Here is an extensive library on different variations of supertrend.
Library "supertrend" supertrend : Library dedicated to different variations of supertrend
supertrend_atr(length, multiplier, atrMaType, source, highSource, lowSource, waitForClose, delayed) supertrend_atr: Simple supertrend based on atr but also takes into consideration of custom MA Type, sources Parameters:
length: : ATR Length
multiplier: : ATR Multiplier
atrMaType: : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
source: : Default is close. Can Chose custom source
highSource: : Default is high. Can also use close price for both high and low source
lowSource: : Default is low. Can also use close price for both high and low source
waitForClose: : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
delayed: : if set to true lags supertrend atr stop based on target levels.
Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop
supertrend_bands(bandType, maType, length, multiplier, source, highSource, lowSource, waitForClose, useTrueRange, useAlternateSource, alternateSource, sticky) supertrend_bands: Simple supertrend based on atr but also takes into consideration of custom MA Type, sources Parameters:
bandType: : Type of band used - can be bb, kc or dc
maType: : Moving Average type for Bands. This can be sma, ema, hma, rma, wma, vwma, swma
length: : Band Length
multiplier: : Std deviation or ATR multiplier for Bollinger Bands and Keltner Channel
source: : Default is close. Can Chose custom source
highSource: : Default is high. Can also use close price for both high and low source
lowSource: : Default is low. Can also use close price for both high and low source
waitForClose: : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
useTrueRange: : Used for Keltner channel. If set to false, then high-low is used as range instead of true range
useAlternateSource: - Custom source is used for Donchian Chanbel only if useAlternateSource is set to true
alternateSource: - Custom source for Donchian channel
sticky: : if set to true borders change only when price is beyond borders.
Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop
history: : number of historical pivots to consider
useAlternateSource: - Custom source is used for Zigzag only if useAlternateSource is set to true
alternateSource: - Custom source for Zigzag
source: : Default is close. Can Chose custom source
highSource: : Default is high. Can also use close price for both high and low source
lowSource: : Default is low. Can also use close price for both high and low source
waitForClose: : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
atrlength: : ATR Length
multiplier: : ATR Multiplier
atrMaType: : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop
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Add signature ;)
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Added new method zsupertrend - which is same as supertrend_zigzag. But, instead of calculating zigzag freshly, this method takes precalculated zigzag array as input.
zsupertrend(zigzagpivots, history, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType) zsupertrend: Same as zigzag supertrend. But, works on already calculated array rather than Calculating fresh zigzag Parameters: zigzagpivots: : Precalculated zigzag pivots history: : number of historical pivots to consider source: : Default is close. Can Chose custom source highSource: : Default is high. Can also use close price for both high and low source lowSource: : Default is low. Can also use close price for both high and low source waitForClose: : Considers source for direction change crossover if checked. Else, uses highSource and lowSource. atrlength: : ATR Length multiplier: : ATR Multiplier atrMaType: : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop
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Added multiband supertrend
msupertrend(bandType, source, maType, length, useTrueRange, highSource, lowSource, waitForClose, numberOfBands, multiplierStart, multiplierStep, trailingDistance, trailStates) msupertrend : Dynamic trailing supertrend based on multiple bands - either bollinger bands or keltener channel Parameters: bandType: : Band type - can be either bb or kc source: : custom source if required maType: : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median length: : Oscillator length - not used for TSI useTrueRange: : if set to false, uses high-low. highSource: : Default is high. Can also use close price for both high and low source lowSource: : Default is low. Can also use close price for both high and low source waitForClose: : Considers source for direction change crossover if checked. Else, uses highSource and lowSource. numberOfBands: : Number of bands to generate multiplierStart: : Starting ATR or Standard deviation multiplier for first band multiplierStep: : Incremental value for multiplier for each band trailingDistance: : Number of band states to trail for trailing stop. trailStates: : If selected trails the band states along with trailing price. If unselected only price is trailed. Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop
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v5
Updated dependent libraries
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v6
Added: zupertrend(length, history, useAlternateSource, alternateSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType) zupertrend: Zigzag pivot based supertrend Parameters: length: : Zigzag Length history: : number of historical pivots to consider useAlternateSource: - Custom source is used for Zigzag only if useAlternateSource is set to true alternateSource: - Custom source for Zigzag source: : Default is close. Can Chose custom source highSource: : Default is high. Can also use close price for both high and low source lowSource: : Default is low. Can also use close price for both high and low source waitForClose: : Considers source for direction change crossover if checked. Else, uses highSource and lowSource. atrlength: : ATR Length multiplier: : ATR Multiplier atrMaType: : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop