Center Of Gravity [COG]

Summary:
This indicator script is a smoothed oscillator with essentially zero lag, it measures the center of gravity price for a window of bar prices.

Calculation:
Complex, see script.

Developer:
John F. Ehlers

Interpretation: 
1. Upwards Trend: When the indicator script is moving upwards, the underlying indicator is in an upwards trend.
2. Downwards Trend: When the indicator script is moving downwards, the underlying indicator is in a downwards trend.
3. Positive Divergence:  When the underlying indicator is moving downwards, but the indicator script is moving upwards, the underlying indicator is likely to reverse direction and move upwards.
4. Negative Divergence:  When the underlying indicator is moving upwards, but the indicator script is moving downwards, the underlying indicator is likely to reverse direction and move downwards.
5. Overbought:  When the underlying indicator is moving upwards, but the indicator script is approaching its upper bound, the underlying indicator is likely to reverse direction and move downwards.
6. Oversold: When the underlying indicator is moving downwards, but the indicator script is approaching its lower bound, the underlying indicator is likely to reverse direction and move upwards.

	 ' Assign the parameters to script variables.
	_indicatorKey = indicatorKey
	_periods = periods

	 ' Get the values of the underlying indicator, indexed by bar index.
	Define values() As Number = IndicatorValues(_indicatorKey, barIndex, length + _periods)
	 ' Use for the indicator formula numerator value.
	Define numerator As Number
	 ' Use for the indicator formula denominator value.
	Define denominator As Number
	 ' Use for the Center Of Gravity values, indexed by bar index.
	Define results(length - 1) As Number
	 ' Calculate the Center Of Gravity values for the specified bar range.
	For i As Integer = length - 1 To 0 Step -1
		numerator = 0
		denominator = 0
		 ' Calculate the Center Of Gravity value for the current bar.
		For j As Integer = i + _periods - 1 To i Step -1
			numerator += values(j) * (j - i + 1)
			denominator += values(j)
		Next
		 ' Assign the Center Of Gravity value for the current bar.
		results(i) = -1 * (numerator / denominator)
	Next
	Return results