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Mohan, yes you got it right. Thanks
It works with any lookback period. Thanks also for
commenting the script - I learnt from it.
nand
--- In amibroker@xxxx, "into_stocks98" <yellayi@xxxx> wrote:
> Here is the way , I coded it. T is the lookback period.
> The formula is, for those that don't have the magazine,
> CG = -Num/Denom; where
> Num = Sum of ( 1 + j ) * Price(j) for j = 0 to T
> Denom = Sum(Price,T); //AFL Formulation.
> I was thinking , this could be done in AFL with WMA function. But
> doesn't quite look the way vbscript code looks.
>
>
> /*John Ehler's Center of Gravity Oscillator
> ** From S& C May 2002
> **
> **/
>
> EnableScript("VBScript");
>
> Price = (H+L)/2;
>
> T = 40;
>
> <%
>
> Price = AFL("Price")
> nSize = UBound( Price )
>
> ' nLength is the Look back period
>
> nLength = AFL("T") - 1
>
> 'INITIALIZE THE ARRAYS
>
> Num = Price ' need this for type definition
> Denom = Price
>
> for i = 0 to nSize
>
> Num( i ) = 0
> Denom( i ) = 1
>
> next
>
> ' CG Oscillator Calculation
> ' Start Calculating from the Look back period point
>
> for i = nLength to nSize
>
> ' Now Calculate the Num AND Denom Looking
> ' back from the Current price point
>
> for j = 0 to nLength
>
> Num( i ) = Num( i ) + ( 1 + j ) * Price( i - j )
> Denom( i ) = Denom( i ) + Price ( i - j )
>
> next
> next
>
>
> AFL("Num") = Num
> AFL("Denom") = Denom
>
> %>
>
> CG = IIf(Denom > 0,-Num/Denom,0);
>
> Plot(CG,"CG",4,1);
> Plot(Ref(CG,-1),"",6,1);
>
>
> Mohan
>
> --- In amibroker@xxxx, "nkis22" <nkishor@xxxx> wrote:
> > I tried coding John Ehler's Center of Gravity Indicator
> > as published in TASC,May, 02, page 21.
> >
> > When you look back with "Ref" it works very well. However, how far
> > to look back is always an important issue. So, instead of coding
> with
> > tons of Refs, I wanted this script to automate lookback thru
> > N (N=5 in this case). It works, but when I change this N to 10,
15
> or
> > any other number, the indicator doesn't change. Why? There may
> > be something wrong with the script. Can u help, please.
> >
> > /*J.F.Ehler's Center of Gravity, TASC, 05/02*/
> > EnableScript("Vbscript");
> > top=0; bot=0
> > <%
> > N=5
> > price=AFL("Close")
> > toptot=0
> > bottot=0
> > for i = 1 to N
> > bottot=bottot+price(i)
> > toptot=toptot+(price(i) * N)
> > N=N-1
> > next
> > AFL.Var("top")=toptot
> > AFL.Var("bot")=bottot
> > %>
> > ntop=top+Close;
> > Cg=ntop/bot;
> > Graph0=Cg;Graph0Style=8;
> > Graph1=Cg-ref(cg,-1);
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > .
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