| blob | 5e14d1c1930404200bb2a87674ccb13687e4421a |
1 //+------------------------------------------------------------------+\r
2 //| Center of Gravity.mq4 |\r
3 //| Original Code from NG3110@latchess.com | \r
4 //| Modified for THV system by Cobraforex, www.cobraforex.com |\r
5 //+------------------------------------------------------------------+\r
6 #property copyright "ANG3110@latchess.com"\r
7 //---------ang_PR (Din)--------------------\r
8 #property indicator_chart_window\r
9 #property indicator_buffers 5\r
10 #property indicator_color1 Black\r
11 #property indicator_color2 FireBrick\r
12 #property indicator_color3 DarkGreen\r
13 #property indicator_color4 Black\r
14 #property indicator_color5 Black\r
15 //-----------------------------------\r
16 extern int bars_back = 120;\r
17 extern int m = 4;\r
18 extern int i = 0;\r
19 extern double kstd = 2.0;\r
20 extern int sName = 720;\r
21 //-----------------------\r
22 double fx[], sqh[], sql[], stdh[], stdl[];\r
23 double ai[10,10], b[10], x[10], sx[20];\r
24 double sum;\r
25 int ip, p, n, f;\r
26 double qq, mm, tt;\r
27 int ii, jj, kk, ll, nn;\r
28 double sq, std;\r
29 //*******************************************\r
30 int init()\r
31 {\r
32 IndicatorShortName("COG THV");\r
33 SetIndexStyle(0, DRAW_LINE);\r
34 SetIndexBuffer(0, fx);\r
35 SetIndexBuffer(1, sqh);\r
36 SetIndexBuffer(2, sql);\r
37 SetIndexBuffer(3, stdh);\r
38 SetIndexBuffer(4, stdl);\r
39 p = MathRound(bars_back);\r
40 nn = m + 1;\r
41 ObjectCreate("pr" + sName, 22, 0, Time[p], fx[p]);\r
42 ObjectSet("pr" + sName, 14, 159);\r
43 return(0);\r
44 }\r
45 //----------------------------------------------------------\r
46 int deinit()\r
47 {\r
48 ObjectDelete("pr" + sName);\r
49 }\r
50 //**********************************************************************************************\r
51 int start()\r
52 {\r
53 int mi;\r
54 //-------------------------------------------------------------------------------------------\r
55 ip = iBarShift(Symbol(), Period(), ObjectGet("pr" + sName, OBJPROP_TIME1));\r
56 p = bars_back; \r
57 sx[1] = p + 1;\r
58 SetIndexDrawBegin(0, Bars - p - 1);\r
59 SetIndexDrawBegin(1, Bars - p - 1);\r
60 SetIndexDrawBegin(2, Bars - p - 1);\r
61 SetIndexDrawBegin(3, Bars - p - 1);\r
62 SetIndexDrawBegin(4, Bars - p - 1); \r
63 //----------------------sx-------------------------------------------------------------------\r
64 for(mi = 1; mi <= nn * 2 - 2; mi++)\r
65 {\r
66 sum = 0;\r
67 for(n = i; n <= i + p; n++)\r
68 {\r
69 sum += MathPow(n, mi);\r
70 }\r
71 sx[mi + 1] = sum;\r
72 } \r
73 //----------------------syx-----------\r
74 for(mi = 1; mi <= nn; mi++)\r
75 {\r
76 sum = 0.00000;\r
77 for(n = i; n <= i + p; n++)\r
78 {\r
79 if(mi == 1)\r
80 sum += Close[n];\r
81 else\r
82 sum += Close[n] * MathPow(n, mi - 1);\r
83 }\r
84 b[mi] = sum;\r
85 } \r
86 //===============Matrix=======================================================================================================\r
87 for(jj = 1; jj <= nn; jj++)\r
88 {\r
89 for(ii = 1; ii <= nn; ii++)\r
90 {\r
91 kk = ii + jj - 1;\r
92 ai[ii, jj] = sx[kk];\r
93 }\r
94 } \r
95 //===============Gauss========================================================================================================\r
96 for(kk = 1; kk <= nn - 1; kk++)\r
97 {\r
98 ll = 0; mm = 0;\r
99 for(ii = kk; ii <= nn; ii++)\r
100 {\r
101 if(MathAbs(ai[ii, kk]) > mm)\r
102 {\r
103 mm = MathAbs(ai[ii, kk]);\r
104 ll = ii;\r
105 }\r
106 }\r
107 if(ll == 0)\r
108 return(0); \r
109 \r
110 if(ll != kk)\r
111 {\r
112 for(jj = 1; jj <= nn; jj++)\r
113 {\r
114 tt = ai[kk, jj];\r
115 ai[kk, jj] = ai[ll, jj];\r
116 ai[ll, jj] = tt;\r
117 }\r
118 tt = b[kk]; b[kk] = b[ll]; b[ll] = tt;\r
119 } \r
120 for(ii = kk + 1; ii <= nn; ii++)\r
121 {\r
122 qq = ai[ii, kk] / ai[kk, kk];\r
123 for(jj = 1; jj <= nn; jj++)\r
124 {\r
125 if(jj == kk)\r
126 ai[ii, jj] = 0;\r
127 else\r
128 ai[ii, jj] = ai[ii, jj] - qq * ai[kk, jj];\r
129 }\r
130 b[ii] = b[ii] - qq * b[kk];\r
131 }\r
132 } \r
133 x[nn] = b[nn] / ai[nn, nn];\r
134 for(ii = nn - 1; ii >= 1; ii--)\r
135 {\r
136 tt = 0;\r
137 for(jj = 1; jj <= nn - ii; jj++)\r
138 {\r
139 tt = tt + ai[ii, ii + jj] * x[ii + jj];\r
140 x[ii] = (1 / ai[ii, ii]) * (b[ii] - tt);\r
141 }\r
142 } \r
143 //===========================================================================================================================\r
144 for(n = i; n <= i + p; n++)\r
145 {\r
146 sum = 0;\r
147 for(kk = 1; kk <= m; kk++)\r
148 {\r
149 sum += x[kk + 1] * MathPow(n, kk);\r
150 }\r
151 fx[n] = x[1] + sum;\r
152 } \r
153 //-----------------------------------Std-----------------------------------------------------------------------------------\r
154 sq = 0.0;\r
155 for(n = i; n <= i + p; n++)\r
156 {\r
157 sq += MathPow(Close[n] - fx[n], 2);\r
158 }\r
159 sq = MathSqrt(sq / (p + 1)) * kstd;\r
160 std = iStdDev(NULL, 0, p, MODE_SMA, 0, PRICE_CLOSE, i) * kstd;\r
161 for(n = i; n <= i + p; n++)\r
162 {\r
163 sqh[n] = fx[n] + sq;\r
164 sql[n] = fx[n] - sq;\r
165 stdh[n] = fx[n] + std;\r
166 stdl[n] = fx[n] - std;\r
167 } \r
168 //-------------------------------------------------------------------------------\r
169 ObjectMove("pr" + sName, 0, Time[p], fx[p]);\r
170 //----------------------------------------------------------------------------------------------------------------------------\r
171 return(0);\r
172 }\r
173 //========================================================================================================================== \r
174 \r