Oscillator of Gravity Center

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Оголошення Oscillator of Gravity Center

Oscillator of Gravity Center

2022-07-15 10:08:33 UTC 9126 Прочитайте

[//]:content-type-MARKDOWN-DONOT-DELETE
## 1.  Introduction
### 1.1 Oscillator of gravity center
Similar to MACD, the oscillator of gravity center is calculated by multiplying the linear weighted moving average and the simple moving average, and then conduct three times of smoothing of the product obtained. By observing the deviation level of the indicator from the zero axis, we can tell the strength of the current trend. The bigger the deviation, the stronger the trend.  
**Parameters of the indicator**
p1 = 20 #  Period of Linear Weighted Moving Average and Period of Simple Moving Average
p2 = 4 # The period used in the second smoothing of product of the linear weighted moving average multiplied by the simple moving average；
p3 = 4 #  The period used in the second smoothing 。
![](https://gimg2.gateimg.com/image/article/17111758091.png)
### 1.2 Average Speed Index
The Average Speed indicates the average price movement range within specified time unit  (1 minute). Similar to the average speed concept used in physics, the larger the value, the stronger the moving momentum of the price. The lowest limit of the index is zero, with the denominator adjusted according to the selected K-line period.
** Average Speed Indicator Parameters**
p1 = 6 # Period for calculation of the average speed;
period = ‘1h’ # The time period of K line.
![](https://gimg2.gateimg.com/image/article/17111758272.png)
## 2. Use of strategy
### 2.1  Conditions for opening positions
**Conditions for opening long positions**
  1.Both the current value (gravity[-2]) and the lastest value (gravity[-1]) are less than zero;
  2.The current value (gravity[-2]) is smaller than the lastest value (gravity[-1]) 
  3.The current average speed(velocity[-1]) is greater than the median of the average speed (threshold).
**pseudo code:**
gravity[-2] < gravity[-1] < 0 and velocity[-1] > threshold

**Conditions for opening short positions**
  1.Both the current value (gravity[-2]) and the lastest value (gravity[-1]) are greater than zero;
  2.The current value (gravity[-2]) is smaller than the lastest value (gravity[-1]) 
  3.The current average speed(velocity[-1]) is greater than the median of the average speed (threshold).
**pseudo code:**
gravity[-2] > gravity[-1] > 0 and velocity[-1] > threshold
### 2.2 Conditions for closing positions
**Conditions for closing long positions**
  1.When the conditions for opening a short position are satisfied;
  or
  2.Take-profit is triggered. TP price is as follows
Opening price + profit ratio * ATR at the current moment
Note: The take-profit/stop-loss price is dynamically adjusted, based upon change of currect ATR acalculated according to the latest K-line. The same below.

or
 3.Stop-Loss is triggered. And the Stop Loss price is calculated as follows:
  Opening price - current ATR 
  
**Conditions for closing short positions**
  1.When the conditions for opening a long position are satisfied;
  or
  2.Take-profit is triggered. TP price is as follows
  Opening price - profit ratio * ATR at the current moment
  or
  3.Stop-Loss is triggered. And the Stop Loss price is calculated as follows:
  Opening price + ATR at the current moment
## 3. Operational Guide
As shown in the picture below, on the Navigation bar, Click "Copy Trading"- "Create a Strategy" - select "Futures CTA" - " oscillator of gravity center", then  click "Create". Then set up "Settlement Method" and " Market" - " Parameters Set-up" - click "Backtest/Create":
![](https://gimg2.gateimg.com/image/article/17111758893.png)
**Strategy backtest:** As shown in the picture above, click the "Backtest" button , fill in the parameters, click "Backtest" at the bottom , then the system will automatically backtrack the data (backtest data generated within one month by default). After completion of the backtest, the result can be checked in the "Backtest Record".
![](https://gimg2.gateimg.com/image/article/17111759044.png)
## 4 Parameters setup
![](https://gimg2.gateimg.com/image/article/17111759195.png)
**Leverage multiple:** Mainly used to calculate the number of orders placed.
**Total investment:** All investment amounts will be used as the margin for the user's investment.
**Position SL: **When the loss reaches the certain ratio of the user's total investment, the strategy will automatically close positions and exit.
**Linear weighted smoothing period 1: ** Period of Linear Weighted Moving Average and Period of Simple Moving Average;
**Linear weighted smoothing period 2: **The period used in the second smoothing of product of the linear weighted moving average multiplied by the simple moving average;
**Linear weighted smoothing period 3: **The period used in the second smoothing;
**Average speed period: **the time period for calculating the average speed indicator;
**ATR period: **ATR time period;
**TP/SL ratio:** 1.5 means TP is 1.5 times SL.
**Period: **A required MA parameter. It can be set as  1 minute, 5 minutes, 15 minutes, 30 minutes, 1 hour, 4 hours, 8 hours, 1 day. The default value is 1 hour.
**Number of orders placed:** After the strategy is triggered, the number of orders placed by the system.  It is an optional value and is empty by default.
**Default futures trading fee: **0.00075
**Inverse contract:** s = (margin * latest price) / (2* 0.00075 + (1/leverage)) size = s / size of each contract
**USDT contract:** s = (margin) / (2*0.00075 + (1/leverage)) * latest price size = s / size of each contract
The actual number of orders placed by the user will be the smaller of the default order number and the number set by the user.

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