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cog.src.js
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cog.src.js
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var signalLabel,
signalExponent,
closes = [],
signal,
cogs = [];
function getRunUpCount (periods, signalPeriods) {
return signalPeriods || 0;
}
function getBufferSize (periods) {
return periods;
}
function validate (periods, signalPeriods) {
if (typeof periods !== "number") {
error("Center of Gravity Oscillator periods must be a number");
}
if (periods % 1 !== 0) {
error("Center of Gravity Oscillator periods must be an integer");
}
if (periods > 100) {
error("Center of Gravity Oscillator maximum periods is 100");
}
if (periods <= 0) {
error("Center of Gravity Oscillator periods must be greater than zero");
}
if (!signalPeriods) {
return;
}
if (typeof signalPeriods !== "number") {
error("Center of Gravity Oscillator signalPeriods must be a number");
}
if (signalPeriods % 1 !== 0) {
error("Center of Gravity Oscillator signalPeriods must be an integer");
}
if (signalPeriods > 100) {
error("Center of Gravity Oscillator maximum signalPeriods is 100");
}
if (signalPeriods < 0) {
error("Center of Gravity Oscillator signalPeriods must be greater than or equal to zero");
}
}
function onStart (periods, signalPeriods) {
signalLabel = "cog(" + periods + "," + signalPeriods + ") Signal";
signalExponent = 2 / (signalPeriods + 1);
}
function onIntervalClose (periods, signalPeriods) {
var nominator = 0,
denominator = 0,
cog;
// NOTE Some sources suggest (HIGH + LOW) / 2 rather than CLOSE price.
prices(periods).forEach(function (close, index) {
nominator += close * (periods - index + 1);
denominator += close;
});
if (denominator === 0) {
return null;
}
cog = -nominator / denominator;
if (!signalPeriods) {
return [{
overlay: false,
value: cog
}];
}
if (signal === undefined) {
cogs.push(cog);
if (cogs.length === signalPeriods) {
signal = Math.average(cogs);
} else {
return null;
}
} else {
signal = ((cog - signal) * signalExponent) + signal;
}
return [{
overlay: false,
value: cog
}, {
name: signalLabel,
value: signal,
overlay: false,
}];
}