LazyBear

Ehlers Adaptive CG Indicator [LazyBear]

Lets go with another adaptive indicator today. BTW, this is my 199th script (1 more and I am planning to work on my other backlogs).

This is the adaptive version of Ehlers' Center Of Gravity ( CG             ) (already published, check "More info" below). Idea behind making something "adaptive" is to calculate it using dynamic cycle period inputs instead of static setting. In adaptive CG             , Ehlers uses the dominant cycle period as the length in computation of alpha.

According to Ehlers this should be more responsive than the non-adaptive version. Buy and sell signals should often occur one bar earlier than for the non-adaptive version.

I have the usual options in place. Check out plain CC             for comparison.

Here's a quick comparison between CG             and Adaptive CG:
snapshot

More info:
- Ehlers CG             Oscillator:
Ehlers Center of Gravity Oscillator [LazyBear]

- Cybernetic Analysis for Stocks and Futures (Ehlers)

List of my public indicators: http://bit.ly/1LQaPK8
List of my app-store indicators: http://blog.tradingview.com/?p=970
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//
// @author LazyBear 
// 
// List of my public indicators: http://bit.ly/1LQaPK8 
// List of my app-store indicators: http://blog.tradingview.com/?p=970 
//
study("Ehlers Adaptive CG Indicator [LazyBear]", shorttitle="EACGI_LB", overlay=false, precision=3)
src=input(hl2, title="Source") 
a=input(.07, title="Alpha")
s = (src + 2*src[1] + 2*src[2] + src[3])/6.0
c = n<7?(src - 2*src[1] + src[2])/4.0:((1 - 0.5*a)*(1 - 0.5*a)*(s - 2*s[1] + s[2]) + 2*(1-a)*c[1] - (1 - a)*(1-a)*c[2])
q1 = (.0962*c + 0.5769*c[2] - 0.5769*c[4] - .0962*c[6])*(0.5+.08*nz(ip[1]))
I1 = c[3]
dp_ = iff(q1 != 0 and q1[1] != 0, (I1/q1 - I1[1]/q1[1]) / (1 + I1*I1[1]/(q1*q1[1])),0)
dp = iff(dp_ < 0.1, 0.1, iff(dp_ > 1.1, 1.1, dp_))
med(x,y,z) => (x+y+z) - min(x,min(y,z)) - max(x,max(y,z))
md = med(dp,dp[1], med(dp[2], dp[3], dp[4]))
dc = iff(md == 0, 15, 6.28318 / md + 0.5)
ip = .33*dc + .67*nz(ip[1])
p = .15*ip + .85*nz(p[1])
intp=round(p/2.0)
nm0=0, dm0=0
nm1=1<=intp ? (nm0+(1 + 0) * src[0]) : nm0, dm1=1<=intp ? dm0+src[0] : dm0
nm2=2<=intp ? (nm1+(1 + 1) * src[1]) : nm1, dm2=2<=intp ? dm1+src[1] : dm1
nm3=3<=intp ? (nm2+(1 + 2) * src[2]) : nm2, dm3=3<=intp ? dm2+src[2] : dm2
nm4=4<=intp ? (nm3+(1 + 3) * src[3]) : nm3, dm4=4<=intp ? dm3+src[3] : dm3
nm5=5<=intp ? (nm4+(1 + 4) * src[4]) : nm4, dm5=5<=intp ? dm4+src[4] : dm4
nm6=6<=intp ? (nm5+(1 + 5) * src[5]) : nm5, dm6=6<=intp ? dm5+src[5] : dm5
nm7=7<=intp ? (nm6+(1 + 6) * src[6]) : nm6, dm7=7<=intp ? dm6+src[6] : dm6
nm8=8<=intp ? (nm7+(1 + 7) * src[7]) : nm7, dm8=8<=intp ? dm7+src[7] : dm7
nm9=9<=intp ? (nm8+(1 + 8) * src[8]) : nm8, dm9=9<=intp ? dm8+src[8] : dm8
nm10=10<=intp ? (nm9+(1 + 9) * src[9]) : nm9, dm10=10<=intp ? dm9+src[9] : dm9
nm11=11<=intp ? (nm10+(1 + 10) * src[10]) : nm10, dm11=11<=intp ? dm10+src[10] : dm10
nm12=12<=intp ? (nm11+(1 + 11) * src[11]) : nm11, dm12=12<=intp ? dm11+src[11] : dm11
nm13=13<=intp ? (nm12+(1 + 12) * src[12]) : nm12, dm13=13<=intp ? dm12+src[12] : dm12
nm14=14<=intp ? (nm13+(1 + 13) * src[13]) : nm13, dm14=14<=intp ? dm13+src[13] : dm13
nm15=15<=intp ? (nm14+(1 + 14) * src[14]) : nm14, dm15=15<=intp ? dm14+src[14] : dm14
nm16=16<=intp ? (nm15+(1 + 15) * src[15]) : nm15, dm16=16<=intp ? dm15+src[15] : dm15
nm17=17<=intp ? (nm16+(1 + 16) * src[16]) : nm16, dm17=17<=intp ? dm16+src[16] : dm16
nm18=18<=intp ? (nm17+(1 + 17) * src[17]) : nm17, dm18=18<=intp ? dm17+src[17] : dm17
nm19=19<=intp ? (nm18+(1 + 18) * src[18]) : nm18, dm19=19<=intp ? dm18+src[18] : dm18
nm20=20<=intp ? (nm19+(1 + 19) * src[19]) : nm19, dm20=20<=intp ? dm19+src[19] : dm19
nm21=21<=intp ? (nm20+(1 + 20) * src[20]) : nm20, dm21=21<=intp ? dm20+src[20] : dm20
nm22=22<=intp ? (nm21+(1 + 21) * src[21]) : nm21, dm22=22<=intp ? dm21+src[21] : dm21
nm23=23<=intp ? (nm22+(1 + 22) * src[22]) : nm22, dm23=23<=intp ? dm22+src[22] : dm22
nm24=24<=intp ? (nm23+(1 + 23) * src[23]) : nm23, dm24=24<=intp ? dm23+src[23] : dm23
nm25=25<=intp ? (nm24+(1 + 24) * src[24]) : nm24, dm25=25<=intp ? dm24+src[24] : dm24
nm26=26<=intp ? (nm25+(1 + 25) * src[25]) : nm25, dm26=26<=intp ? dm25+src[25] : dm25
nm27=27<=intp ? (nm26+(1 + 26) * src[26]) : nm26, dm27=27<=intp ? dm26+src[26] : dm26
nm28=28<=intp ? (nm27+(1 + 27) * src[27]) : nm27, dm28=28<=intp ? dm27+src[27] : dm27
nm29=29<=intp ? (nm28+(1 + 28) * src[28]) : nm28, dm29=29<=intp ? dm28+src[28] : dm28
nm30=30<=intp ? (nm29+(1 + 29) * src[29]) : nm29, dm30=30<=intp ? dm29+src[29] : dm29
nm31=31<=intp ? (nm30+(1 + 30) * src[30]) : nm30, dm31=31<=intp ? dm30+src[30] : dm30
nm32=32<=intp ? (nm31+(1 + 31) * src[31]) : nm31, dm32=32<=intp ? dm31+src[31] : dm31
nm33=33<=intp ? (nm32+(1 + 32) * src[32]) : nm32, dm33=33<=intp ? dm32+src[32] : dm32
nm34=34<=intp ? (nm33+(1 + 33) * src[33]) : nm33, dm34=34<=intp ? dm33+src[33] : dm33
nm35=35<=intp ? (nm34+(1 + 34) * src[34]) : nm34, dm35=35<=intp ? dm34+src[34] : dm34
nm36=36<=intp ? (nm35+(1 + 35) * src[35]) : nm35, dm36=36<=intp ? dm35+src[35] : dm35
nm37=37<=intp ? (nm36+(1 + 36) * src[36]) : nm36, dm37=37<=intp ? dm36+src[36] : dm36
nm38=38<=intp ? (nm37+(1 + 37) * src[37]) : nm37, dm38=38<=intp ? dm37+src[37] : dm37
nm39=39<=intp ? (nm38+(1 + 38) * src[38]) : nm38, dm39=39<=intp ? dm38+src[38] : dm38
nm40=40<=intp ? (nm39+(1 + 39) * src[39]) : nm39, dm40=40<=intp ? dm39+src[39] : dm39
nm41=41<=intp ? (nm40+(1 + 40) * src[40]) : nm40, dm41=41<=intp ? dm40+src[40] : dm40
nm42=42<=intp ? (nm41+(1 + 41) * src[41]) : nm41, dm42=42<=intp ? dm41+src[41] : dm41
nm43=43<=intp ? (nm42+(1 + 42) * src[42]) : nm42, dm43=43<=intp ? dm42+src[42] : dm42
nm44=44<=intp ? (nm43+(1 + 43) * src[43]) : nm43, dm44=44<=intp ? dm43+src[43] : dm43
nm45=45<=intp ? (nm44+(1 + 44) * src[44]) : nm44, dm45=45<=intp ? dm44+src[44] : dm44
nm46=46<=intp ? (nm45+(1 + 45) * src[45]) : nm45, dm46=46<=intp ? dm45+src[45] : dm45
nm47=47<=intp ? (nm46+(1 + 46) * src[46]) : nm46, dm47=47<=intp ? dm46+src[46] : dm46
nm48=48<=intp ? (nm47+(1 + 47) * src[47]) : nm47, dm48=48<=intp ? dm47+src[47] : dm47
nm49=49<=intp ? (nm48+(1 + 48) * src[48]) : nm48, dm49=49<=intp ? dm48+src[48] : dm48
nm50=50<=intp ? (nm49+(1 + 49) * src[49]) : nm49, dm50=50<=intp ? dm49+src[49] : dm49
nm51=51<=intp ? (nm50+(1 + 50) * src[50]) : nm50, dm51=51<=intp ? dm50+src[50] : dm50
nm52=52<=intp ? (nm51+(1 + 51) * src[51]) : nm51, dm52=52<=intp ? dm51+src[51] : dm51
nm53=53<=intp ? (nm52+(1 + 52) * src[52]) : nm52, dm53=53<=intp ? dm52+src[52] : dm52
nm54=54<=intp ? (nm53+(1 + 53) * src[53]) : nm53, dm54=54<=intp ? dm53+src[53] : dm53
nm55=55<=intp ? (nm54+(1 + 54) * src[54]) : nm54, dm55=55<=intp ? dm54+src[54] : dm54
nm56=56<=intp ? (nm55+(1 + 55) * src[55]) : nm55, dm56=56<=intp ? dm55+src[55] : dm55
nm57=57<=intp ? (nm56+(1 + 56) * src[56]) : nm56, dm57=57<=intp ? dm56+src[56] : dm56
nm58=58<=intp ? (nm57+(1 + 57) * src[57]) : nm57, dm58=58<=intp ? dm57+src[57] : dm57
nm59=59<=intp ? (nm58+(1 + 58) * src[58]) : nm58, dm59=59<=intp ? dm58+src[58] : dm58
nm60=60<=intp ? (nm59+(1 + 59) * src[59]) : nm59, dm60=60<=intp ? dm59+src[59] : dm59
nm61=61<=intp ? (nm60+(1 + 60) * src[60]) : nm60, dm61=61<=intp ? dm60+src[60] : dm60
nm62=62<=intp ? (nm61+(1 + 61) * src[61]) : nm61, dm62=62<=intp ? dm61+src[61] : dm61
nm63=63<=intp ? (nm62+(1 + 62) * src[62]) : nm62, dm63=63<=intp ? dm62+src[62] : dm62
nm64=64<=intp ? (nm63+(1 + 63) * src[63]) : nm63, dm64=64<=intp ? dm63+src[63] : dm63
nm65=65<=intp ? (nm64+(1 + 64) * src[64]) : nm64, dm65=65<=intp ? dm64+src[64] : dm64
nm66=66<=intp ? (nm65+(1 + 65) * src[65]) : nm65, dm66=66<=intp ? dm65+src[65] : dm65
nm67=67<=intp ? (nm66+(1 + 66) * src[66]) : nm66, dm67=67<=intp ? dm66+src[66] : dm66
nm68=68<=intp ? (nm67+(1 + 67) * src[67]) : nm67, dm68=68<=intp ? dm67+src[67] : dm67
nm69=69<=intp ? (nm68+(1 + 68) * src[68]) : nm68, dm69=69<=intp ? dm68+src[68] : dm68
nm70=70<=intp ? (nm69+(1 + 69) * src[69]) : nm69, dm70=70<=intp ? dm69+src[69] : dm69
nm71=71<=intp ? (nm70+(1 + 70) * src[70]) : nm70, dm71=71<=intp ? dm70+src[70] : dm70
nm72=72<=intp ? (nm71+(1 + 71) * src[71]) : nm71, dm72=72<=intp ? dm71+src[71] : dm71
nm73=73<=intp ? (nm72+(1 + 72) * src[72]) : nm72, dm73=73<=intp ? dm72+src[72] : dm72
nm74=74<=intp ? (nm73+(1 + 73) * src[73]) : nm73, dm74=74<=intp ? dm73+src[73] : dm73
nm75=75<=intp ? (nm74+(1 + 74) * src[74]) : nm74, dm75=75<=intp ? dm74+src[74] : dm74
nm76=76<=intp ? (nm75+(1 + 75) * src[75]) : nm75, dm76=76<=intp ? dm75+src[75] : dm75
nm77=77<=intp ? (nm76+(1 + 76) * src[76]) : nm76, dm77=77<=intp ? dm76+src[76] : dm76
nm78=78<=intp ? (nm77+(1 + 77) * src[77]) : nm77, dm78=78<=intp ? dm77+src[77] : dm77
nm79=79<=intp ? (nm78+(1 + 78) * src[78]) : nm78, dm79=79<=intp ? dm78+src[78] : dm78
nm80=80<=intp ? (nm79+(1 + 79) * src[79]) : nm79, dm80=80<=intp ? dm79+src[79] : dm79
nm81=81<=intp ? (nm80+(1 + 80) * src[80]) : nm80, dm81=81<=intp ? dm80+src[80] : dm80
nm82=82<=intp ? (nm81+(1 + 81) * src[81]) : nm81, dm82=82<=intp ? dm81+src[81] : dm81
nm83=83<=intp ? (nm82+(1 + 82) * src[82]) : nm82, dm83=83<=intp ? dm82+src[82] : dm82
nm84=84<=intp ? (nm83+(1 + 83) * src[83]) : nm83, dm84=84<=intp ? dm83+src[83] : dm83
nm85=85<=intp ? (nm84+(1 + 84) * src[84]) : nm84, dm85=85<=intp ? dm84+src[84] : dm84
nm86=86<=intp ? (nm85+(1 + 85) * src[85]) : nm85, dm86=86<=intp ? dm85+src[85] : dm85
nm87=87<=intp ? (nm86+(1 + 86) * src[86]) : nm86, dm87=87<=intp ? dm86+src[86] : dm86
nm88=88<=intp ? (nm87+(1 + 87) * src[87]) : nm87, dm88=88<=intp ? dm87+src[87] : dm87
nm89=89<=intp ? (nm88+(1 + 88) * src[88]) : nm88, dm89=89<=intp ? dm88+src[88] : dm88
nm90=90<=intp ? (nm89+(1 + 89) * src[89]) : nm89, dm90=90<=intp ? dm89+src[89] : dm89
nm91=91<=intp ? (nm90+(1 + 90) * src[90]) : nm90, dm91=91<=intp ? dm90+src[90] : dm90
nm92=92<=intp ? (nm91+(1 + 91) * src[91]) : nm91, dm92=92<=intp ? dm91+src[91] : dm91
nm93=93<=intp ? (nm92+(1 + 92) * src[92]) : nm92, dm93=93<=intp ? dm92+src[92] : dm92
nm94=94<=intp ? (nm93+(1 + 93) * src[93]) : nm93, dm94=94<=intp ? dm93+src[93] : dm93
nm95=95<=intp ? (nm94+(1 + 94) * src[94]) : nm94, dm95=95<=intp ? dm94+src[94] : dm94
nm96=96<=intp ? (nm95+(1 + 95) * src[95]) : nm95, dm96=96<=intp ? dm95+src[95] : dm95
nm97=97<=intp ? (nm96+(1 + 96) * src[96]) : nm96, dm97=97<=intp ? dm96+src[96] : dm96
nm98=98<=intp ? (nm97+(1 + 97) * src[97]) : nm97, dm98=98<=intp ? dm97+src[97] : dm97
nm99=99<=intp ? (nm98+(1 + 98) * src[98]) : nm98, dm99=99<=intp ? dm98+src[98] : dm98
nm100=100<=intp ? (nm99+(1 + 99) * src[99]) : nm99, dm100=100<=intp ? dm99+src[99] : dm99
nm=nm100, dm=dm100
cg = iff(dm != 0, -nm/dm + (intp + 1) / 2.0, 0)
t=cg[1]
fr=input(true, title="Fill Osc/Trigger region")
plot(0, color=gray, title="ZeroLine")
duml=plot(fr?(cg>t?cg:t):na, style=circles, linewidth=0, color=gray, title="Dummy")
cmil=plot(cg, title="AdaptiveCG",color=blue)
tl=plot(t, title="Trigger",color=green)
fill(cmil, duml, color=red, transp=50, title="NegativeFill")
fill(tl, duml, color=lime, transp=50, title="PositiveFill")
ebc=input(false, title="Color bars?")
bc=ebc?(cg>0? (cg>t?lime:(cg==t?gray:green)): (cg<t?red:orange)):na
barcolor(bc)
List of my free indicators: http://bit.ly/1LQaPK8
List of my indicators at Appstore: http://blog.tradingview.com/?p=970

ChartArt
2 years ago
Thank you very much for coding the adaptive versions of Ehlers' indicators as well. In my test it surprised me that the Adaptive Cyber Cycle seems to be faster than the Adaptive Center Of Gravity (CG) indicator. I expected the Center Of Gravity to be faster, because it behaves similar to the classic stochastic indicator (which is very fast).

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