Center of Gravity
Here's my attempt at the Ehlers COG. Someone needs to verify this code and correct my hacks.
//+------------------------------------------------------------------+
//| Ehlers COG.mq4 |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
extern int COGPeriod = 10;
double COG[], COG1[], wrkArray[];
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(3);
IndicatorDigits( MarketInfo( Symbol(), MODE_DIGITS ));
SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
if( !SetIndexBuffer( 0, COG ) &&
!SetIndexBuffer( 1, COG1 ) &&
!SetIndexBuffer( 2, wrkArray ))
Print( "cannot set indicator buffers!" );
SetIndexDrawBegin( 0, COGPeriod );
SetIndexDrawBegin( 1, COGPeriod );
IndicatorShortName( "Ehlers COG" );
return(0);
}
//+------------------------------------------------------------------+
int start()
{
int i, j, limit, iWrk00;
int countedBars = IndicatorCounted();
double dWrk00, num, denom;
limit = Bars - countedBars;
for( i = 0; i < limit; i++ )
{
wrkArray[i] = iMA(NULL, 0, COGPeriod, 0, MODE_SMA, PRICE_MEDIAN, i);
if((i >= COGPeriod) || (limit < 10))
{
num = 0;
denom = 0;
for( j = 0; j < COGPeriod; j++)
{
if(limit < 10)
iWrk00 = i + j;
else
iWrk00 = i - COGPeriod + j;
num = num + (1 + j) * wrkArray[iWrk00];
denom = denom + wrkArray[iWrk00];
}
if(limit < 10)
iWrk00 = i;
else
iWrk00 = i - COGPeriod;
COG[iWrk00] = -num / denom;
if(iWrk00 > 0)
COG1[iWrk00 - 1] = COG[iWrk00];
}
}
return(0);
}
//+------------------------------------------------------------------+
Hope it helps!
Oops! Sorry about the following line:
wrkArray[i] = iMA(NULL, 0, COGPeriod, 0, MODE_SMA, PRICE_MEDIAN, i);
This line is incorrect...I am fixing it now. I was trying to use MT4's ability to use different averaging methods to make the oscillator more responsive. I'll post as soon as I have corrected the problem.
Again, my apologies.
wrkArray[i] = iMA(NULL, 0, COGPeriod, 0, MODE_SMA, PRICE_MEDIAN, i);
This line is incorrect...I am fixing it now. I was trying to use MT4's ability to use different averaging methods to make the oscillator more responsive. I'll post as soon as I have corrected the problem.
Again, my apologies.
Here is the updated code. Again though if anyone can optimize it further or make it better have at it!
//+------------------------------------------------------------------+
//| Ehlers COG.mq4 |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
extern int COGPeriod = 10;
double COG[], COG1[], wrkArray[];
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(2);
IndicatorDigits( MarketInfo( Symbol(), MODE_DIGITS ));
SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
if( !SetIndexBuffer( 0, COG ) &&
!SetIndexBuffer( 1, COG1 ))
Print( "cannot set indicator buffers!" );
SetIndexDrawBegin( 0, COGPeriod );
SetIndexDrawBegin( 1, COGPeriod );
IndicatorShortName( "Ehlers COG" );
return(0);
}
//+------------------------------------------------------------------+
// Calculating Ehlers Center of Gravity
//+------------------------------------------------------------------+
// COG = -1 * (NUM / DENOM)
// NUM = the sum of [PRICE[i] * (i + 1)] from 0 to N
// DENOM = the sum of PRICE[i] from 0 to N
// where N equals the number of periods (COGPeriod)
// PRICE[0] equals the current bar
// PRICE[1] equals the previous bar
// PRICE[n] equals the price from n bars previous
//+------------------------------------------------------------------+
int start()
{
int i, j, limit, iWrk00;
int countedBars = IndicatorCounted();
double dWrk00, num, denom;
limit = Bars - countedBars;
for( i = 0; i < limit; i++ )
{
if((i >= COGPeriod) || (limit < 10))
{
num = 0;
denom = 0;
for( j = 0; j < COGPeriod; j++)
{
if(limit < 10)
iWrk00 = i + j;
else
iWrk00 = i - COGPeriod + j;
dWrk00 = (High[iWrk00] + Low[iWrk00]) / 2;
num = num + (1 + j) * dWrk00;
denom = denom + dWrk00;
}
if(limit < 10)
iWrk00 = i;
else
iWrk00 = i - COGPeriod;
COG[iWrk00] = -num / denom;
if(iWrk00 > 0)
COG1[iWrk00 - 1] = COG[iWrk00];
}
}
return(0);
}
//+------------------------------------------------------------------+
One final suggestion. As Ehlers site states regarding the CG oscillator setting the period window to half the dominant cycle will give an ideal CG oscillator under the given market condition. Integrating the Zig-Zag indicator into the system to determine this half dominant cycle number and using it as the window period can be coded. We use the tools at hand and the Zig-Zag is readily available in MT4.
Blessings on you for your work! Thank you so much for this and all your information regarding the Zig-Zag indicator. I appreciate this!
Jerry
Jerry
Here is the updated code. Again though if anyone can optimize it further or make it better have at it!
//+------------------------------------------------------------------+
//| Ehlers COG.mq4 |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
extern int COGPeriod = 10;
double COG[], COG1[], wrkArray[];
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(2);
IndicatorDigits( MarketInfo( Symbol(), MODE_DIGITS ));
SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
if( !SetIndexBuffer( 0, COG ) &&
!SetIndexBuffer( 1, COG1 ))
Print( "cannot set indicator buffers!" );
SetIndexDrawBegin( 0, COGPeriod );
SetIndexDrawBegin( 1, COGPeriod );
IndicatorShortName( "Ehlers COG" );
return(0);
}
//+------------------------------------------------------------------+
// Calculating Ehlers Center of Gravity
//+------------------------------------------------------------------+
// COG = -1 * (NUM / DENOM)
// NUM = the sum of [PRICE[i] * (i + 1)] from 0 to N
// DENOM = the sum of PRICE[i] from 0 to N
// where N equals the number of periods (COGPeriod)
// PRICE[0] equals the current bar
// PRICE[1] equals the previous bar
// PRICE[n] equals the price from n bars previous
//+------------------------------------------------------------------+
int start()
{
int i, j, limit, iWrk00;
int countedBars = IndicatorCounted();
double dWrk00, num, denom;
limit = Bars - countedBars;
for( i = 0; i < limit; i++ )
{
if((i >= COGPeriod) || (limit < 10))
{
num = 0;
denom = 0;
for( j = 0; j < COGPeriod; j++)
{
if(limit < 10)
iWrk00 = i + j;
else
iWrk00 = i - COGPeriod + j;
dWrk00 = (High[iWrk00] + Low[iWrk00]) / 2;
num = num + (1 + j) * dWrk00;
denom = denom + dWrk00;
}
if(limit < 10)
iWrk00 = i;
else
iWrk00 = i - COGPeriod;
COG[iWrk00] = -num / denom;
if(iWrk00 > 0)
COG1[iWrk00 - 1] = COG[iWrk00];
}
}
return(0);
}
//+------------------------------------------------------------------+
One final suggestion. As Ehlers site states regarding the CG oscillator setting the period window to half the dominant cycle will give an ideal CG oscillator under the given market condition. Integrating the Zig-Zag indicator into the system to determine this half dominant cycle number and using it as the window period can be coded. We use the tools at hand and the Zig-Zag is readily available in MT4.
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Blessings,
Jerry
Is there anyone that can point me in the right direction or to the right person for help??