Center of Gravity Bands

[moneymarkets 10]

Does anyone have Center of Gravity Bands coded in Tradestation or MultiCharts?

It would be much appreciated for your help.

Thanks

[Tams 20]

Does anyone have Center of Gravity Bands coded in Tradestation or MultiCharts?

It would be much appreciated for your help.

Thanks

 

 

 

 

here's John Ehlers' original CG doc and code.

it is an oscillator.

I have not heard of the bands.

 

 

 

Ehlers (CG Oscillator).doc

Edited April 4, 2009 by Tams

[moneymarkets 10]

Thanks Tams, I had the oscillator, but would love to have the bands that go with it.

I have attached two pictures of it.

Thanks again.

[email 10]

Hi Guys,

 

I have the COGs indicator for Metatrader, if that can help please let me know.

 

By the way there is a thread at forexfactory that is dealing with this indicator.

Cheers, email

 

 

 

http://www.forexfactory.com/showthread.php?t=120034

[unclemike 10]

I was looking for the bands as well, will be watching to see if anyone comes up with it

 

thanks

[email 10]

here's John Ehlers' original CG doc and code.

it is an oscillator.

I have not heard of the bands.

 

Tams,

 

Do you have the oscillator indicator for MT4 by any chance.

 

Many regards,

email

[Tams 20]

here's John Ehlers' original CG doc and code.

it is an oscillator.

I have not heard of the bands.[q]

 

Tams,

Do you have the oscillator indicator for MT4 by any chance.

Many regards,

email

 

sorry, I don't use MT4.

[Tams 20]

P.S.

 

the CG logic is simple enough, and MT4 is not that difficult, if you read through the MT4 manual, I am sure you can get the indicator coded.

 

 

.

[email 10]

P.S.

 

the CG logic is simple enough, and MT4 is not that difficult, if you read through the MT4 manual, I am sure you can get the indicator coded.

 

Tams,

 

Thanks for your input.

[Tams 20]

Thanks Tams, I had the oscillator, but would love to have the bands that go with it.

I have attached two pictures of it.

Thanks again.

 

I don't think John Elhers' Center of Gravity Oscillator is related to your Center of Gravity Bands.

[moneymarkets 10]

Center of Gravity Bands are quite different from the Oscillator. I know easylanguage , but not exactly how to convert from Metatrader language.

It would be appreciated if someone could do it.

[zdo 20]

You guys would get a lot more help if you posted the code you need translated...

[Tams 20]

You guys would get a lot more help if you posted the code you need translated...

 

I agree...

 

some people would post a link and expect others to look for "it".

 

as a practice, I skip over the lazy requests.

 

;-)

[phim9hi3n 10]

Here is the code, picture and the source.

 

 

hxxp://www.forexfactory.com/showthread.php?t=99703

COG.txt

[mtorri 10]

Hi all.

 

I'm also searching for an easylanguage implementation of the center of gravity bands, also known as Hurst bands.

I have the following code which works well in proprealtime.

I tried to translate it in tradestation, it looks easy, but the results are wrong.

My problem is the DPO function used in the prorealtime code.

I substituted it using the detrend function in tradestation but it's not the same.

So I'm not able to go on.

Anyone can help?

 

 

REM VIDEO [ame=http://www.youtube.com/watch?v=zD_zIkEymE0]YouTube - Center of Gravity[/ame]

REM The gravity center from Mustafa Belkhayate

k=p3 // Variable p3= 65

 

de48=DPO[k*2](close)

if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then

flag=1

endif

n=(k*2)-4

p=(n/2)-1

d100=DPO[n](close)

moy100=close-d100

co=(moy100-moy100[1]+(close[p])/n)*n

if flag[1]=1 and flag[2]=0 then

hh=co[1]

endif

if flag[1]=1 then

co=hh

endif

n=p3 mod 2

p=(p3-n)/2

p3=(2*p)+1

once x=0

w=abs((p-x)/p)

w=w*w*w

w=(1-w)

w=w*w*w

x=x+1

if barindex=p3 then

a=0

b=0

e=0

for i=1 to p3

z=barindex-i+1

a=a+w[z]

b=b+w[z]*(i)

e=e+(i)*(i)*w[z]

next

endif

if barindex>p3 then

c=0

d=0

for i=1 to p3

z=barindex-i+1

c=c+co[p3+p-i]*w[z]

d=d+co[p3+p-i]*w[z]*(i)

next

endif

alpha=(a*d-b*c)/(a*e-b*b)

beta=(c*e-b*d)/(a*e-b*b)

lowess=alpha*(p+1)+beta

if barindex < p3*2 then

lowess=undefined

endif

 

zz = close - lowess

zzsigma = STD[p3](zz)

bb1 = lowess + zzsigma

bb2 = lowess +1.618* zzsigma

bb3 = lowess +2* zzsigma

bl1 = lowess - zzsigma

bl2 = lowess - 1.618* zzsigma

bl3 = lowess - 2* zzsigma

 

return lowess, bb1, bb2, bb3, bl1, bl2, bl3

[moneymarkets 10]

Thanks for your input, would you mind posting what you have for easylanguage so far, to see if we can help?

thanks

[Tams 20]

Hi all.

 

I'm also searching for an easylanguage implementation of the center of gravity bands, also known as Hurst bands.

I have the following code which works well in proprealtime.

I tried to translate it in tradestation, it looks easy, but the results are wrong.

My problem is the DPO function used in the prorealtime code.

I substituted it using the detrend function in tradestation but it's not the same.

So I'm not able to go on.

Anyone can help?

...

 

do you have the code for DPO ?

[mtorri 10]

unfortunately not, i searched for it without sucess.

The prorealtime platform, describing how DPO works, says it does exactly what the tradestation detrend function do.

But if you plot the DPO you can see two big differences compared to the detrend

1) it is shifted on the left by LEN/2 bars (where LEN is the input length)

2) it is normalized so that it moves form -100 to 100

 

here is an example of the DPO and hurst bands on prorealtime.

[mtorri 10]

Thanks for your input, would you mind posting what you have for easylanguage so far, to see if we can help?

thanks

This is the tradestatione code

 

A function:

---------

Inputs: p3(numericsimple), XX(numericsimple), HurstM(numericRef),HurstH(numericRef),HurstL(numericref);

 

Variables: k(0), de48(0), n(0), p(0), d100(0), moy100(0), co(0), hh(0), x(0), w(0), aa(0),b(0),e(0), z(0),

alpha(0), bbeta(0), flag(0), p33(0), ii(0),cc(0), dd(0);

 

k=p3;

de48=Detrend( CLOSE, k*2);

 

if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then flag=1;

n=(k*2)-4;

p=(n/2)-1;

d100=Detrend(close,n);

moy100=close-d100;

 

co=(moy100-moy100[1]+(close[p])/n)*n;

//co=(moy100-moy100[1]+div(close[p],n))*n;

 

if flag[1]=1 and flag[2]=0 then hh=co[1];

if flag[1]=1 then co=hh;

n=mod(p3,2);

p=(p3-n)/2;

p33=(2*p)+1;

 

//once x=0

w=absvalue((p-x)/p);

//w=absvalue( div(p-x,p) );

 

w=w*w*w;

w=(1-w);

w=w*w*w;

x=x+1;

if barnumber=p33 then

begin

aa=0;

b=0;

e=0;

for ii=1 to p33 begin

z=barnumber-ii+1;

aa=aa+w[z];

b=b+w[z]*(ii);

e=e+(ii)*(ii)*w[z];

end;

end;

if barnumber>p33 then

begin

cc=0;

dd=0;

for ii=1 to p33 begin

z=barnumber-ii+1;

cc=cc+co[p33+p-ii]*w[z];

dd=dd+co[p33+p-ii]*w[z]*(ii);

end;

end;

//alpha=(aa*dd-b*cc)/(aa*e-b*b);

alpha=div((aa*dd-b*cc),(aa*e-b*b));

 

//bbeta=(cc*e-b*dd)/(aa*e-b*b);

bbeta=div((cc*e-b*dd),(aa*e-b*b));

 

HurstM=alpha*(p+1)+bbeta;

if barnumber<p33*2 then

begin

HurstM=0;

HurstH=0;

HurstL=0;

end;

 

HurstH=HurstM+xx;

HurstL=HurstM-xx;

 

AA_BandeHurst=0;

--------------------

 

and its indicator:

-------------

inputs: p3(83), XX(0.75);

 

Variables: HurstM(0), HurstH(0), HurstL(0);

 

Value1= AA_BandeHurst(p3, XX, HurstM, HurstH, HurstL);

 

Plot1( HurstM, "HurstM" ) ;

 

Plot2( HurstH, "HurstH" ) ;

 

Plot3( HurstL, "HurstL" ) ;

-----------

 

I also attach 2 images on the same bund future contract daily where I show the bad results on tradestation and the nice hurst bands on prorealtime.

 

And here is the prorealtme code creating this bands

I shifted the upper and the lower band only by 0.75 so the bands are not "perfect".

But the most important thing is the central line.

-----

 

k=p3 //(input value)

de48=DPO[k*2](close)

if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then

flag=1

endif

n=(k*2)-4

p=(n/2)-1

d100=DPO[n](close)

moy100=close-d100

co=(moy100-moy100[1]+(close[p])/n)*n

if flag[1]=1 and flag[2]=0 then

hh=co[1]

endif

if flag[1]=1 then

co=hh

endif

n=p3 mod 2

p=(p3-n)/2

p3=(2*p)+1

once x=0

w=abs((p-x)/p)

w=w*w*w

w=(1-w)

w=w*w*w

x=x+1

if barindex=p3 then

a=0

b=0

e=0

for i=1 to p3

z=barindex-i+1

a=a+w[z]

b=b+w[z]*(i)

e=e+(i)*(i)*w[z]

next

endif

if barindex>p3 then

c=0

d=0

for i=1 to p3

z=barindex-i+1

c=c+co[p3+p-i]*w[z]

d=d+co[p3+p-i]*w[z]*(i)

next

endif

alpha=(a*d-b*c)/(a*e-b*b)

beta=(c*e-b*d)/(a*e-b*b)

lowess=alpha*(p+1)+beta

if barindex<p3*2 then

lowess=undefined

endif

lowess1=lowess+xx

lowess2=lowess-xx

Segno=SGN(lowess-lowess[1])

return lowess as "H media", lowess1 coloured by (Segno) as "UpperBand", lowess2 coloured by (Segno) as "LowerBand"

-----------

[moneymarkets 10]

Thanks for your information and post.

I get an error when trying to verify the below statement--needs more inputs???

alpha=div((aa*dd-b*cc),(aa*e-b*b));

[Trendup_ 10]

Did you find the COG easy language version?

Can anyone share it?

[johnnydaymon 11]

You can find one type of these bands here http://www.traderslaboratory.com/forums/trading-indicators/4606-sigma-bands-cqg-2.html#post175035

[johnnydaymon 11]

You can find one here modified by TRO! http://www.traderslaboratory.com/forums/coding-forum/2134-tro-indicators-tradestation-3.html#post179889