Ehlers Center of Gravity (CG)

Category: cycle, momentum

The Center of Gravity (CG) oscillator by John Ehlers identifies turning points in cyclic markets with zero lag by calculating the balance point of prices over a lookback window.

Formula

CG = \frac{\sum_{i=1}^{n} i \cdot P_i}{\sum_{i=1}^{n} P_i} + \frac{n+1}{2} \text{ (where } P_i \text{ is price at offset } i-1)

Inputs

• Length (default: 10)
• Source (default: close)

See signal primitives and every published strategy that uses Ehlers Center of Gravity (CG) on WOBR StrategyVerse.