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Ehlers_CG
//+------------------------------------------------------------------+
//| CG.mq4 |
//| |
//| CG Oscillator |
//| |
//| Algorithm taken from book |
//| "Cybernetics Analysis for Stock and Futures" |
//| by John F. Ehlers |
//| |
//| contact@mqlsoft.com |
//| http://www.mqlsoft.com/ |
//+------------------------------------------------------------------+
#property copyright "Coded by Witold Wozniak"
#property link "www.mqlsoft.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_level1 0
double CG[];
double Trigger[];
extern int Length=10;
int buffers=0;
int drawBegin=0;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
drawBegin=Length;
initBuffer(CG,"CG",DRAW_LINE);
initBuffer(Trigger,"Trigger",DRAW_LINE);
IndicatorBuffers(buffers);
IndicatorShortName("CG ["+Length+"]");
return (0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
if(counted_bars < 0) return(-1);
if(counted_bars>0) counted_bars--;
int limit=Bars-counted_bars;
if(counted_bars==0) limit-=1+Length;
int s;
for(s=limit; s>=0; s--)
{
double Num=0.0;
double Denom=0.0;
for(int count=0; count<Length; count++)
{
Num+=(1.0+count)*P(s+count);
Denom+=P(s+count);
}
if(Denom!=0)
{
CG[s] = -Num / Denom + (Length + 1.0) / 2.0;
} else {
CG[s]=0;
}
Trigger[s]=CG[s+1];
}
return (0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double P(int index)
{
return ((High[index] + Low[index]) / 2.0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void initBuffer(double array[],string label="",int type=DRAW_NONE,int arrow=0,int style=EMPTY,int width=EMPTY,color clr=CLR_NONE)
{
SetIndexBuffer(buffers,array);
SetIndexLabel(buffers,label);
SetIndexEmptyValue(buffers,EMPTY_VALUE);
SetIndexDrawBegin(buffers,drawBegin);
SetIndexShift(buffers,0);
SetIndexStyle(buffers,type,style,width);
SetIndexArrow(buffers,arrow);
buffers++;
}
//+------------------------------------------------------------------+
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