//+------------------------------------------------------------------+
//|                                                   Ehlers COG.mq4 |
//+------------------------------------------------------------------+ 
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1  Red
#property indicator_color2  Blue

extern int COGPeriod = 10;

double COG[], COG1[], wrkArray[];
//+------------------------------------------------------------------+
int init()
{
   IndicatorBuffers(2);
   IndicatorDigits( MarketInfo( Symbol(), MODE_DIGITS ));
   SetIndexStyle(0, DRAW_LINE);
   SetIndexStyle(1, DRAW_LINE); 

   if( !SetIndexBuffer( 0, COG ) &&
       !SetIndexBuffer( 1, COG1 ))
      Print( "cannot set indicator buffers!" );

   SetIndexDrawBegin( 0, COGPeriod );
   SetIndexDrawBegin( 1, COGPeriod ); 

   IndicatorShortName( "Ehlers COG" );

   return(0);
}
//+------------------------------------------------------------------+
// Calculating Ehlers Center of Gravity
//+------------------------------------------------------------------+ 
// COG = -1 * (NUM / DENOM)
// NUM = the sum of [PRICE[i] * (i + 1)] from 0 to N
// DENOM = the sum of PRICE[i] from 0 to N
//   where N equals the number of periods (COGPeriod)
//         PRICE[0] equals the current bar 
//         PRICE[1] equals the previous bar
//         PRICE[n] equals the price from n bars previous
//+------------------------------------------------------------------+
int start()
{
   int i, j, limit, iWrk00; 
   int countedBars = IndicatorCounted();
   double dWrk00, num, denom;

   limit = Bars - countedBars;
   for( i = 0; i < limit; i++ )
   {
      if((i >= COGPeriod) || (limit < 10))
      { 
         num = 0;
         denom = 0;
         for( j = 0; j < COGPeriod; j++)
         {
            if(limit < 10)
               iWrk00 = i + j;
            else
               iWrk00 = i - COGPeriod + j; 
            dWrk00 = (High[iWrk00] + Low[iWrk00]) / 2;
            num = num + (1 + j) * dWrk00;
            denom = denom + dWrk00;
         }
         if(limit < 10)
            iWrk00 = i;
         else 
            iWrk00 = i - COGPeriod;
         COG[iWrk00] = -num / denom;
         if(iWrk00 > 0)
            COG1[iWrk00 - 1] = COG[iWrk00];
      }
   }

   return(0);
}
//+------------------------------------------------------------------+