//+------------------------------------------------------------------+
//| JB Center of Gravity.mq4 |
//| |
//| Original Code from NG3110@latchess.com |
//| Modification written by Jürgen Bouché |
//| This is the no repainting variant of the COG indicator. |
//| |
//| http://juergen.bouche.de |
//+------------------------------------------------------------------+
#property copyright "ANG3110@latchess.com and Jürgen Bouché"
#property link "http://juergen.bouche.de"
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 RoyalBlue
#property indicator_color2 LimeGreen
#property indicator_color3 LimeGreen
#property indicator_color4 Goldenrod
#property indicator_color5 Goldenrod
extern int bars_back = 240;
extern int m = 4;
extern int i = 0;
extern double kstd = 1;
double fx[], sqh[], sql[], stdh[], stdl[];
double ai[10,10], b[10], x[10], sx[20];
double sum;
int p, n, f;
double qq, mm, tt;
int ii, jj, kk, ll, nn;
double sq, std;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorShortName("JB Center of Gravity");
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, fx);
SetIndexBuffer(1, sqh);
SetIndexBuffer(2, sql);
SetIndexBuffer(3, stdh);
SetIndexBuffer(4, stdl);
nn = m + 1;
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int mi;
p = bars_back;
sx[1] = p + 1;
int iBarsToCalculate = 0;
int iCountedBars = IndicatorCounted();
if(iCountedBars < 0) return(-1);
if(iCountedBars > 0) iCountedBars--;
iBarsToCalculate = Bars - iCountedBars;
for(i = 0;i < iBarsToCalculate;i++)
{
// +-----+ SX +-----+
for(mi = 1; mi <= nn * 2 - 2; mi++)
{
sum = 0;
for(n = i; n <= i + p; n++)
{
sum += MathPow(n, mi);
}
sx[mi + 1] = sum;
}
// +-----+ SYX +-----+
for(mi = 1; mi <= nn; mi++)
{
sum = 0.00000;
for(n = i; n <= i + p; n++)
{
if(mi == 1)
sum += Close[n];
else
sum += Close[n] * MathPow(n, mi - 1);
}
b[mi] = sum;
}
// +-----+ MATRIX +-----+
for(jj = 1; jj <= nn; jj++)
{
for(ii = 1; ii <= nn; ii++)
{
kk = ii + jj - 1;
ai[ii, jj] = sx[kk];
}
}
// +-----+ GAUSS +-----+
for(kk = 1; kk <= nn - 1; kk++)
{
ll = 0; mm = 0;
for(ii = kk; ii <= nn; ii++)
{
if(MathAbs(ai[ii, kk]) > mm)
{
mm = MathAbs(ai[ii, kk]);
ll = ii;
}
}
if(ll == 0)
return(0);
if(ll != kk)
{
for(jj = 1; jj <= nn; jj++)
{
tt = ai[kk, jj];
ai[kk, jj] = ai[ll, jj];
ai[ll, jj] = tt;
}
tt = b[kk]; b[kk] = b[ll]; b[ll] = tt;
}
for(ii = kk + 1; ii <= nn; ii++)
{
qq = ai[ii, kk] / ai[kk, kk];
for(jj = 1; jj <= nn; jj++)
{
if(jj == kk)
ai[ii, jj] = 0;
else
ai[ii, jj] = ai[ii, jj] - qq * ai[kk, jj];
}
b[ii] = b[ii] - qq * b[kk];
}
}
x[nn] = b[nn] / ai[nn, nn];
for(ii = nn - 1; ii >= 1; ii--)
{
tt = 0;
for(jj = 1; jj <= nn - ii; jj++)
{
tt = tt + ai[ii, ii + jj] * x[ii + jj];
x[ii] = (1 / ai[ii, ii]) * (b[ii] - tt);
}
}
/*for(n = i; n <= i + p; n++)
{
sum = 0;
for(kk = 1; kk <= m; kk++)
{
sum += x[kk + 1] * MathPow(n, kk);
}
fx[n] = x[1] + sum;
}*/
sum = 0;
for(kk = 1; kk <= m; kk++)
{
sum += x[kk + 1] * MathPow(i, kk);
}
fx[i] = x[1] + sum;
sq = 0.0;
/*for(n = i;n <= i + p;n++)
{
sq += MathPow(Close[n] - fx[n], 2);
}*/
for(n = i;n <= i + p;n++)
{
sum = 0;
for(kk = 1; kk <= m; kk++)
{
sum += x[kk + 1] * MathPow(n, kk);
}
sq += MathPow(Close[n] - (x[1] + sum), 2);
}
sq = MathSqrt(sq / (p + 1)) * kstd;
std = iStdDev(NULL,0,p,MODE_SMA,0,PRICE_CLOSE,i) * kstd;
/*for(n = i; n <= i + p; n++)
{
sqh[n] = fx[n] + sq;
sql[n] = fx[n] - sq;
stdh[n] = fx[n] + std;
stdl[n] = fx[n] - std;
}*/
sqh[i] = fx[i] + sq;
sql[i] = fx[i] - sq;
stdh[i] = fx[i] + std;
stdl[i] = fx[i] - std;
}
return(0);
}
//+------------------------------------------------------------------+^
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: