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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
104 lines
3.8 KiB
Plaintext
104 lines
3.8 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Williams Gator Oscillator (GATOR)", "GATOR", overlay=false)
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//@function Calculates Williams Gator Oscillator from Alligator lines
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//@param source Series to calculate from
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//@param jawPeriod Period for Jaw SMMA (typically 13)
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//@param jawOffset Forward offset for Jaw line (typically 8)
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//@param teethPeriod Period for Teeth SMMA (typically 8)
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//@param teethOffset Forward offset for Teeth line (typically 5)
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//@param lipsPeriod Period for Lips SMMA (typically 5)
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//@param lipsOffset Forward offset for Lips line (typically 3)
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//@returns Tuple [upper, lower] histogram values
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//@optimized Uses Wilder's RMA (SMMA) with exponential warmup compensator for O(1) complexity
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gator(series float source, simple int jawPeriod, simple int jawOffset, simple int teethPeriod, simple int teethOffset, simple int lipsPeriod, simple int lipsOffset) =>
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if jawPeriod <= 0 or teethPeriod <= 0 or lipsPeriod <= 0
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runtime.error("All periods must be greater than 0")
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if jawOffset < 0 or teethOffset < 0 or lipsOffset < 0
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runtime.error("All offsets must be non-negative")
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// Step 1: Compute SMMA (Wilder's RMA) for each Alligator line
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float alphaJaw = 1.0 / float(jawPeriod)
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float alphaTeeth = 1.0 / float(teethPeriod)
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float alphaLips = 1.0 / float(lipsPeriod)
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var bool warmupJaw = true
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var bool warmupTeeth = true
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var bool warmupLips = true
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var float eJaw = 1.0
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var float eTeeth = 1.0
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var float eLips = 1.0
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var float emaJaw = 0.0
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var float emaTeeth = 0.0
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var float emaLips = 0.0
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var float jaw = source
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var float teeth = source
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var float lips = source
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emaJaw := alphaJaw * (source - emaJaw) + emaJaw
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emaTeeth := alphaTeeth * (source - emaTeeth) + emaTeeth
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emaLips := alphaLips * (source - emaLips) + emaLips
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if warmupJaw
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eJaw *= (1.0 - alphaJaw)
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float cJaw = 1.0 / (1.0 - eJaw)
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jaw := cJaw * emaJaw
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warmupJaw := eJaw > 1e-10
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else
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jaw := emaJaw
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if warmupTeeth
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eTeeth *= (1.0 - alphaTeeth)
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float cTeeth = 1.0 / (1.0 - eTeeth)
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teeth := cTeeth * emaTeeth
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warmupTeeth := eTeeth > 1e-10
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else
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teeth := emaTeeth
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if warmupLips
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eLips *= (1.0 - alphaLips)
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float cLips = 1.0 / (1.0 - eLips)
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lips := cLips * emaLips
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warmupLips := eLips > 1e-10
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else
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lips := emaLips
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// Step 2: Apply offsets and compute histogram differences
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float jawShifted = jaw[jawOffset]
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float teethShifted = teeth[teethOffset]
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float lipsShifted = lips[lipsOffset]
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// Upper histogram: abs(Jaw - Teeth), always positive
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float upper = math.abs(jawShifted - teethShifted)
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// Lower histogram: -abs(Teeth - Lips), always negative
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float lower = -math.abs(teethShifted - lipsShifted)
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[upper, lower]
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(hlc3, "Source")
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i_jawPeriod = input.int(13, "Jaw Period", minval=1)
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i_jawOffset = input.int(8, "Jaw Offset", minval=0)
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i_teethPeriod = input.int(8, "Teeth Period", minval=1)
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i_teethOffset = input.int(5, "Teeth Offset", minval=0)
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i_lipsPeriod = input.int(5, "Lips Period", minval=1)
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i_lipsOffset = input.int(3, "Lips Offset", minval=0)
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// Calculation
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[upper, lower] = gator(i_source, i_jawPeriod, i_jawOffset, i_teethPeriod, i_teethOffset, i_lipsPeriod, i_lipsOffset)
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float prevUpper = upper[1]
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float prevLower = lower[1]
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// Colors: green when expanding (upper rising or lower falling), red when contracting
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color upperColor = upper >= prevUpper ? color.green : color.red
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color lowerColor = lower <= prevLower ? color.green : color.red
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// Plot
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plot(upper, "Upper", color=upperColor, style=plot.style_histogram, linewidth=2)
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plot(lower, "Lower", color=lowerColor, style=plot.style_histogram, linewidth=2)
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plot(0, "Zero", color=color.gray, linewidth=1)
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