一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

				//------------------------------------------------------------------------------
				//
				//  Formula Name:    Ehlers Center of Gravity Oscillator
				//  Author/Uploader: Not Too Swift 
				//  E-mail:          
				//  Date/Time Added: 2005-06-25 01:14:08
				//  Origin:          
				//  Keywords:        
				//  Level:           medium
				//  Flags:           indicator
				//  Formula URL:     http://www.amibroker.com/library/formula.php?id=484
				//  Details URL:     http://www.amibroker.com/library/detail.php?id=484
				//
				//------------------------------------------------------------------------------
				//
				//  Ehlers Center of Gravity Oscillator is from Cybernetic Analysis for Stocks
				//  and Futures. Wiley. 2004.
				//
				//  This indicator represents the center of gravity of prices over the window
				//  of observation.
				//
				//------------------------------------------------------------------------------
				
				SetBarsRequired(200, 0);
				
				// Ehlers formulas
				// from Ehlers, John F. Cybernetic Analysis for Stocks and Futures. Wiley. 2004. 
				// Chapter 5, p. 47. Code on p. 49.
				
				function CGOscillator(array, length)
				// Figure 5.1 on p. 49.
				{
				  CGOValue = array;
				
				  for(i = length; i < BarCount; i++)
				  {
				    num = 0;
				    denom = 0;
				    for(j = 0; j < length; j++)
				    {
				      num = num + (1 + j) * array[i - j];
				      denom = denom + array[i - j];
				    }
				    if (denom != 0) CGOValue[i] = -num / denom + (length +1)/2;
				  }
				  return CGOValue;
				}
				
				med = (H + L) / 2;
				Period = Param("Period", 10, 1, 250, 1);
				
				Plot(CGOscillator(med, Period), "CG Oscillator", colorRed, styleLine);
				Plot(Ref(CGOscillator(med, Period), -1), "Trigger", colorBlue, styleLine);
				PlotGrid(.8);
				PlotGrid(.5);
				PlotGrid(.2);