ÿþindicator CenterOfGravityTiming;

input period = 5, level1 = 4, level2 = 8;

draw  o("Open", dot_line, gray), 

      h("High", dot_line, red), 

      l("Low", dot_line, red), 

      c("Close", solid_line, white), 

      ul1("Upper level 1", dash_line, magenta),

      ul2("Upper level 2", dash_line, magenta),

      ll1("Lower level 1", dash_line, magenta),

      ll2("Lower level 2", dash_line, magenta);

vars  i(number), j(number), am(number), ar(number);

begin

  if period < 1 then

    return;



  for i := front(close)+period-1 to back(close) do begin

    ul1[i] := level1;

    ul2[i] := level2;

    ll1[i] := -level1;

    ll2[i] := -level2;

    am := 0;

    ar := 0;

    for j := i-period+1 to i do begin

      am := am + (high[j]+low[j])/2;

      ar := ar + (high[j]-low[j])/5;

    end;

    am := am / period;

    ar := ar / period;

    if ar <> 0 then begin

      o[i] := (open[i]-am)/ar;

      h[i] := (high[i]-am)/ar;

      l[i] := (low[i]-am)/ar;

      c[i] := (close[i]-am)/ar;

    end else begin

      o[i] := 0;

      h[i] := 0;

      l[i] := 0;

      c[i] := 0;

    end;

  end;

end.