WhitmanTrading

Alligator Indicator: A Ribbon, Shifted

The alligator indicator is three smoothed moving averages of the bar midpoint - a 13-bar jaw, an 8-bar teeth and a 5-bar lips - each shifted several bars forward. Intertwined lines mean no trend, and the designer's instruction was to stand aside. Separation means a trend is already running.

Three smoothed averages, drawn at different lengths and pushed a few bars to the right of the last close. The animal is a naming convention; the arithmetic is a moving average ribbon with one extra step.

How it works

A candlestick chart of the site's shared price history. The headline on the chart reads: Three smoothed averages, shifted forward, with animal names.
Three smoothed averages, shifted forward, with animal names. Illustrative chart - not real market data.

Three lines, three lengths, and a push to the right. Each is a smoothed moving average of the bar midpoint rather than the close, drawn a fixed number of bars ahead of the data that made it.

A gently rising stretch of the long price series. The headline on the chart reads: Thirteen, eight and five bars, each pushed ahead.
Thirteen, eight and five bars, each pushed ahead. Illustrative chart - not real market data.

The settings are fixed. A 13-bar smoothed average shifted 8 bars forward is the jaw, an 8-bar shifted 5 forward is the teeth, and a 5-bar shifted 3 forward is the lips. That is the whole calculation.

A calmly advancing stretch of the long price series. The headline on the chart reads: Jaw, teeth and lips - and the names do no work.
Jaw, teeth and lips - and the names do no work. Illustrative chart - not real market data.

The names do no work. Jaw, teeth and lips are three smoothed averages of different lengths, and calling them after an animal adds nothing to the calculation. It is a mnemonic, nothing more.

A choppy, directionless stretch of the long price series. The headline on the chart reads: Intertwined lines mean no trend, which is the useful part.
Intertwined lines mean no trend, which is the useful part. Illustrative chart - not real market data.

Intertwined lines are the sleeping state. When the three cross and re-cross inside a narrow band, the tool is reporting no trend to trade, and the instruction attached is to stand aside.

A flat, quiet stretch of the long price series. The headline on the chart reads: Separated and ordered means a trend is running.
Separated and ordered means a trend is running. Illustrative chart - not real market data.

Separated and ordered lines are the waking state. Lips above teeth above jaw, fanning apart, says a trend is running — the same reading anyone makes by eye off a moving average stack.

Late twice over

A strongly rising stretch of the long price series. The headline on the chart reads: The forward shift is what makes it different from a ribbon.
The forward shift is what makes it different from a ribbon. Illustrative chart - not real market data.

The forward shift is the one structural difference from an ordinary ribbon. Each line is drawn several bars to the right of the data that produced it, so the lines appear to run ahead of price.

A declining stretch of the long price series. The headline on the chart reads: And smoothed averages shifted forward are late twice over.
And smoothed averages shifted forward are late twice over. Illustrative chart - not real market data.

That appearance is cosmetic. A value plotted at a future position was computed from bars already closed, and an average first smoothed and then displaced is late twice over.

A candlestick chart with a volume histogram beneath it, with the volume histogram emphasised. The headline on the chart reads: It reads price only, as every moving average does.
It reads price only, as every moving average does. Illustrative chart - not real market data.

It reads price only. Like every moving average it takes highs and lows and nothing else, so volume plays no part in whether the lines separate or tangle.

A long-horizon candlestick view of the same price series. The headline on the chart reads: On a daily chart the jaw is nearly three weeks of data.
On a daily chart the jaw is nearly three weeks of data. Illustrative chart - not real market data.

On a daily chart the jaw carries a long memory. Thirteen daily bars is most of three trading weeks, smoothed and then pushed forward again, which is why the state changes slowly, and late.

In practice

A candlestick series containing several opening gaps, with the largest opening gap marked. The headline on the chart reads: A gap separates the lines with no trend behind it.
A gap separates the lines with no trend behind it. Illustrative chart - not real market data.

One large bar can separate the lines with nothing behind it. An overnight gap moves all three averages at once, and what follows looks like a trend beginning rather than one bar arriving.

A declining stretch of the long price series, with the entry price and the level at which a stop would trigger drawn as horizontal lines. The headline on the chart reads: The slowest line is the usual trailing reference.
The slowest line is the usual trailing reference. Illustrative chart - not real market data.

The slowest line is the usual trailing reference. Traders using it put a stop beyond the jaw and move it as the jaw moves, which is a trailing rule with an ordinary average doing the work.

A candlestick chart of the site's shared price history, annotated with the round-trip cost. The headline on the chart reads: And every signal costs a share of a bar.
And every signal costs a share of a bar. Illustrative chart - not real market data.

Every signal costs a share of a bar. On this site’s shared 576-bar history a round trip costs 2% of a median bar’s range and 45% of the smallest bar, so a tool that wakes and sleeps often pays that toll repeatedly.

A 72-bar candlestick section of the shared price history. The headline on the chart reads: It is a moving average ribbon with a memorable name.
It is a moving average ribbon with a memorable name. Illustrative chart - not real market data.

Read plainly, it is a ribbon with a memorable name. A short pair of smoothed averages crosses far more often than a long pair, so the lengths chosen here set how often the tool says anything at all.

An indicator that mostly says no

A tool whose main output is “do not trade” is unusual. Most indicators exist to produce signals, because a signal feels like value, and this one spends most of its life reporting that conditions are not there.

The measurement agrees with it. On the same 576-bar history the ten-bar efficiency ratio has a median of 0.34, with 30% of bars above 0.5 — from site/measure_series.py, stored in research/series-measurements.json.

So roughly three bars in ten sit in trending conditions. An indicator asleep most of the time is not failing to find something. It is agreeing with what the series actually contains.

That is the honest case for it, and it is a low bar. Any ribbon reads the same way, and trend analysis needs no animal attached to be done properly.

What the alligator indicator is not

When it fails

A sideways, range-bound candlestick series. The headline on the chart reads: In a range the lines tangle, which is correctly no signal.
In a range the lines tangle, which is correctly no signal. Illustrative chart - not real market data.

In a range the lines tangle and stay tangled. That is the tool working correctly, and it is also most of the chart.

The wake-up arrives after the move has started. Smoothing plus displacement means separation is confirmed by bars that have already printed, and the first leg is usually gone.

A gap or one outsized bar fakes the separation. The lines pull apart because the input jumped, not because a trend arrived, and the next bars often close the fan again.

Whipsaw is the standing cost in choppy conditions. Shorter averages cross more often than longer ones, and every crossing that reverses is paid for twice.

Tuning the lengths until the chart agrees is not analysis. Changing them after the fact only makes the past look tidier than it was.

One timeframe hides the disagreement. The same instrument can be asleep on the hourly chart and awake on the daily, and nothing says which reading wins.

The original data

One video in the corpus carries “alligator indicator” in its title. Measured across 31,760 trading and investing videos by site/measure_corpus.py and stored in research/corpus-coverage.json, that single video has 16,922 views and comes from 1 channel.

Set that beside the crowded names. The same corpus holds 311 bollinger bands videos with a median of 3,816 views across 173 channels, and 154 ichimoku videos with a median of 10,165 views across 99 channels.

A 72-bar window of the shared price history, cut short at the decision bar. The headline on the chart reads: The lines just separated. Trend or one big bar?
The lines just separated. Trend or one big bar? Illustrative chart - not real market data.

Scarcity here is not opportunity, and it is not evidence of neglect. One video from one channel is far too small a sample to read demand from. It says only that almost nobody teaches this by name.

The useful move is comparison, not adoption. Put the jaw, teeth and lips on a chart beside a plain three-length ribbon, cover the right-hand side at the bar where the lines first separate, and write down which one you would have acted on before checking what happened next.

The ribbon is the same idea without the forward shift, so moving average ribbon is where to see what a stack of averages says on its own.

Williams fractals came from the same author and are usually shown alongside it, which is a fact about authorship rather than about arithmetic.

And trend analysis is the job all of this is trying to do, set out in plain reading before any indicator is added to the chart.

What I actually do

I used this for a while when I was learning, and the part that stuck was not the entries. It was the permission to sit out. When the lines are tangled I know I am looking at chop, and I have lost far more forcing trades in that condition than I ever made catching the start of a move. These days I read it as a ribbon and ignore the animal entirely.

— Michael Whitman

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