mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
80 lines
3.1 KiB
Plaintext
80 lines
3.1 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Williams Alligator", "ALLIGATOR", overlay=true)
|
|
|
|
//@function Calculates Williams Alligator indicator using SMMA (RMA)
|
|
//@param source Series to calculate Alligator from
|
|
//@param jawPeriod Period for Jaw line (typically 13)
|
|
//@param jawOffset Forward offset for Jaw line (typically 8)
|
|
//@param teethPeriod Period for Teeth line (typically 8)
|
|
//@param teethOffset Forward offset for Teeth line (typically 5)
|
|
//@param lipsPeriod Period for Lips line (typically 5)
|
|
//@param lipsOffset Forward offset for Lips line (typically 3)
|
|
//@returns Tuple [jaw, teeth, lips] values
|
|
//@optimized Uses Wilder's RMA (SMMA) with exponential warmup compensator for O(1) complexity
|
|
alligator(series float source, simple int jawPeriod, simple int jawOffset, simple int teethPeriod, simple int teethOffset, simple int lipsPeriod, simple int lipsOffset) =>
|
|
if jawPeriod <= 0 or teethPeriod <= 0 or lipsPeriod <= 0
|
|
runtime.error("All periods must be greater than 0")
|
|
if jawOffset < 0 or teethOffset < 0 or lipsOffset < 0
|
|
runtime.error("All offsets must be non-negative")
|
|
float alphaJaw = 1.0 / float(jawPeriod)
|
|
float alphaTeeth = 1.0 / float(teethPeriod)
|
|
float alphaLips = 1.0 / float(lipsPeriod)
|
|
var bool warmupJaw = true
|
|
var bool warmupTeeth = true
|
|
var bool warmupLips = true
|
|
var float eJaw = 1.0
|
|
var float eTeeth = 1.0
|
|
var float eLips = 1.0
|
|
var float emaJaw = 0.0
|
|
var float emaTeeth = 0.0
|
|
var float emaLips = 0.0
|
|
var float jaw = source
|
|
var float teeth = source
|
|
var float lips = source
|
|
emaJaw := alphaJaw * (source - emaJaw) + emaJaw
|
|
emaTeeth := alphaTeeth * (source - emaTeeth) + emaTeeth
|
|
emaLips := alphaLips * (source - emaLips) + emaLips
|
|
if warmupJaw
|
|
eJaw *= (1.0 - alphaJaw)
|
|
float cJaw = 1.0 / (1.0 - eJaw)
|
|
jaw := cJaw * emaJaw
|
|
warmupJaw := eJaw > 1e-10
|
|
else
|
|
jaw := emaJaw
|
|
if warmupTeeth
|
|
eTeeth *= (1.0 - alphaTeeth)
|
|
float cTeeth = 1.0 / (1.0 - eTeeth)
|
|
teeth := cTeeth * emaTeeth
|
|
warmupTeeth := eTeeth > 1e-10
|
|
else
|
|
teeth := emaTeeth
|
|
if warmupLips
|
|
eLips *= (1.0 - alphaLips)
|
|
float cLips = 1.0 / (1.0 - eLips)
|
|
lips := cLips * emaLips
|
|
warmupLips := eLips > 1e-10
|
|
else
|
|
lips := emaLips
|
|
[jaw, teeth, lips]
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_source = input.source(hlc3, "Source")
|
|
i_jawPeriod = input.int(13, "Jaw Period", minval=1)
|
|
i_jawOffset = input.int(8, "Jaw Offset", minval=0)
|
|
i_teethPeriod = input.int(8, "Teeth Period", minval=1)
|
|
i_teethOffset = input.int(5, "Teeth Offset", minval=0)
|
|
i_lipsPeriod = input.int(5, "Lips Period", minval=1)
|
|
i_lipsOffset = input.int(3, "Lips Offset", minval=0)
|
|
|
|
// Calculation
|
|
[jaw, teeth, lips] = alligator(i_source, i_jawPeriod, i_jawOffset, i_teethPeriod, i_teethOffset, i_lipsPeriod, i_lipsOffset)
|
|
|
|
// Plot with offsets
|
|
plot(jaw[i_jawOffset], "Jaw", color=color.blue, linewidth=2)
|
|
plot(teeth[i_teethOffset], "Teeth", color=color.red, linewidth=2)
|
|
plot(lips[i_lipsOffset], "Lips", color=color.green, linewidth=2)
|