using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
///
/// ALLIGATOR: Williams Alligator Indicator
///
///
/// Bill Williams' trend-following indicator using three SMMA lines with different periods and offsets.
/// The lines represent the Jaw (blue), Teeth (red), and Lips (green) of an alligator.
/// When lines are intertwined, the alligator is "sleeping" (no trend). When separated, it's "eating" (trending).
///
/// Default parameters:
/// - Jaw: SMMA(13), offset 8 bars forward (blue)
/// - Teeth: SMMA(8), offset 5 bars forward (red)
/// - Lips: SMMA(5), offset 3 bars forward (green)
///
/// Uses Wilder's smoothing (RMA/SMMA) with α = 1/period.
///
/// Detailed documentation
/// Reference Pine Script implementation
[SkipLocalsInit]
public sealed class Alligator : ITValuePublisher
{
// SMMA state for each line (Wilder's smoothing with bias compensation)
[StructLayout(LayoutKind.Auto)]
private record struct SmmaState
{
public double Ema; // Running SMMA value
public double E; // Warmup compensator (starts at 1.0, decays)
public bool IsHot; // True when warmed up
public static SmmaState New() => new() { Ema = 0.0, E = 1.0, IsHot = false };
}
private readonly int _jawPeriod;
private readonly int _teethPeriod;
private readonly int _lipsPeriod;
private readonly int _jawOffset;
private readonly int _teethOffset;
private readonly int _lipsOffset;
private readonly double _alphaJaw;
private readonly double _alphaTeeth;
private readonly double _alphaLips;
private SmmaState _jawState;
private SmmaState _teethState;
private SmmaState _lipsState;
// Previous states for bar correction
private SmmaState _p_jawState;
private SmmaState _p_teethState;
private SmmaState _p_lipsState;
private double _lastValidValue;
private double _p_lastValidValue;
///
/// Display name for the indicator.
///
public string Name { get; }
public event TValuePublishedHandler? Pub;
///
/// Current Jaw value (SMMA of longest period, slowest line).
/// Note: This is the current SMMA value; offset is applied in plotting.
///
public TValue Jaw { get; private set; }
///
/// Current Teeth value (SMMA of medium period, middle line).
/// Note: This is the current SMMA value; offset is applied in plotting.
///
public TValue Teeth { get; private set; }
///
/// Current Lips value (SMMA of shortest period, fastest line).
/// Note: This is the current SMMA value; offset is applied in plotting.
///
public TValue Lips { get; private set; }
///
/// The last computed value (defaults to Lips, the fastest line).
///
public TValue Last { get; private set; }
///
/// True if all three SMMA lines have warmed up.
///
public bool IsHot => _jawState.IsHot && _teethState.IsHot && _lipsState.IsHot;
///
/// The number of bars required for full warmup (based on longest period).
///
public int WarmupPeriod { get; }
///
/// Creates Williams Alligator with default parameters.
/// Jaw: period=13, offset=8; Teeth: period=8, offset=5; Lips: period=5, offset=3.
///
public Alligator() : this(13, 8, 8, 5, 5, 3)
{
}
///
/// Creates Williams Alligator with specified parameters.
///
/// Period for Jaw SMMA (typically 13)
/// Forward offset for Jaw (typically 8)
/// Period for Teeth SMMA (typically 8)
/// Forward offset for Teeth (typically 5)
/// Period for Lips SMMA (typically 5)
/// Forward offset for Lips (typically 3)
public Alligator(int jawPeriod, int jawOffset, int teethPeriod, int teethOffset, int lipsPeriod, int lipsOffset)
{
if (jawPeriod <= 0)
{
throw new ArgumentException("Jaw period must be greater than 0", nameof(jawPeriod));
}
if (teethPeriod <= 0)
{
throw new ArgumentException("Teeth period must be greater than 0", nameof(teethPeriod));
}
if (lipsPeriod <= 0)
{
throw new ArgumentException("Lips period must be greater than 0", nameof(lipsPeriod));
}
if (jawOffset < 0)
{
throw new ArgumentException("Jaw offset must be non-negative", nameof(jawOffset));
}
if (teethOffset < 0)
{
throw new ArgumentException("Teeth offset must be non-negative", nameof(teethOffset));
}
if (lipsOffset < 0)
{
throw new ArgumentException("Lips offset must be non-negative", nameof(lipsOffset));
}
_jawPeriod = jawPeriod;
_teethPeriod = teethPeriod;
_lipsPeriod = lipsPeriod;
_jawOffset = jawOffset;
_teethOffset = teethOffset;
_lipsOffset = lipsOffset;
// Wilder's smoothing: alpha = 1 / period
_alphaJaw = 1.0 / jawPeriod;
_alphaTeeth = 1.0 / teethPeriod;
_alphaLips = 1.0 / lipsPeriod;
_jawState = SmmaState.New();
_teethState = SmmaState.New();
_lipsState = SmmaState.New();
_p_jawState = _jawState;
_p_teethState = _teethState;
_p_lipsState = _lipsState;
Name = $"Alligator({jawPeriod},{jawOffset},{teethPeriod},{teethOffset},{lipsPeriod},{lipsOffset})";
WarmupPeriod = Math.Max(Math.Max(jawPeriod, teethPeriod), lipsPeriod);
}
///
/// Resets the indicator state.
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Reset()
{
_jawState = SmmaState.New();
_teethState = SmmaState.New();
_lipsState = SmmaState.New();
_p_jawState = _jawState;
_p_teethState = _teethState;
_p_lipsState = _lipsState;
_lastValidValue = 0;
_p_lastValidValue = 0;
Jaw = default;
Teeth = default;
Lips = default;
Last = default;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private double GetValidValue(double input)
{
if (double.IsFinite(input))
{
_lastValidValue = input;
return input;
}
return _lastValidValue;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double ComputeSmma(double input, double alpha, ref SmmaState state)
{
// SMMA/RMA formula: ema = alpha * (input - ema) + ema
state.Ema = Math.FusedMultiplyAdd(alpha, input - state.Ema, state.Ema);
double result;
if (!state.IsHot)
{
// Bias compensation during warmup
state.E *= (1.0 - alpha);
double compensator = 1.0 / (1.0 - state.E);
result = compensator * state.Ema;
// Standard warmup threshold (matches EMA/RMA pattern)
state.IsHot = state.E <= 0.05;
}
else
{
result = state.Ema;
}
return result;
}
///
/// Updates the indicator with a new price bar.
///
/// Price bar (uses HLC3 - typical price)
/// True for new bar, false for bar update/correction
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TBar input, bool isNew = true)
{
double hlc3 = (input.High + input.Low + input.Close) / 3.0;
return Update(new TValue(input.Time, hlc3), isNew);
}
///
/// Updates the indicator with a new value.
///
/// Input value
/// True for new bar, false for bar update/correction
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TValue input, bool isNew = true)
{
if (isNew)
{
_p_jawState = _jawState;
_p_teethState = _teethState;
_p_lipsState = _lipsState;
_p_lastValidValue = _lastValidValue;
}
else
{
_jawState = _p_jawState;
_teethState = _p_teethState;
_lipsState = _p_lipsState;
_lastValidValue = _p_lastValidValue;
}
double val = GetValidValue(input.Value);
double jawVal = ComputeSmma(val, _alphaJaw, ref _jawState);
double teethVal = ComputeSmma(val, _alphaTeeth, ref _teethState);
double lipsVal = ComputeSmma(val, _alphaLips, ref _lipsState);
Jaw = new TValue(input.Time, jawVal);
Teeth = new TValue(input.Time, teethVal);
Lips = new TValue(input.Time, lipsVal);
Last = Lips; // Primary output is the fastest line
Pub?.Invoke(this, new TValueEventArgs { Value = Last, IsNew = isNew });
return Last;
}
///
/// Processes a TBarSeries and returns TSeries of Lips values.
///
public TSeries Update(TBarSeries source)
{
if (source.Count == 0)
{
return new TSeries([], []);
}
int len = source.Count;
var tList = new List(len);
var vList = new List(len);
for (int i = 0; i < len; i++)
{
var bar = source[i];
Update(bar, isNew: true);
tList.Add(bar.Time);
vList.Add(Lips.Value);
}
return new TSeries(tList, vList);
}
///
/// Initializes the indicator state using the provided bar series history.
///
/// Historical bar data.
public void Prime(TBarSeries source)
{
Reset();
if (source.Count == 0)
{
return;
}
for (int i = 0; i < source.Count; i++)
{
Update(source[i], isNew: true);
}
}
///
/// Calculates Alligator for the entire series using default parameters.
///
public static TSeries Batch(TBarSeries source)
{
var alligator = new Alligator();
return alligator.Update(source);
}
///
/// Calculates Alligator for the entire series using custom parameters.
///
public static TSeries Batch(TBarSeries source, int jawPeriod, int jawOffset, int teethPeriod, int teethOffset, int lipsPeriod, int lipsOffset)
{
var alligator = new Alligator(jawPeriod, jawOffset, teethPeriod, teethOffset, lipsPeriod, lipsOffset);
return alligator.Update(source);
}
public static (TSeries Results, Alligator Indicator) Calculate(TBarSeries source)
{
var indicator = new Alligator();
TSeries results = indicator.Update(source);
return (results, indicator);
}
///
/// Gets the Jaw period value.
///
public int JawPeriod => _jawPeriod;
///
/// Gets the Teeth period value.
///
public int TeethPeriod => _teethPeriod;
///
/// Gets the Lips period value.
///
public int LipsPeriod => _lipsPeriod;
///
/// Gets the Jaw offset value (bars forward).
///
public int JawOffset => _jawOffset;
///
/// Gets the Teeth offset value (bars forward).
///
public int TeethOffset => _teethOffset;
///
/// Gets the Lips offset value (bars forward).
///
public int LipsOffset => _lipsOffset;
}