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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
34 lines
1.1 KiB
Plaintext
34 lines
1.1 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Ehlers Center of Gravity (CG)", "CG", overlay=false)
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//@function Calculates Ehlers' Center of Gravity indicator
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//@param src Series to calculate Center of Gravity from
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//@param length Period for the Center of Gravity calculation
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//@returns Center of Gravity value identifying cycle turning points
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//@optimized for performance and dirty data
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cg(series float src, simple int length) =>
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if length <= 0
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runtime.error("Length must be greater than 0")
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float num = 0.0, float den = 0.0
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for count = 1 to length
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float price = nz(src[count - 1])
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num += count * price
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den += price
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float result = den != 0 ? -num / den : -(length + 1) / 2.0
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result + (length + 1) / 2.0
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(10, "Length", minval=1, tooltip="Period for Center of Gravity calculation")
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i_source = input.source(close, "Source")
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// Calculation
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cg_value = cg(i_source, i_length)
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// Plot
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plot(cg_value, "CG", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
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