ÿþindicator CenterOfGravity;

input bars = 180, order = 3, ecart = 1.61803399;

draw  reg("COG", solid_line, blue), 

      x1("COG top 1", solid_line, gray),

      x2("COG top 2", solid_line, red),

      x3("COG top 3", solid_line, red),

      z1("COG bottom 1", solid_line, gray),

      z2("COG bottom 2", solid_line, green),

      z3("COG bottom 3", solid_line, green);

vars  fin(number), ii(number), jj(number), kk(number), ll(number), mm(number), nn(number), 

      tt(number), qq(number), mi(number), sum(number), n(number), sd(number),

      dev(series), sx(series), b(series), ai(series), x(series);

begin

  if back(close)-front(close) < bars then

    return;



  fin := back(close);

  nn := order + 1;

  sx[1] := bars + 1;



  for mi := 1 to 2*nn-2 do begin

     sum := 0;

     for n := 0 to bars do begin

       sum := sum + pow(n, mi);

     end; 

     sx[mi + 1] := sum;

  end;



  for mi := 1 to nn do begin

    sum := 0;

    for n := 0 to bars do begin

      if mi = 1 then

        sum := sum + close[fin-n]

      else

        sum := sum + Close[fin-n] * pow(n, mi-1);

      b[mi] := sum;

    end;

  end;



  for jj := 1 to nn do begin

    for ii := 1 to nn do begin

      kk := ii + jj - 1;

      ai[(ii-1)*nn+jj] := sx[kk];

    end;

  end;



  for kk := 1 to nn-1 do begin

    ll := 0;

    mm := 0;

    for ii := kk to nn do begin

      if abs(ai[(ii-1)*nn+kk]) > mm then begin

        mm := abs(ai[(ii-1)*nn+kk]);

        ll := ii;

      end;

    end;



    if ll = 0 then

      return;



    if ll <> kk then begin

      for jj := 1 to nn do begin

        tt := ai[(kk-1)*nn+jj];

        ai[(kk-1)*nn+jj] := ai[(ll-1)*nn+jj];

        ai[(ll-1)*nn+jj] := tt;

      end;

      tt := b[kk];

      b[kk] := b[ll];

      b[ll] := tt;

    end;



    for ii := kk+1 to nn do begin

      qq := ai[(ii-1)*nn+kk] / ai[(kk-1)*nn+kk];

      for jj := 1 to nn do begin

        if jj = kk then

          ai[(ii-1)*nn+jj] := 0

        else

          ai[(ii-1)*nn+jj] := ai[(ii-1)*nn+jj] - qq * ai[(kk-1)*nn+jj];

      end;

      b[ii] := b[ii] - qq * b[kk];

    end;

  end;



  x[nn] := b[nn] / ai[nn*nn];

  for kk := 1 to nn-1 do begin

    tt := 0;

    ii := nn - kk;

    for jj := 1 to nn-ii do begin

      tt := tt + ai[(ii-1)*nn+ii+jj] * x[ii + jj];

      if ai[(ii-1)*nn+ii] <> 0 then

        x[ii] := (b[ii] - tt) / ai[(ii-1)*nn+ii];

    end;

  end;



  dev := StdDev(close, bars);

  sd := ecart * dev[fin];

  for n := 0 to bars do begin

    sum := 0;

    for kk := 1 to order do begin

      sum := sum + x[kk+1] * pow(n, kk);

    end;

    reg[fin-n] := x[1] + sum;

    x1[fin-n] := reg[fin-n] + sd/(1.382*1.618);

    x2[fin-n] := reg[fin-n] + sd/1.382;

    x3[fin-n] := reg[fin-n] + sd;

    z1[fin-n] := reg[fin-n] - sd/(1.382*1.618);

    z2[fin-n] := reg[fin-n] - sd/1.382;

    z3[fin-n] := reg[fin-n] - sd;

  end;

end.