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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
80 lines
3.1 KiB
Plaintext
80 lines
3.1 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Williams Alligator", "ALLIGATOR", overlay=true)
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//@function Calculates Williams Alligator indicator using SMMA (RMA)
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//@param source Series to calculate Alligator from
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//@param jawPeriod Period for Jaw line (typically 13)
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//@param jawOffset Forward offset for Jaw line (typically 8)
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//@param teethPeriod Period for Teeth line (typically 8)
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//@param teethOffset Forward offset for Teeth line (typically 5)
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//@param lipsPeriod Period for Lips line (typically 5)
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//@param lipsOffset Forward offset for Lips line (typically 3)
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//@returns Tuple [jaw, teeth, lips] values
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//@optimized Uses Wilder's RMA (SMMA) with exponential warmup compensator for O(1) complexity
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alligator(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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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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[jaw, teeth, lips]
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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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[jaw, teeth, lips] = alligator(i_source, i_jawPeriod, i_jawOffset, i_teethPeriod, i_teethOffset, i_lipsPeriod, i_lipsOffset)
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// Plot with offsets
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plot(jaw[i_jawOffset], "Jaw", color=color.blue, linewidth=2)
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plot(teeth[i_teethOffset], "Teeth", color=color.red, linewidth=2)
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plot(lips[i_lipsOffset], "Lips", color=color.green, linewidth=2)
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