4th degree - perhaps.
You can tell the degree by how many
inflections there are in the plot of the indicator as follows:
zero
inflections - a straight line - linear regression line
One inflection
- a parabola - a quadratic equation
Two inflections - a cubic
equation ax^3+bx^2+cx+d=0 Part way through the UTube video I saw
two inflections.
Three inflections - a 4th order polynomial can
produce 3 changes in slope - inflections. I only saw two in the
video.
As you get to higher order polynomials, the plots on the
price graph look more and more like a simple moving average plot - but
requiring much more computation.
ReefBreak
--- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@...> wrote:
>
>
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: amibroker@xxxxxxxxxps.com
> 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);
> }
>
>
>
>
>
>
----------------------------------------------------------
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