Williams Alligator

Created by Bill Williams, Alligator is a depiction of three smoothed moving averages of median price, showing chart patterns that compared to an alligator's feeding habits when describing market movement. The moving averages are known as the Jaw, Teeth, and Lips, which are calculated using lookback and offset periods. See also the Gator Oscillator. [Discuss] 💬

// C# usage syntax
IReadOnlyList<AlligatorResult> results =
  bars.ToAlligator(jawPeriods,jawOffset,teethPeriods,teethOffset,lipsPeriods,lipsOffset);

Parameters

param	type	description
jawPeriods	int	Number of periods (JP) for the Jaw moving average. Must be greater than teethPeriods. Default is 13.
jawOffset	int	Number of periods (JO) for the Jaw offset. Must be greater than 0. Default is 8.
teethPeriods	int	Number of periods (TP) for the Teeth moving average. Must be greater than lipsPeriods. Default is 8.
teethOffset	int	Number of periods (TO) for the Teeth offset. Must be greater than 0. Default is 5.
lipsPeriods	int	Number of periods (LP) for the Lips moving average. Must be greater than 0. Default is 5.
lipsOffset	int	Number of periods (LO) for the Lips offset. Must be greater than 0. Default is 3.

Historical price bars requirements

You must have at least JP+JO+100 periods of bars to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least JP+JO+250 data points prior to the intended usage date for better precision.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IReadOnlyList<AlligatorResult>

• This method returns a time series of all available indicator values for the bars provided.
• It always returns the same number of elements as there are in the historical price bars.
• It does not return a single incremental indicator value.
• The first JP+JO periods will have null values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first JP+JO+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

AlligatorResult

property	type	description
Timestamp	DateTime	Date from evaluated TBar
Jaw	double	Alligator's Jaw
Teeth	double	Alligator's Teeth
Lips	double	Alligator's Lips

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(removePeriods)

See Utilities and helpers for more information.

Chaining

This indicator may be generated from any chain-enabled indicator or method.

// example
var results = bars
    .Use(CandlePart.HL2)
    .ToAlligator();

Results cannot be further chained with additional transforms.

See Chaining indicators for more.

Streaming

Use the buffer-style List<T> when you need incremental calculations without a hub:

AlligatorList alligatorList = new(jawPeriods, jawOffset, teethPeriods, teethOffset, lipsPeriods, lipsOffset);

foreach (IBar bar in bars)  // simulating stream
{
  alligatorList.Add(bar);
}

// based on `ICollection<AlligatorResult>`
IReadOnlyList<AlligatorResult> results = alligatorList;

Subscribe to a BarHub for advanced streaming scenarios:

BarHub barHub = new();
AlligatorHub observer = barHub.ToAlligatorHub();

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<AlligatorResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.