Indicators: Center of Gravity J. F. Ehlers
It's useful! ...I'd like to know the criteria for colour change.
Hello,
This oscillator is a great one, but I have problems with it.
The signal line's end, wich is calculated by the last candle is not shown, so it always shows red at the present time. When I reset the oscillator it shows good values for a moment with the end of the signal line, but then switches back to red, (even if it has to show green).
What should i do to eliminate this problem?
I've tried to re-debug it but it didn't help.
Greets,
InfiniteDesign
In his opinion this indicator which works with mehor and symbol and timeframe.
What the best values for the parameters of this indicator?
What the best values for the parameters of this indicator?
Many many thanks for this great indicator.
I found the previous version as interesting and useful as the new one, or in fact even more so..
Could you please port the old one to mq5 as well ? I'd highly appreciate if it can be done.
Cheers, and thanks in advance !!
This indicator is non-deterministic. Ask for the same datapoints twice, at different times, and you'll get different answers. The drift is larger closer to the current time. The inconsistency can be as large as 3.7 x 10^-04.
InfiniteDesign:
I have the same problem...
Hello,
This oscillator is a great one, but I have problems with it.
The signal line's end, wich is calculated by the last candle is not shown, so it always shows red at the present time. When I reset the oscillator it shows good values for a moment with the end of the signal line, but then switches back to red, (even if it has to show green).
What should i do to eliminate this problem?
I've tried to re-debug it but it didn't help.
Greets,
InfiniteDesign
I tried to create a Signal from this indicator, but I was unable...
Any help?
//+------------------------------------------------------------------+ //| COG.mqh | //| Bruno Pio | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Bruno Pio" #property link "http://www.mql5.com" #property version "1.00" #include "..\ExpertSignal.mqh" // CExpertSignal is in the file ExpertSignal #property tester_indicator "CenterOfGravity.ex5" // wizard description start //+------------------------------------------------------------------+ //| Description of the class | //| Title=Signals of Center of Gravity | //| Type=SignalAdvanced | //| Name=My_COG | //| ShortName=CG | //| Class=COG | //| Page=Not needed | //| Parameter=Period_,int,10,Indicator averaging period | //| Parameter=SmoothPeriod,int,3,Signal line smoothing period | //| Parameter=MA_Method_,ENUM_MA_METHOD,MODE_EMA,Signal Method | //| Parameter=AppliedPrice,int,1,Price constant | //+------------------------------------------------------------------+ // wizard description end //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class COG : public CExpertSignal { private: CiCustom m_COG; // The indicator as an object //--- Configurable module parameters int m_Period_; // Indicator averaging period int m_SmoothPeriod; // Signal line smoothing period ENUM_MA_METHOD m_MA_Method_; // Signal line averaging method int m_AppliedPrice; // Price constant public: COG(void); ~COG(void); //--- Checking correctness of input data bool ValidationSettings(); //--- Creating indicators and timeseries for the module of signals bool InitIndicators(CIndicators *indicators); //--- Access to indicator data double CG(const int index) const { return(m_COG.GetData(0,index)); } double Signal(const int index) const { return(m_COG.GetData(1,index)); } //--- Checking buy and sell conditions virtual int LongCondition(); virtual int ShortCondition(); //--- Methods for setting void Period_(int value) { m_Period_=value; } void SmoothPeriod(int value) { m_SmoothPeriod=value; } void MA_Method_(ENUM_MA_METHOD value) { m_MA_Method_=value; } void AppliedPrice(int value) { m_AppliedPrice=value; } protected: //--- Creating indicator bool CreateCOG(CIndicators *indicators); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ COG::COG(void) : m_Period_(10), // Indicator averaging period m_SmoothPeriod(3), // Signal line smoothing period m_MA_Method_(MODE_EMA), // Signal line averaging method m_AppliedPrice(1) // Price constant { } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ COG::~COG() { } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Checks input parameters and returns true if everything is OK | //+------------------------------------------------------------------+ bool COG:: ValidationSettings() { //--- Call the base class method if(!CExpertSignal::ValidationSettings()) return(false); //--- Check periods, number of bars for the calculation of the MA >=1 if(m_Period_<1) { PrintFormat("Incorrect value set for one of the period! Period_=%d", m_Period_); return false; } //--- Check periods, number of bars for the calculation of the MA >=1 if(m_SmoothPeriod<1) { PrintFormat("Incorrect value set for one of the period! m_SmoothPeriod=%d", m_SmoothPeriod); return false; } //--- Fast MA smoothing type must be one of the four values of the enumeration if(m_MA_Method_!=MODE_SMA && m_MA_Method_!=MODE_EMA && m_MA_Method_!=MODE_SMMA && m_MA_Method_!=MODE_LWMA) { PrintFormat("Invalid type of smoothing of the fast MA!"); return false; } //--- m_AppliedPrice must be validy if(m_AppliedPrice<1 || m_AppliedPrice>11) { PrintFormat("Invalid type of Price!"); return false; } //--- All checks are completed, everything is ok return true; } //+------------------------------------------------------------------+ //| Creates indicators | //| Input: a pointer to a collection of indicators | //| Output: true if successful, otherwise false | //+------------------------------------------------------------------+ bool COG::InitIndicators(CIndicators *indicators) { //--- Standard check of the collection of indicators for NULL if(indicators==NULL) return(false); //--- Initializing indicators and timeseries in additional filters if(!CExpertSignal::InitIndicators(indicators)) return(false); //--- Creating our indicators if(!CreateCOG(indicators)) return(false); //--- Reached this part, so the function was successful, return true return(true); } //+------------------------------------------------------------------+ //| Creates the "COG" indicator | //+------------------------------------------------------------------+ bool COG::CreateCOG(CIndicators *indicators) { //--- Checking the pointer if(indicators==NULL) return(false); //--- Adding an object to the collection if(!indicators.Add(GetPointer(m_COG))) { printf(__FUNCTION__+": Error adding an object of the COG"); return(false); } //--- Setting parameters of the COG MqlParam parameters[5]; //--- parameters[0].type=TYPE_STRING; parameters[0].string_value="CenterOfGravity.ex5"; parameters[1].type=TYPE_INT; parameters[1].integer_value=m_Period_; // Period parameters[2].type=TYPE_INT; parameters[2].integer_value=m_SmoothPeriod; // Signal line smoothing period parameters[3].type=TYPE_INT; parameters[3].integer_value=m_MA_Method_; // Signal line averaging method parameters[4].type=TYPE_INT; parameters[4].integer_value=m_AppliedPrice; // Price constant //--- Object initialization if(!m_COG.Create(m_symbol.Name(),0,IND_CUSTOM,5,parameters)) { printf(__FUNCTION__+": Error initializing the object of the COG"); return(false); } //--- Number of buffers if(!m_COG.NumBuffers(2)) return(false); //--- Reached this part, so the function was successful, return true return(true); } //+------------------------------------------------------------------+ //| Returns the strength of the buy signal | //+------------------------------------------------------------------+ int COG::LongCondition() { int signal=0; //--- For operation with ticks idx=0, for operation with formed bars idx=1 int idx=StartIndex(); //--- Values of COGs at the last formed bar double last_fast_value=CG(idx); double last_slow_value=Signal(idx); //--- Values of COGs at the last but one formed bar double prev_fast_value=CG(idx+1); double prev_slow_value=Signal(idx+1); //---If CG > Signal && CG-1 < Signal-1 if((last_fast_value>last_slow_value) && (prev_fast_value<prev_slow_value)) { signal=100; // There is a signal to buy } //--- Return the signal value return(signal); } //+------------------------------------------------------------------+ //| Returns the strength of the sell signal | //+------------------------------------------------------------------+ int COG::ShortCondition() { int signal=0; //--- For operation with ticks idx=0, for operation with formed bars idx=1 int idx=StartIndex(); //--- Values of COGs at the last formed bar double last_fast_value=CG(idx); double last_slow_value=Signal(idx); //--- Values of COGs at the last but one formed bar double prev_fast_value=CG(idx+1); double prev_slow_value=Signal(idx+1); //---If CG < Signal && CG-1 > Signal-1 if((last_fast_value<last_slow_value) && (prev_fast_value>prev_slow_value)) { signal=100; // There is a signal to sell } //--- Return the signal value return(signal); }
interesting thing... need to determine the algorithm in combat conditions
Bruno Pio #:
Ugyanez a problémám van...
Ugyanez a problémám van...
I have received so many valuable things from the community that I want to give something back.
This is a brilliant indicator (if you also consider the higher trends) I am sending the improved version, the end of which is no longer just red, and it updates properly on the live chart.
Use the CODE button (Alt-S) when inserting code.
A moderator corrected the formatting this time. Please format code properly in future; posts with improperly formatted code may be removed.
/* * The SmoothAlgorithms.mqh file must be placed * to terminal_data_folder\MQL5\Include */ //+------------------------------------------------------------------+ //| Center of Gravity.mq4 | //| Copyright © 2007, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright © 2007, MetaQuotes Software Corp." #property link "http://www.metaquotes.net" //---- indicator version #property version "1.00" //---- drawing the indicator in a separate window #property indicator_separate_window //---- three buffers are used for calculation and drawing the indicator #property indicator_buffers 3 //---- two plots are used #property indicator_plots 2 //+----------------------------------------------+ //| Indicator drawing parameters | //+----------------------------------------------+ //---- drawing indicator 1 as a three-colored line #property indicator_type1 DRAW_COLOR_LINE //---- used as a three-colored line colors #property indicator_color1 Gray,Lime,Red //---- line of the indicator 1 is a continuous curve #property indicator_style1 STYLE_SOLID //---- thickness of line of the indicator 1 is equal to 1 #property indicator_width1 1 //---- displaying of the indicator label 1 #property indicator_label1 "Center of Gravity" //+----------------------------------------------+ //| Indicator drawing parameters | //+----------------------------------------------+ //---- drawing indicator 2 as a line #property indicator_type2 DRAW_LINE //---- blue color is used as the color of the indicator line #property indicator_color2 Blue //---- line of the indicator 2 is a continuous curve #property indicator_style2 STYLE_SOLID //---- thickness of line of the indicator 2 is equal to 1 #property indicator_width2 1 //---- displaying of the indicator line label 2 #property indicator_label2 "Signal Line" //---- line style is a dot-dash curve #property indicator_style2 STYLE_DASHDOTDOT //+-----------------------------------+ //| Indicators input parameters | //+-----------------------------------+ enum Applied_price_ //Type of constant { PRICE_CLOSE_ = 1, //PRICE_CLOSE PRICE_OPEN_, //PRICE_OPEN PRICE_HIGH_, //PRICE_HIGH PRICE_LOW_, //PRICE_LOW PRICE_MEDIAN_, //PRICE_MEDIAN PRICE_TYPICAL_, //PRICE_TYPICAL PRICE_WEIGHTED_, //PRICE_WEIGHTED PRICE_SIMPLE_,//PRICE_SIMPLE_ PRICE_QUARTER_, //PRICE_QUARTER_ PRICE_TRENDFOLLOW0_, //PRICE_TRENDFOLLOW0_ PRICE_TRENDFOLLOW1_ //PRICE_TRENDFOLLOW1_ }; input int Period_=10; // Indicator averaging period input int SmoothPeriod=3; // Signal line smoothing period input ENUM_MA_METHOD MA_Method_=MODE_SMA; // Signal line averaging method input Applied_price_ AppliedPrice=PRICE_CLOSE_;// Price constant /* , used for calculation of the indicator ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPLE, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */ //+-----------------------------------+ //---- declaration of dynamic arrays that further //---- will be used as indicator buffers double Ext1Buffer[]; double Ext2Buffer[]; double ColorExt2Buffer[]; //---- Declaration of the integer variables for the start of data calculation int StartBar; //+------------------------------------------------------------------+ //| iPriceSeries function description | //| Moving_Average class description | //+------------------------------------------------------------------+ #include <SmoothAlgorithms.mqh> //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- initialization of constants StartBar=Period_; //---- set MAMABuffer dynamic array as indicator buffer SetIndexBuffer(0,Ext1Buffer,INDICATOR_DATA); //---- creating label to display in DataWindow PlotIndexSetString(0,PLOT_LABEL,"Center of Gravity"); //---- shifting the start of drawing of the indicator PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartBar); //---- turning a dynamic array into a color index buffer SetIndexBuffer(1,ColorExt2Buffer,INDICATOR_COLOR_INDEX); //---- shifting the start of drawing of the indicator PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,StartBar+1); //---- set FAMABuffer dynamic array as indicator array SetIndexBuffer(2,Ext2Buffer,INDICATOR_DATA); //---- creating label to display in DataWindow PlotIndexSetString(2,PLOT_LABEL,"Signal Line"); //---- shifting the start of drawing of the indicator PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,StartBar+1); //---- initializations of variable for indicator short name string shortname; StringConcatenate(shortname,"Center of Gravity(",Period_,")"); //---- creating name for displaying in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //---- set accuracy of displaying of the indicator values IndicatorSetInteger(INDICATOR_DIGITS,0); //---- } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// number of bars calculated at previous call const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(rates_total<StartBar) return(0); //---- Declaration of variables with a floating point double price_,sma,lwma; //---- Declaration of integer variables int first1,first2,first3,bar; //---- Initialization of the indicator in the OnCalculate() block if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of calculation of an indicator { first1=0; // starting number for calculation of all first loop bars first2=Period_+1; // starting number for calculation of all signal line bars first3=Period_+SmoothPeriod+3; // starting number for calculation of all coloring loop bars } else // starting number for calculation of new bars { first1=prev_calculated-1; first3=first1; } //---- FIX (additive): a jelvonal (Signal Line) MASeries hĂvásának "begin" paramĂ©tere mindig //---- ugyanaz az ĂLLANDĂ“ megbĂzhatĂłsági kĂĽszöb (Period_+1) kell, hogy legyen - eredetileg Ă©lĹ‘ //---- ticknĂ©l tĂ©vesen a mindig változĂł "first1"-re (magára az aktuális gyertyaindexre) volt //---- állĂtva, ami minden Ă©lĹ‘ ticknĂ©l megegyezett a feldolgozott gyertyával, összezavarva a //---- belsĹ‘ simĂtĂł-osztály "meddig megbĂzhatĂł az adat" logikáját - emiatt volt instabil/hibás //---- a jelvonal Ă©lĹ‘ Ă©rtĂ©ke, Ă©s emiatt "javult meg" csak TF-váltás (teljes Ăşjraszámolás) után. first2=Period_+1; //---- declaration of variables of the Moving_Average class static CMoving_Average MA,LWMA,SIGN; //---- Main cycle of calculation of the channel center line for(bar=first1; bar<rates_total; bar++) { //---- Call of the PriceSeries function to get the input price 'Series' price_=PriceSeries(AppliedPrice,bar,open,low,high,close); sma=MA.MASeries(0,prev_calculated,rates_total,Period_,MODE_SMA,price_,bar,false); lwma=LWMA.MASeries(0,prev_calculated,rates_total,Period_,MODE_LWMA,price_,bar,false); Ext1Buffer[bar]=sma*lwma/_Point; Ext2Buffer[bar]=SIGN.MASeries(first2,prev_calculated,rates_total,SmoothPeriod,MA_Method_,Ext1Buffer[bar],bar,false); } //---- Main loop of the signal line coloring for(bar=first3; bar<rates_total; bar++) { ColorExt2Buffer[bar]=0; if(Ext1Buffer[bar]<Ext2Buffer[bar]) ColorExt2Buffer[bar]=2; else ColorExt2Buffer[bar]=1; } //---- return(rates_total); } //+------------------------------------------------------------------+
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Center of Gravity J. F. Ehlers:
Center of Gravity actually has a zero lag and allows to define turning points precisely. This indicator is the result of Ehler's study of adaptive filters.
The indicator Center of Gravity allows to identify main pivot points almost without any lag.
The idea of calculating a center of gravity appeared from the investigation of lags of different filters with the finite impulse response (FIR) in accordance with the relative amplitude of filter coefficients. SMA (Simple Moving Average) is a FIR-filter, in which all coefficients have one and the same value. As a result the center of gravity of SMA is an exact center of the filter. WMA (Weighted Moving Average) is a FIR-filter, in which the last price change is weighted through the filter length, and so on.
The values of weighting are coefficients of filters. Coefficients of WMA filters can be presented as contours of a triangle. The center of gravity is on the 1/3 of the triangle base length. Thus WMA gravity center is shifted to the right with respect to the center of gravitation of SMA of the same length, which gives us a smaller lag. For all examples with FIR filters the sum of productions of coefficients and the price must be divided by the sum of coefficients for preservation of original prices.
Author: Nikolay Kositsin