Download Center of Gravity Oscillator For Amibroker (AFL)

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trading system, ehler, amibroker

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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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Center of Gravity Oscillator for Amibroker (AFL)
Peixoto
about 15 years ago
Amibroker (AFL)

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