Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

Center of Gravity new Verson for Amibroker (AFL)
classy
about 12 years ago
Amibroker (AFL)

Rating:
4 / 5 (Votes 3)
Tags:
oscillator, amibroker

COG afl is available in wisestocktrader afl section but not this one.I told you earlier that i cant code but i like/love to tricks/tweaks with it . In this verson i just add buy sell arrow nothing special but easy to visualize .if you like it then please give your+- comments to inspire me.HAts of and all respect to original coder/creator.

Screenshots

Similar Indicators / Formulas

Febo RSI ..real indicator
Submitted by abhinavsingh over 12 years ago
Trading Volume Statistic
Submitted by tuanstock1 over 9 years ago
Ergodic Oscillator
Submitted by dljtrader over 13 years ago
3 Days Track
Submitted by janet0211 almost 14 years ago
Chande Momentum Oscillator
Submitted by klimpek over 13 years ago

Indicator / Formula

Copy & Paste Friendly
_SECTION_BEGIN("L Center of gravity");
// Center of Gravity (COG) indicator, original idea from El Mostafa Belkhayate
// Amibroker AFL code by E.M.Pottasch, 2011 
// Based on code by Fred Tonetti, 2006, n-th order Polynomial fit (see Amibroker Lib)
// JohnCW provided Gaussian_Eliminationsv function based on static variables.

//SetBarsRequired(sbrAll,sbrAll);
BI=BarIndex();
PF_EndBar=LastValue(BI);
PF_Y=(H+L)/2;
PF_Order=Param("nth Order",3,1,8,1);
PF_ExtraB=Param("Extrapolate Backwards",0,0,50,1);
PF_ExtraF=Param("Extrapolate Forwards",0,0,50,1);
Lookback=Param("Lookback Period",10,50,500,1);
sv=ParamToggle("Use Selected Value","Off|On",1);
norm=ParamToggle("Error Levels","Fibonacci|Normal",1);

if (sv)
{
	PF_EndBar=SelectedValue(bi);
	PF_BegBar=PF_EndBar-Lookback;
}
else
{
	PF_BegBar=PF_EndBar-Lookback;
}
function D2Set(L_value,i,j,L_name)
{
	local L_value,L_name,i,j;
	StaticVarSet(L_name + ":" + i + "," + j, L_value); 
}
function D2Get(i,j,L_name)
{
	local L_name,i,j;
	return(Nz(StaticVarGet(L_name + ":" + i + "," + j),0));
}
function Gaussian_Eliminationsv(GE_Order,GE_N,GE_SumXn,GE_SumYXn)
{
    w=0;Coeff=0;
    n=GE_Order+1;
	for(i=1;i<=n;i++ )
	{
		for(j=1;j<=n;j++)
		{
            if (i==1 AND j==1)
                D2Set(GE_N,i,j,"b");
            else
                D2Set(GE_SumXn[i+j-2],i,j,"b");
        }
        w[i]=GE_SumYXn[i];
    }
    n1=n-1;
    for(i=1;i<=n1;i++)
    {
        big=abs(D2Get(i,i,"b"));
        q=i;
        i1=i+1;
        for(j=i1;j<=n;j++)
        {
            ab=abs(D2Get(j,i,"b"));
            if(ab>=big)
            {
                big=ab;
                q=j;
            }
        }
        if (big!=0)
        {
            if (q!=i)
            {
                for (j=1;j<=n;j++)
                {
                    Temp=D2Get(q,j,"b");
                    D2Set(D2Get(i,j,"b"),q,j,"b");
                    D2Set(Temp,i,j,"b");
                }
                Temp=w[i];
                w[i]=w[q];
                w[q]=Temp;
            }
        }
        for(j=i1;j<=n;j++)
        {
            t=D2Get(j,i,"b")/D2Get(i,i,"b");
            for(k=i1;k<=n;k++)
            {
                D2Set(D2Get(j,k,"b")-t*D2Get(i,k,"b"),j,k,"b");
            }
            w[j]=w[j]-t*w[i];
        }
    }
    if(D2Get(n,n,"b")!=0)
    {
        Coeff[n]=w[n]/D2Get(n,n,"b");
        i=n-1;
        while(i>0)
        {
            SumY=0;
            i1=i+1;
            for(j=i1;j<=n;j++)
            {
                SumY=SumY+D2Get(i,j,"b")*Coeff[j];
            }
            Coeff[i]=(w[i]-SumY)/D2Get(i,i,"b");
            i=i-1;
        }
    }
    return Coeff;
}
function PolyFit(GE_Y,GE_BegBar,GE_EndBar,GE_Order,GE_ExtraB,GE_ExtraF)
{
	BI=BarIndex();
	GE_N=GE_EndBar-GE_BegBar+1;
	GE_XBegin=-(GE_N-1)/2;
	GE_X=IIf(BI<GE_BegBar,0,IIf(BI>GE_EndBar,0,(GE_XBegin+BI-GE_BegBar)));
	GE_X_Max=LastValue(Highest(GE_X));
	GE_X=GE_X/GE_X_Max;
	X1=GE_X;
	GE_Y=IIf(BI<GE_BegBar,0,IIf(BI>GE_EndBar,0,GE_Y));
	GE_SumXn=Cum(0);
	
	GE_SumXn[1]=LastValue(Cum(GE_X));
	GE_X2=GE_X*GE_X;GE_SumXn[2]=LastValue(Cum(GE_X2));
	GE_X3=GE_X*GE_X2;GE_SumXn[3]=LastValue(Cum(GE_X3));
	GE_X4=GE_X*GE_X3;GE_SumXn[4]=LastValue(Cum(GE_X4));
	GE_X5=GE_X*GE_X4;GE_SumXn[5]=LastValue(Cum(GE_X5));
	GE_X6=GE_X*GE_X5;GE_SumXn[6]=LastValue(Cum(GE_X6));
	GE_X7=GE_X*GE_X6;GE_SumXn[7]=LastValue(Cum(GE_X7));
	GE_X8=GE_X*GE_X7;GE_SumXn[8]=LastValue(Cum(GE_X8));
	GE_X9=GE_X*GE_X8;GE_SumXn[9]=LastValue(Cum(GE_X9));
	GE_X10=GE_X*GE_X9;GE_SumXn[10]=LastValue(Cum(GE_X10));
	GE_X11=GE_X*GE_X10;GE_SumXn[11]=LastValue(Cum(GE_X11));
	GE_X12=GE_X*GE_X11;GE_SumXn[12]=LastValue(Cum(GE_X12));
	GE_X13=GE_X*GE_X12;GE_SumXn[13]=LastValue(Cum(GE_X13));
	GE_X14=GE_X*GE_X13;GE_SumXn[14]=LastValue(Cum(GE_X14));
	GE_X15=GE_X*GE_X14;GE_SumXn[15]=LastValue(Cum(GE_X15));
	GE_X16=GE_X*GE_X15;GE_SumXn[16]=LastValue(Cum(GE_X16));
	
	GE_SumYXn=Cum(0);
	GE_SumYXn[1]=LastValue(Cum(GE_Y));
	GE_YX=GE_Y*GE_X;GE_SumYXn[2]=LastValue(Cum(GE_YX));
	GE_YX2=GE_YX*GE_X;GE_SumYXn[3]=LastValue(Cum(GE_YX2));
	GE_YX3=GE_YX2*GE_X;GE_SumYXn[4]=LastValue(Cum(GE_YX3));
	GE_YX4=GE_YX3*GE_X;GE_SumYXn[5]=LastValue(Cum(GE_YX4));
	GE_YX5=GE_YX4*GE_X;GE_SumYXn[6]=LastValue(Cum(GE_YX5));
	GE_YX6=GE_YX5*GE_X;GE_SumYXn[7]=LastValue(Cum(GE_YX6));
	GE_YX7=GE_YX6*GE_X;GE_SumYXn[8]=LastValue(Cum(GE_YX7));
	GE_YX8=GE_YX7*GE_X;GE_SumYXn[9]=LastValue(Cum(GE_YX8));
	
	GE_Coeff=Cum(0);
	
	GE_Coeff=Gaussian_Eliminationsv(GE_Order,GE_N,GE_SumXn,GE_SumYXn);
	
	for (i = 1; i <= GE_Order + 1; i++) printf(NumToStr(i, 1.0) + " = " + NumToStr(GE_Coeff[i], 1.9) + "\n");

	GE_X=IIf(BI<GE_BegBar-GE_ExtraB-GE_ExtraF,0,IIf(BI>GE_EndBar,0,(GE_XBegin+BI-GE_BegBar+GE_ExtraF)/GE_X_Max));
	
	GE_X2=GE_X*GE_X;GE_X3=GE_X2*GE_X;GE_X4=GE_X3*GE_X;GE_X5=GE_X4*GE_X;GE_X6=GE_X5*GE_X;
	GE_X7=GE_X6*GE_X;GE_X8=GE_X7*GE_X;GE_X9=GE_X8*GE_X;GE_X10=GE_X9*GE_X;GE_X11=GE_X10*GE_X; 
	GE_X12=GE_X11*GE_X;GE_X13=GE_X12*GE_X;GE_X14=GE_X13*GE_X;GE_X15=GE_X14*GE_X;GE_X16=GE_X15*GE_X; 
	
	GE_Yn=IIf(BI<GE_BegBar-GE_ExtraB-GE_ExtraF,-1e10,IIf(BI>GE_EndBar,-1e10,GE_Coeff[1]+
	GE_Coeff[2]*GE_X+GE_Coeff[3]*GE_X2+GE_Coeff[4]*GE_X3+GE_Coeff[5]*GE_X4+GE_Coeff[6]*GE_X5+
	GE_Coeff[7]*GE_X6+GE_Coeff[8]*GE_X7+GE_Coeff[9]*GE_X8));
	
	return GE_Yn;
}
	
Yn=PolyFit(PF_Y,PF_BegBar,PF_EndBar,PF_Order,PF_ExtraB,PF_ExtraF);

SetChartOptions(0, chartShowDates);
Title = "Symbol: "+ Name()+ "\nPoly Order: "+PF_Order;
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(Yn,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,colorBlue)),styleThick,Null,Null,PF_ExtraF);

if(norm)
{
	se=StdErr((C-Yn),LookBack);se=se[PF_EndBar];
	//se=StDev(C,LookBack);se=se[PF_EndBar];
	seh2=Yn+ValueWhen(Yn,se*2);
	sel2=Yn-ValueWhen(Yn,se*2);
	seh1=Yn+ValueWhen(Yn,se*1);
	sel1=Yn-ValueWhen(Yn,se*1);
	Plot(seh2,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(255,0,0))),styleThick,Null,Null,PF_ExtraF);
	Plot(sel2,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(0,255,0))),styleThick,Null,Null,PF_ExtraF);
	Plot(seh1,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(255,100,100))),styleDashed,Null,Null,PF_ExtraF);
	Plot(sel1,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(100,255,100))),styleDashed,Null,Null,PF_ExtraF);
}
else
{
	se=StDev(C,LookBack);se=se[PF_EndBar];
	r1=(1+5^0.5)/2;
	se=se*r1;
	seh3=Yn+ValueWhen(Yn,se);
	sel3=Yn-ValueWhen(Yn,se);
	seh2=Yn+ValueWhen(Yn,se/(1.382));
	sel2=Yn-ValueWhen(Yn,se/(1.382));	
	seh1=Yn+ValueWhen(Yn,se/(1.382*1.618));
	sel1=Yn-ValueWhen(Yn,se/(1.382*1.618));	
	
	Plot(seh3,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(255,0,0))),styleThick,Null,Null,PF_ExtraF);
	Plot(sel3,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(0,255,0))),styleThick,Null,Null,PF_ExtraF);
	Plot(seh2,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(255,100,100))),styleDashed,Null,Null,PF_ExtraF);
	Plot(sel2,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(100,255,100))),styleDashed,Null,Null,PF_ExtraF);
	Plot(seh1,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(255,200,200))),styleDashed,Null,Null,PF_ExtraF);
	Plot(sel1,"",IIf(BI>PF_EndBar-PF_ExtraF,colorWhite,IIf(BI<PF_BegBar-PF_ExtraF,colorWhite,ColorRGB(200,255,200))),styleDashed,Null,Null,PF_ExtraF);
}


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", colorWhite, 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

_SECTION_END();

2 comments

1. shariful

great tweak

2. nhoc1411

Thanks :)

Leave Comment

Please login here to leave a comment.

Back