Hi friends
I saw the forexcog system,which uses centre of gravity and ma9.
and a histogram chart in separate chart.
Simple system.
is there any afl for this?
see chart please.
here is COF afl by ED POTTASCH
WE may need to change lookback to 125 bars,order to 2.
The histogram is price above & below cog line.
------------------------------------------------------------------------
// COG: Center of Gravity indicator
// AFL code by E.M.Pottasch, 2011
// translated from: http://chartstudio.whselfinvest.com/files/CenterGravity_0.ctl
sx=Null;b=Null;ai=Null;x=Null;
reg=x1=x2=x3=z1=z2=z3=Null;
rega=x1a=x2a=x3a=z1a=z2a=z3a=Null;
bi=BarIndex();
eb=LastValue(bi);
order=Param("n-th Order",3,1,8,1);
bars=Param("Lookback Period",100,50,500,1);
sv=ParamToggle("Use Selected Value","Off|On",1);
alt=ParamToggle("Error Levels","Fibonacci|Standard",0);
ecart=1.61803399;
if(sv)
{
eb=SelectedValue(bi);
bb=Max(0,eb-bars);
}
else
{
bb=Max(0,eb-bars);
}
fin=eb;
nn=order+1;
sx[1]=bars+1;
if(fin>bars)
{
for(mi=1;mi<=2*nn-2;mi++)
{
suml=0;
for(n=0;n<=bars;n++)
{
suml=suml+n^mi;
}
sx[mi+1]=suml;
}
for(mi=1;mi<=nn;mi++)
{
suml=0;
for(n=0;n<=bars;n++)
{
if (mi==1)
suml=suml+Close[fin-n];
else
suml=suml+Close[fin-n]*n^(mi-1);
b[mi]=suml;
}
}
for(jj=1;jj<=nn;jj++)
{
for(ii=1;ii<=nn;ii++)
{
kk=ii+jj-1;
ai[(ii-1)*nn+jj]=sx[kk];
}
}
for(kk=1;kk<=nn-1;kk++)
{
ll=0;
mm=0;
for(ii=kk;ii<=nn;ii++)
{
if(abs(ai[(ii-1)*nn+kk])>mm)
{
mm=abs(ai[(ii-1)*nn+kk]);
ll=ii;
}
}
if(ll==0) break;
if(ll!=kk)
{
for(jj=1;jj<=nn;jj++)
{
tt=ai[(kk-1)*nn+jj];
ai[(kk-1)*nn+jj]=ai[(ll-1)*nn+jj];
ai[(ll-1)*nn+jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[(ii-1)*nn+kk]/ai[(kk-1)*nn+kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk)
ai[(ii-1)*nn+jj]=0;
else
ai[(ii-1)*nn+jj]=ai[(ii-1)*nn+jj]-qq*ai[(kk-1)*nn+jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn]=b[nn]/ai[nn*nn];
for(kk=1;kk<=nn-1;kk++)
{
tt=0;
ii=nn-kk;
for(jj=1;jj<=nn-ii;jj++)
{
tt=tt+ai[(ii-1)*nn+ii+jj]*x[ii+jj];
if(ai[(ii-1)*nn+ii]!=0)
x[ii]=(b[ii]-tt)/ai[(ii-1)*nn+ii];
}
}
for(n=0;n<=bars;n++)
{
suml=0;
for(kk=1;kk<=order;kk++)
{
suml=suml+x[kk+1]*n^kk;
}
reg[fin-n]=x[1]+suml;
}
}
SetChartOptions(0, chartShowDates);
Title = "Symbol: "+ Name()+ "\nPoly Order: "+order;
if(alt)
{
dev=StDev(Close-reg,bars);
sd=dev[fin];
x1a=reg+sd*1;//68%
x2a=reg+sd*2;//95%
x3a=reg+sd*3;//99.83%
z1a=reg-sd*1;
z2a=reg-sd*2;
z3a=reg-sd*3;
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(reg,"reg",colorBlue,1);
Plot(x3a,"x3a",ColorRGB(255,0,0),styleThick);
Plot(x2a,"x2a",ColorRGB(255,100,100),styleDashed);
Plot(x1a,"x1a",ColorRGB(255,200,200),styleDashed);
Plot(z3a,"z3a",ColorRGB(0,255,0),styleThick);
Plot(z2a,"z2a",ColorRGB(100,255,100),styleDashed);
Plot(z1a,"z1a",ColorRGB(200,255,200),styleDashed);
PlotOHLC(x3a,x3a,x1a,x1a,"",ColorRGB(30,0,0),styleCloud|styleNoLabel,0,0,0,-1);
PlotOHLC(z1a,z1a,z3a,z3a,"",ColorRGB(0,30,0),styleCloud|styleNoLabel,0,0,0,-1);
}
else
{
dev=StDev(Close,bars);
sd=ecart*dev[fin];
x1=reg+sd/(1.382*1.618);
x2=reg+sd/1.382;
x3=reg+sd;
z1=reg-sd/(1.382*1.618);
z2=reg-sd/1.382;
z3=reg-sd;
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(reg,"reg",colorBlue,1);
Plot(x3,"x3",ColorRGB(255,0,0),styleThick);
Plot(x2,"x2",ColorRGB(255,100,100),styleDashed);
Plot(x1,"x1",ColorRGB(255,200,200),styleDashed);
Plot(z3,"z3",ColorRGB(0,255,0),styleThick);
Plot(z2,"z2",ColorRGB(100,255,100),styleDashed);
Plot(z1,"z1",ColorRGB(200,255,200),styleDashed);
PlotOHLC(x3,x3,x2,x2,"",ColorRGB(30,0,0),styleCloud|styleNoLabel,0,0,0,-1);
PlotOHLC(z2,z2,z3,z3,"",ColorRGB(0,30,0),styleCloud|styleNoLabel,0,0,0,-1);
}
--------------------------------------------------------------------
thanks
ford
I saw the forexcog system,which uses centre of gravity and ma9.
and a histogram chart in separate chart.
Simple system.
is there any afl for this?
see chart please.
here is COF afl by ED POTTASCH
WE may need to change lookback to 125 bars,order to 2.
The histogram is price above & below cog line.
------------------------------------------------------------------------
// COG: Center of Gravity indicator
// AFL code by E.M.Pottasch, 2011
// translated from: http://chartstudio.whselfinvest.com/files/CenterGravity_0.ctl
sx=Null;b=Null;ai=Null;x=Null;
reg=x1=x2=x3=z1=z2=z3=Null;
rega=x1a=x2a=x3a=z1a=z2a=z3a=Null;
bi=BarIndex();
eb=LastValue(bi);
order=Param("n-th Order",3,1,8,1);
bars=Param("Lookback Period",100,50,500,1);
sv=ParamToggle("Use Selected Value","Off|On",1);
alt=ParamToggle("Error Levels","Fibonacci|Standard",0);
ecart=1.61803399;
if(sv)
{
eb=SelectedValue(bi);
bb=Max(0,eb-bars);
}
else
{
bb=Max(0,eb-bars);
}
fin=eb;
nn=order+1;
sx[1]=bars+1;
if(fin>bars)
{
for(mi=1;mi<=2*nn-2;mi++)
{
suml=0;
for(n=0;n<=bars;n++)
{
suml=suml+n^mi;
}
sx[mi+1]=suml;
}
for(mi=1;mi<=nn;mi++)
{
suml=0;
for(n=0;n<=bars;n++)
{
if (mi==1)
suml=suml+Close[fin-n];
else
suml=suml+Close[fin-n]*n^(mi-1);
b[mi]=suml;
}
}
for(jj=1;jj<=nn;jj++)
{
for(ii=1;ii<=nn;ii++)
{
kk=ii+jj-1;
ai[(ii-1)*nn+jj]=sx[kk];
}
}
for(kk=1;kk<=nn-1;kk++)
{
ll=0;
mm=0;
for(ii=kk;ii<=nn;ii++)
{
if(abs(ai[(ii-1)*nn+kk])>mm)
{
mm=abs(ai[(ii-1)*nn+kk]);
ll=ii;
}
}
if(ll==0) break;
if(ll!=kk)
{
for(jj=1;jj<=nn;jj++)
{
tt=ai[(kk-1)*nn+jj];
ai[(kk-1)*nn+jj]=ai[(ll-1)*nn+jj];
ai[(ll-1)*nn+jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[(ii-1)*nn+kk]/ai[(kk-1)*nn+kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk)
ai[(ii-1)*nn+jj]=0;
else
ai[(ii-1)*nn+jj]=ai[(ii-1)*nn+jj]-qq*ai[(kk-1)*nn+jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn]=b[nn]/ai[nn*nn];
for(kk=1;kk<=nn-1;kk++)
{
tt=0;
ii=nn-kk;
for(jj=1;jj<=nn-ii;jj++)
{
tt=tt+ai[(ii-1)*nn+ii+jj]*x[ii+jj];
if(ai[(ii-1)*nn+ii]!=0)
x[ii]=(b[ii]-tt)/ai[(ii-1)*nn+ii];
}
}
for(n=0;n<=bars;n++)
{
suml=0;
for(kk=1;kk<=order;kk++)
{
suml=suml+x[kk+1]*n^kk;
}
reg[fin-n]=x[1]+suml;
}
}
SetChartOptions(0, chartShowDates);
Title = "Symbol: "+ Name()+ "\nPoly Order: "+order;
if(alt)
{
dev=StDev(Close-reg,bars);
sd=dev[fin];
x1a=reg+sd*1;//68%
x2a=reg+sd*2;//95%
x3a=reg+sd*3;//99.83%
z1a=reg-sd*1;
z2a=reg-sd*2;
z3a=reg-sd*3;
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(reg,"reg",colorBlue,1);
Plot(x3a,"x3a",ColorRGB(255,0,0),styleThick);
Plot(x2a,"x2a",ColorRGB(255,100,100),styleDashed);
Plot(x1a,"x1a",ColorRGB(255,200,200),styleDashed);
Plot(z3a,"z3a",ColorRGB(0,255,0),styleThick);
Plot(z2a,"z2a",ColorRGB(100,255,100),styleDashed);
Plot(z1a,"z1a",ColorRGB(200,255,200),styleDashed);
PlotOHLC(x3a,x3a,x1a,x1a,"",ColorRGB(30,0,0),styleCloud|styleNoLabel,0,0,0,-1);
PlotOHLC(z1a,z1a,z3a,z3a,"",ColorRGB(0,30,0),styleCloud|styleNoLabel,0,0,0,-1);
}
else
{
dev=StDev(Close,bars);
sd=ecart*dev[fin];
x1=reg+sd/(1.382*1.618);
x2=reg+sd/1.382;
x3=reg+sd;
z1=reg-sd/(1.382*1.618);
z2=reg-sd/1.382;
z3=reg-sd;
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(reg,"reg",colorBlue,1);
Plot(x3,"x3",ColorRGB(255,0,0),styleThick);
Plot(x2,"x2",ColorRGB(255,100,100),styleDashed);
Plot(x1,"x1",ColorRGB(255,200,200),styleDashed);
Plot(z3,"z3",ColorRGB(0,255,0),styleThick);
Plot(z2,"z2",ColorRGB(100,255,100),styleDashed);
Plot(z1,"z1",ColorRGB(200,255,200),styleDashed);
PlotOHLC(x3,x3,x2,x2,"",ColorRGB(30,0,0),styleCloud|styleNoLabel,0,0,0,-1);
PlotOHLC(z2,z2,z3,z3,"",ColorRGB(0,30,0),styleCloud|styleNoLabel,0,0,0,-1);
}
--------------------------------------------------------------------
thanks
ford
Last edited: