seems this "centre of gravity" system is based on polynomial fit of the fourth degree. Seems to me that inherent to such a fit is repainting, meaning that when new information becomes available (new data) it will calculate a slightly different fit. Apparently some people made a version of this system that avoids repainting. Not sure yet how they do that. Also it seems that people seem to have success using the version of the system that repaints. I am not sure how people trade this when you can not do a reliable backtest.
rgds, Ed ----- Original Message ----- From: Michel Guibert To: [email protected] Sent: Tuesday, April 14, 2009 5:27 PM Subject: RE: [amibroker] Re: Gravity center mustafa Belkhayate Apparently this is the official code under metatrader ======================================== #property indicator_chart_window #property indicator_buffers 7 #property indicator_color1 Blue #property indicator_color2 DimGray #property indicator_color3 Red #property indicator_color4 Red #property indicator_color5 DimGray #property indicator_color6 LimeGreen #property indicator_color7 LimeGreen extern int Nmbr_Bars = 180; extern int Order = 3; extern double Ecart = 1.61803399; double g_ibuf_92[]; double g_ibuf_96[]; double g_ibuf_100[]; double g_ibuf_104[]; double g_ibuf_108[]; double g_ibuf_112[]; double g_ibuf_116[]; double gda_120[20][20]; double gda_124[20]; double gda_128[20]; double gda_132[20]; int gi_136; int gi_140; int gi_144; int gi_148; int gi_152; int gi_156; int gi_160; double gd_164; double gd_172; double gd_180; double gd_188; double gd_196; int init() { Comment("BARYCENTRE"); SetIndexStyle(0, DRAW_LINE); SetIndexBuffer(0, g_ibuf_92); SetIndexBuffer(1, g_ibuf_96); SetIndexBuffer(2, g_ibuf_100); SetIndexBuffer(3, g_ibuf_104); SetIndexBuffer(4, g_ibuf_108); SetIndexBuffer(5, g_ibuf_112); SetIndexBuffer(6, g_ibuf_116); return (0); } int deinit() { Comment(""); ObjectDelete("REG"); ObjectDelete("X1"); ObjectDelete("X2"); ObjectDelete("X3"); ObjectDelete("Z1"); ObjectDelete("Z2"); ObjectDelete("Z3"); return (0); } int start() { if (Year() >= 2010) return (0); datetime l_time_0 = 0; SetIndexDrawBegin(0, Bars - Nmbr_Bars - 1); SetIndexDrawBegin(1, Bars - Nmbr_Bars - 1); SetIndexDrawBegin(2, Bars - Nmbr_Bars - 1); SetIndexDrawBegin(3, Bars - Nmbr_Bars - 1); SetIndexDrawBegin(4, Bars - Nmbr_Bars - 1); SetIndexDrawBegin(5, Bars - Nmbr_Bars - 1); SetIndexDrawBegin(6, Bars - Nmbr_Bars - 1); if (l_time_0 != Time[0]) { ObjectDelete("REG"); ObjectDelete("X1"); ObjectDelete("X2"); ObjectDelete("X3"); ObjectDelete("Z1"); ObjectDelete("Z2"); ObjectDelete("Z3"); l_time_0 = Time[0]; } gi_152 = Order + 1; gda_124[1] = Nmbr_Bars + 1; for (gi_160 = 1; gi_160 <= gi_152 << 1 - 2; gi_160++) { gd_164 = 0; for (gi_156 = 0; gi_156 <= Nmbr_Bars; gi_156++) gd_164 += MathPow(gi_156, gi_160); gda_124[gi_160 + 1] = gd_164; } for (gi_160 = 1; gi_160 <= gi_152; gi_160++) { gd_164 = 0; for (gi_156 = 0; gi_156 <= Nmbr_Bars; gi_156++) { if (gi_160 == 1) gd_164 += (High[gi_156] + Low[gi_156]) / 2.0; else gd_164 += (High[gi_156] + Low[gi_156]) / 2.0 * MathPow(gi_156, gi_160 - 1); } gda_128[gi_160] = gd_164; } for (gi_140 = 1; gi_140 <= gi_152; gi_140++) { for (gi_136 = 1; gi_136 <= gi_152; gi_136++) { gi_144 = gi_136 + gi_140 - 1; gda_120[gi_136][gi_140] = gda_124[gi_144]; } } for (gi_144 = 1; gi_144 <= gi_152 - 1; gi_144++) { gi_148 = 0; gd_188 = 0; for (gi_136 = gi_144; gi_136 <= gi_152; gi_136++) { if (MathAbs(gda_120[gi_136][gi_144]) > gd_188) { gd_188 = MathAbs(gda_120[gi_136][gi_144]); gi_148 = gi_136; } } if (gi_148 == 0) return (0); if (gi_148 != gi_144) { for (gi_140 = 1; gi_140 <= gi_152; gi_140++) { gd_196 = gda_120[gi_144][gi_140]; gda_120[gi_144][gi_140] = gda_120[gi_148][gi_140]; gda_120[gi_148][gi_140] = gd_196; } gd_196 = gda_128[gi_144]; gda_128[gi_144] = gda_128[gi_148]; gda_128[gi_148] = gd_196; } for (gi_136 = gi_144 + 1; gi_136 <= gi_152; gi_136++) { gd_180 = gda_120[gi_136][gi_144] / gda_120[gi_144][gi_144]; for (gi_140 = 1; gi_140 <= gi_152; gi_140++) { if (gi_140 == gi_144) gda_120[gi_136][gi_140] = 0; else gda_120[gi_136][gi_140] = gda_120[gi_136][gi_140] - gd_180 * gda_120[gi_144][gi_140]; } gda_128[gi_136] = gda_128[gi_136] - gd_180 * gda_128[gi_144]; } } gda_132[gi_152] = gda_128[gi_152] / gda_120[gi_152][gi_152]; for (gi_136 = gi_152 - 1; gi_136 >= 1; gi_136--) { gd_196 = 0; for (gi_140 = 1; gi_140 <= gi_152 - gi_136; gi_140++) { gd_196 += (gda_120[gi_136][gi_136 + gi_140]) * (gda_132[gi_136 + gi_140]); gda_132[gi_136] = 1 / gda_120[gi_136][gi_136] * (gda_128[gi_136] - gd_196); } } for (gi_156 = 0; gi_156 <= Nmbr_Bars; gi_156++) { gd_164 = 0; for (gi_144 = 1; gi_144 <= Order; gi_144++) gd_164 += (gda_132[gi_144 + 1]) * MathPow(gi_156, gi_144); g_ibuf_92[gi_156] = gda_132[1] + gd_164; } gd_172 = iStdDev(NULL, 0, Nmbr_Bars, 0, MODE_SMA, PRICE_HIGH, 0) * Ecart; for (gi_156 = 0; gi_156 <= Nmbr_Bars; gi_156++) { g_ibuf_104[gi_156] = g_ibuf_92[gi_156] + gd_172; g_ibuf_100[gi_156] = g_ibuf_92[gi_156] + (g_ibuf_104[gi_156] - g_ibuf_92[gi_156]) / 1.382; g_ibuf_96[gi_156] = g_ibuf_92[gi_156] + (g_ibuf_100[gi_156] - g_ibuf_92[gi_156]) / 1.618; g_ibuf_116[gi_156] = g_ibuf_92[gi_156] - gd_172; g_ibuf_112[gi_156] = g_ibuf_92[gi_156] - (g_ibuf_92[gi_156] - g_ibuf_116[gi_156]) / 1.382; g_ibuf_108[gi_156] = g_ibuf_92[gi_156] - (g_ibuf_92[gi_156] - g_ibuf_112[gi_156]) / 1.618; } ObjectCreate("REG", OBJ_ARROW, 0, Time[0], g_ibuf_92[0]); ObjectSet("REG", OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE); ObjectSet("REG", OBJPROP_COLOR, Blue); ObjectCreate("X1", OBJ_ARROW, 0, Time[0], g_ibuf_96[0]); ObjectSet("X1", OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE); ObjectSet("X1", OBJPROP_COLOR, DimGray); ObjectCreate("X2", OBJ_ARROW, 0, Time[0], g_ibuf_100[0]); ObjectSet("X2", OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE); ObjectSet("X2", OBJPROP_COLOR, Red); ObjectCreate("X3", OBJ_ARROW, 0, Time[0], g_ibuf_104[0]); ObjectSet("X3", OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE); ObjectSet("X3", OBJPROP_COLOR, Red); ObjectCreate("Z1", OBJ_ARROW, 0, Time[0], g_ibuf_108[0]); ObjectSet("Z1", OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE); ObjectSet("Z1", OBJPROP_COLOR, DimGray); ObjectCreate("Z2", OBJ_ARROW, 0, Time[0], g_ibuf_112[0]); ObjectSet("Z2", OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE); ObjectSet("Z2", OBJPROP_COLOR, LimeGreen); ObjectCreate("Z3", OBJ_ARROW, 0, Time[0], g_ibuf_116[0]); ObjectSet("Z3", OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE); ObjectSet("Z3", OBJPROP_COLOR, LimeGreen); return (0); } ------------------------------------------------------------------------------ Windows Live Messenger makes it easier to stay in touch - learn how!
