CenterOfGravity.lua

Settings = 
{
	Name = "*CenterOfGravity",
	alpha = 0.07,
	cGLength = 10,
	cycletype = 1, -- 0 - simle, 1 - adaptive
	line=
	{
		{
			Name = "Cycle",
			Color = RGB(0, 128, 0),
			Type = TYPE_LINE,
			Width = 2
		}
	,
		{
			Name = "Trigger Line",
			Color = RGB(255, 0, 0),
			Type = TYPE_LINE,
			Width = 2
		}
	}
}

----------------------------------------------------------
function CyberCycle()
	
	local Price={}
	local Smooth={}
	local Cycle={}
	local aCycle={}
	local Trigger={}
	local CyclePeriod={}
	local InstPeriod={}
	local Q1={}
	local I1={}
	local DeltaPhase={}
	
	--local SMA=fSMA()
	
	return function(ind, _a, _cg, _t)
		
		local index = ind
		local alpha = _a
		local cycletype = _t
		local cGLength = _cg
				
		local DC, MedianDelta, alpha1
		
		if index == 1 then
			Price = {}
			Smooth={}
			Cycle={}
			aCycle={}
			Trigger={}
			CyclePeriod={}
			InstPeriod={}
			Q1={}
			I1={}
			DeltaPhase={}
			
			Price[index] = (H(index) + L(index))/2
			Smooth[index]=0
			Cycle[index]=0
			aCycle[index]=0
			Trigger[index]=0
			CyclePeriod[index]=0
			InstPeriod[index]=0
			Q1[index]=0
			I1[index]=0
			DeltaPhase[index]=0
			return nil, nil
		end
		
		Price[index] = (H(index) + L(index))/2
		
		local Num = 0.0
        local Denom = 0.0
		local count = 0
		
		if cycletype == 1 then
		
			if index < 4 then
				Cycle[index]=0
				aCycle[index]=0
				CyclePeriod[index]=0
				InstPeriod[index]=0
				Q1[index]=0
				I1[index]=0
				DeltaPhase[index]=0
				return nil, nil
			end       
					
			Smooth[index] = (Price[index]+2*Price[index - 1]+2*Price[index - 2]+Price[index - 3])/6.0
			Cycle[index]=(Price[index]-2.0*Price[index - 1]+Price[index - 2])/4.0
			
			if index < 7 then
				aCycle[index]=0
				CyclePeriod[index]=0
				InstPeriod[index]=0
				Q1[index]=0
				I1[index]=0
				DeltaPhase[index]=0
				return nil, nil
			end
						
			Cycle[index]=(1.0-0.5*alpha) *(1.0-0.5*alpha) *(Smooth[index]-2.0*Smooth[index - 1]+Smooth[index - 2])
							+2.0*(1.0-alpha)*Cycle[index - 1]-(1.0-alpha)*(1.0-alpha)*Cycle[index - 2]			   

			Trigger[index] = Cycle[index-1]	
								
			Q1[index] = (0.0962*Cycle[index]+0.5769*Cycle[index-2]-0.5769*Cycle[index-4]-0.0962*Cycle[index-6])*(0.5+0.08*(InstPeriod[index-1] or 0))
			I1[index] = Cycle[index-3]
							
			if Q1[index]~=0.0 and Q1[index-1]~=0.0 then 
				DeltaPhase[index] = (I1[index]/Q1[index]-I1[index-1]/Q1[index-1])/(1.0+I1[index]*I1[index-1]/(Q1[index]*Q1[index-1]))
			else DeltaPhase[index] = 0	
			end
			if DeltaPhase[index] < 0.1 then
				DeltaPhase[index] = 0.1
			end	
			if DeltaPhase[index] > 0.9 then
				DeltaPhase[index] = 0.9
			end
					
			MedianDelta = Median(DeltaPhase[index],DeltaPhase[index-1], Median(DeltaPhase[index-2], DeltaPhase[index-3], DeltaPhase[index-4]))
			 
			if MedianDelta == 0.0 then
				DC = 15.0
			else
				DC = 6.28318/MedianDelta + 0.5
			end	
			
			InstPeriod[index] = 0.33 * DC + 0.67 * (InstPeriod[index-1] or 0)
			CyclePeriod[index] = 0.15 * InstPeriod[index] + 0.85 * CyclePeriod[index-1]
			
			cGLength = math.floor(CyclePeriod[index]/2.0)
		end
		
		if index < cGLength then
			return nil, nil
		end       
		
       while count < cGLength do
            Num = Num + (1.0+count)*Price[index - count]
            Denom = Denom + Price[index - count]
			count = count + 1
        end
						
        if Denom ~= 0.0 then
            aCycle[index] = -Num/Denom+(cGLength+1.0)/2.0
         else
            aCycle[index] = 0.0
		end

		Trigger[index] = aCycle[index-1]	
		
		return aCycle[index], Trigger[index]
	end
end


function Init()
	myCyberCycle = CyberCycle()
	return #Settings.line
end

function OnCalculate(index)

	return myCyberCycle(index, Settings.alpha, Settings.cGLength, Settings.cycletype)
end

function Median(x, y, z)     
   return (x+y+z) - math.min(x,math.min(y,z)) - math.max(x,math.max(y,z)) 
end

function fSMA()
		
	return function (Index, Period, bb)
		
		local Out = 0
		   
		   if Index >= Period then
			  local sum = 0
			  for i = Index-Period+1, Index do
				 sum = sum + bb[i]
			  end
			  Out = sum/Period
		   end
		   
		return Out
	end
end