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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Center of Gravity Oscillator for Amibroker (AFL)
Trading system based on John Ehlers’ Center of Gravity Oscillator.
Cybernetic Analysis for Stocks and Futures, Wiley, 2004.
Similar Indicators / Formulas
Indicator / Formula
SetTradeDelays(0,0,0,0); BuyPrice = C; SellPrice = C; SetBarsRequired(200, 0); function CGOscillator(Price, Length) { Result = 0; for (i=length; i< BarCount; i++) { Num = 0; Denom = 0; for (j=0; j<Length; j++) { Num = Num + (1 + j) * Price[i-j]; Denom = Denom + Price[i-j]; } if (Denom != 0) Result[i] = 100.0 * ((-Num / Denom) + (Length + 1)/2); } return Result; } Price = (H + L) / 2; CGOLength = Param("CGOLength", 13, 1, 250, 10); CGO = CGOscillator(Price, CGOLength); SmLength = Param("SmLength", 2, 1, 20, 2); CGOSmoothed = DEMA(CGO,SmLength); Buy = Cross(CGO,CGOSmoothed); HoldDays = Param("HoldDays",6,1,10,1); Sell = Cross(CGOSmoothed, CGO) OR (BarsSince(Buy) >= HoldDays); Sell = ExRem (Sell,Buy); e = Equity(); shape = Buy * shapeUpArrow + Sell * shapeDownArrow; Plot( Close, "Price", colorBlack, styleCandle ); PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ) ); GraphXSpace = 5; Plot(e,"Equity",colorRed,styleLine|styleOwnScale); Plot(CGO, "CG Oscillator", colorRed, styleLine|styleLeftAxisScale); Plot(CGOSmoothed, "CGO Smoothed", colorBlue, styleLine|styleLeftAxisScale); //Figure 10.1 Center of Gravity
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