
nn=order+1;
sx[1]=bars+1;

if(fin>bars)
{
for(mi=1;mi<=2*nn-2;mi++)
{
	suml=0;
	for(n=0;n<=bars;n++)
	{
		suml=suml+n^mi;
	}
	sx[mi+1]=suml;
}
for(mi=1;mi<=nn;mi++)
{
	suml=0;
	for(n=0;n<=bars;n++)
	{
		if (mi==1)
			suml=suml+Close[fin-n];
		else
			suml=suml+Close[fin-n]*n^(mi-1);
			b[mi]=suml;
	}
}
for(jj=1;jj<=nn;jj++)
{
	for(ii=1;ii<=nn;ii++)
	{
		kk=ii+jj-1;
		ai[(ii-1)*nn+jj]=sx[kk];
	}
}
for(kk=1;kk<=nn-1;kk++)
{
	ll=0;
	mm=0;
	for(ii=kk;ii<=nn;ii++)
	{
		if(abs(ai[(ii-1)*nn+kk])>mm)
		{
			mm=abs(ai[(ii-1)*nn+kk]);
			ll=ii;
		}
	}
    if(ll==0) break;
	if(ll!=kk)
	{
		for(jj=1;jj<=nn;jj++)
		{
			tt=ai[(kk-1)*nn+jj];
			ai[(kk-1)*nn+jj]=ai[(ll-1)*nn+jj];
			ai[(ll-1)*nn+jj]=tt;
		}
		tt=b[kk];
		b[kk]=b[ll];
		b[ll]=tt;
	}
	for(ii=kk+1;ii<=nn;ii++)
	{
		qq=ai[(ii-1)*nn+kk]/ai[(kk-1)*nn+kk];
		for(jj=1;jj<=nn;jj++)
		{
			if(jj==kk)
				ai[(ii-1)*nn+jj]=0;
			else
				ai[(ii-1)*nn+jj]=ai[(ii-1)*nn+jj]-qq*ai[(kk-1)*nn+jj];
		}
		b[ii]=b[ii]-qq*b[kk];
	}
}
x[nn]=b[nn]/ai[nn*nn];
for(kk=1;kk<=nn-1;kk++)
{
	tt=0;
	ii=nn-kk;
	for(jj=1;jj<=nn-ii;jj++)
	{
		tt=tt+ai[(ii-1)*nn+ii+jj]*x[ii+jj];
		if(ai[(ii-1)*nn+ii]!=0)
			x[ii]=(b[ii]-tt)/ai[(ii-1)*nn+ii];
	}
}
for(n=0;n<=bars;n++)
{
	suml=0;
	for(kk=1;kk<=order;kk++)
	{
		suml=suml+x[kk+1]*n^kk;
	}
	reg[fin-n]=x[1]+suml;
}
}
SetChartOptions(0, chartShowDates);
Title = "Symbol: "+ Name()+ "\nPoly Order: "+order;
if(alt)
{
dev=StDev(Close-reg,bars);
sd=dev[fin];
x1a=reg+sd*1;//68%
x2a=reg+sd*2;//95%
x3a=reg+sd*3;//99.83%
z1a=reg-sd*1;
z2a=reg-sd*2;
z3a=reg-sd*3;
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(reg,"reg",colorBlue,1);
Plot(x3a,"x3a",ColorRGB(255,0,0),styleThick);
Plot(x2a,"x2a",ColorRGB(255,100,100),styleDashed);
Plot(x1a,"x1a",ColorRGB(255,200,200),styleDashed);
Plot(z3a,"z3a",ColorRGB(0,255,0),styleThick);
Plot(z2a,"z2a",ColorRGB(100,255,100),styleDashed);
Plot(z1a,"z1a",ColorRGB(200,255,200),styleDashed);
PlotOHLC(x3a,x3a,x1a,x1a,"",ColorRGB(30,0,0),styleCloud|styleNoLabel,0,0,0,-1); 
PlotOHLC(z1a,z1a,z3a,z3a,"",ColorRGB(0,30,0),styleCloud|styleNoLabel,0,0,0,-1); 
}
else
{
dev=StDev(Close,bars);
sd=ecart*dev[fin];
x1=reg+sd/(1.382*1.618);
x2=reg+sd/1.382;
x3=reg+sd;
z1=reg-sd/(1.382*1.618);
z2=reg-sd/1.382;
z3=reg-sd;
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(reg,"reg",colorBlue,1);
Plot(x3,"x3",ColorRGB(255,0,0),styleThick);
Plot(x2,"x2",ColorRGB(255,100,100),styleDashed);
Plot(x1,"x1",ColorRGB(255,200,200),styleDashed);
Plot(z3,"z3",ColorRGB(0,255,0),styleThick);
Plot(z2,"z2",ColorRGB(100,255,100),styleDashed);
Plot(z1,"z1",ColorRGB(200,255,200),styleDashed);
PlotOHLC(x3,x3,x2,x2,"",ColorRGB(30,0,0),styleCloud|styleNoLabel,0,0,0,-1); 
PlotOHLC(z2,z2,z3,z3,"",ColorRGB(0,30,0),styleCloud|styleNoLabel,0,0,0,-1); 
}