// COG & MBFX Timin v2
// EUR/USD 1h/10m/15m (need to test)
// https://www.prorealcode.com/topic/center-of-gravity/
// https://www.prorealcode.com/prorealtime-indicators/mbfx-timing-v2/
DEFPARAM CUMULATEORDERS = false
DEFPARAM PRELOADBARS = 200
//==== Center of Gravity Belkhayate
p3= 5
k=p3 // Variable p3= 65
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
graphonprice lowess coloured (0,0,255)
graphonprice bb1 coloured (200,200,0)
graphonprice bb2 coloured (255,0,0)
graphonprice bb3 coloured (255,0,0)
graphonprice bl1 coloured (200,200,0)
graphonprice bl2 coloured (255,0,0)
graphonprice bl3 coloured (255,0,0)
//===========================================================
//=== RC_MBFX timing 2 | indicator ==========================
//06.05.2020
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge
//converted from MT4 version
// --- settings
Len = 21 //7
Filter = 0.0
// --- end of settings
li224=0
if (ld8 = 0.0) then
ld8 = 1.0
ld16 = 0.0
if (Len - 1 >= 5) then
ld0 = Len - 1.0
else
ld0 = 5.0
endif
ld80 = 100.0 * ((High[li224] + Low[li224] + Close[li224]) / 3.0)
ld96 = 3.0 / (Len + 2.0)
ld104 = 1.0 - ld96
else
if (ld0 <= ld8) then
ld8 = ld0 + 1.0
else
ld8 = ld8+1.0
endif
ld88 = ld80
ld80 = 100.0 * ((High[li224] + Low[li224] + Close[li224]) / 3.0)
ld32 = ld80 - ld88
ld112 = ld104 * ld112 + ld96 * ld32
ld120 = ld96 * ld112 + ld104 * ld120
ld40 = 1.5 * ld112 - ld120 / 2.0
ld128 = ld104 * ld128 + ld96 * ld40
ld208 = ld96 * ld128 + ld104 * ld208
ld48 = 1.5 * ld128 - ld208 / 2.0
ld136 = ld104 * ld136 + ld96 * ld48
ld152 = ld96 * ld136 + ld104 * ld152
ld56 = 1.5 * ld136 - ld152 / 2.0
ld160 = ld104 * ld160 + ld96 * Abs(ld32)
ld168 = ld96 * ld160 + ld104 * ld168
ld64 = 1.5 * ld160 - ld168 / 2.0
ld176 = ld104 * ld176 + ld96 * ld64
ld184 = ld96 * ld176 + ld104 * ld184
ld144 = 1.5 * ld176 - ld184 / 2.0
ld192 = ld104 * ld192 + ld96 * ld144
ld200 = ld96 * ld192 + ld104 * ld200
ld72 = 1.5 * ld192 - ld200 / 2.0
if (ld0 >= ld8 and ld80 <> ld88) then
ld16 = 1.0
endif
if (ld0 = ld8 and ld16 = 0.0) then
ld8 = 0.0
endif
endif
if (ld0 < ld8 and ld72 > 0.0000000001) then
ld24 = 50.0 * (ld56 / ld72 + 1.0)
if (ld24 > 100.0) then
ld24 = 100.0
endif
if (ld24 < 0.0) then
ld24 = 0.0
endif
else
ld24 = 50.0
endif
if (ld24>ld24[1]- Filter) then
dirbar=1
r=0
g=128
endif
if (ld24<ld24[1]+Filter) then
dirbar=-1
r=255
g=165
endif
if (ld24=ld24[1]+Filter) then
dirbar=0
endif
if dirbar<>dirbar[1] then
r=255
g=255
endif
graph ld24 coloured(r,g,0) as "MBFX timing"
graph 70 coloured(168,168,168)
graph 30 coloured(168,168,168)
graph 50 coloured(168,168,168)
// Conditions to enter long positions
IF (close crosses over bl3) AND (ld24<30) THEN
BUY 1 CONTRACTS AT MARKET
ENDIF
// Conditions to enter short positions
IF (close crosses under bb3) AND (ld24>70) THEN
SELLSHORT 1 CONTRACTS AT MARKET
ENDIF
// Stops and targets
//SET STOP PLOSS
//SET TARGET PPROFIT
// trailing stop atr
once trailingstoptype = 1 // trailing stop - 0 off, 1 on
once trailingstoplong = 3 // trailing stop atr relative distance
once trailingstopshort = 3 // trailing stop atr relative distance
once atrtrailingperiod = 16 // atr parameter value
once minstop = 7 // minimum trailing stop distance
//----------------------------------------------
atrtrail = averagetruerange[atrtrailingperiod]((close/10)*pipsize)/1000
//atrtrail=averagetruerange[atrtrailingperiod]((close/1)*pipsize) (forex)
tgl = round(atrtrail*trailingstoplong)
tgs = round(atrtrail*trailingstopshort)
if trailingstoptype = 1 then
//
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
maxprice = 0
minprice = close
newsl = 0
endif
//
if longonmarket then
maxprice = max(maxprice,close)
if maxprice-tradeprice(1)>=tgl*pointsize then
if maxprice-tradeprice(1)>=minstop then
newsl = maxprice-tgl*pointsize
else
newsl = maxprice - minstop*pointsize
endif
endif
endif
//
if shortonmarket then
minprice = min(minprice,close)
if tradeprice(1)-minprice>=tgs*pointsize then
if tradeprice(1)-minprice>=minstop then
newsl = minprice+tgs*pointsize
else
newsl = minprice + minstop*pointsize
endif
endif
endif
//
if longonmarket then
if newsl>0 then
sell at newsl stop
endif
if newsl>0 then
if low < newsl then
sell at market
endif
endif
endif
//
if shortonmarket then
if newsl>0 then
exitshort at newsl stop
endif
if newsl>0 then
if high > newsl then
exitshort at market
endif
endif
endif
//graphonprice newsl coloured(0,0,255,255) as "trailingstop atr"
endif
.
