Center of Gravity

// Lägg till variabel "P3" och där default-value är 65. Personligen gillar jag 55 eller 89 bättre beroende på marknad och tidsupplösning


k=p3

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