mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
104 lines
3.8 KiB
Plaintext
104 lines
3.8 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Williams Gator Oscillator", "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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