Center of Gravity Oscillator
CGO(HLC, n = 10, priceMethod = "Close", scale = TRUE,
nSD = 100)an xts object containing High, Low, and Close price data
the period for computation
use "Close" for the close, any other string will result in Ehlers's (H+L)/2 method.
an option whether or not to scale the oscillator. Defaults to TRUE.
an argument for scaling. Sets the number of days over which to compute a running volatility. In effect, a larger nSD value will assign more extreme values to the scaled oscillator.
an xts object
http://www.mesasoftware.com/Papers/The%20CG%20Oscillator.pdf