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SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
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co-authored by
Claude Opus 4.5
aider
Warp
parent
5bcdf8d614
commit
86fe32a682
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// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Super Trend Bands (STBANDS)", "STBANDS", overlay=true)
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//@function Calculates Super Trend Bands using ATR-based dynamic support/resistance
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//@param source Series to calculate bands from
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//@param period Lookback period for ATR calculation
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//@param multiplier ATR multiplier for band distance
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//@returns [upper_band, lower_band, trend] Super Trend band values and trend direction
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//@optimized for performance and dirty data
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stbands(series float source, simple int period, simple float multiplier) =>
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if period <= 0 or multiplier <= 0.0
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runtime.error("Period and multiplier must be greater than 0")
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var int p = math.max(1, period), var int head = 0, var int count = 0
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var array<float> tr_buffer = array.new_float(p, na)
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var float tr_sum = 0.0
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float high_val = nz(high), float low_val = nz(low), float close_val = nz(source)
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float prev_close = nz(source[1], source)
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float tr = math.max(high_val - low_val, math.max(math.abs(high_val - prev_close), math.abs(low_val - prev_close)))
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float oldest_tr = array.get(tr_buffer, head)
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if not na(oldest_tr)
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tr_sum -= oldest_tr
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count -= 1
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tr_sum += tr
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count += 1
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array.set(tr_buffer, head, tr)
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head := (head + 1) % p
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float atr = count > 0 ? tr_sum / count : tr
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float hl2_val = (high_val + low_val) / 2
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float basic_upper = hl2_val + multiplier * atr
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float basic_lower = hl2_val - multiplier * atr
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var float final_upper = na, var float final_lower = na
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var int trend = 1
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// Initialize on first bar
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if bar_index == 0
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final_upper := basic_upper
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final_lower := basic_lower
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trend := 1
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else
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prev_upper = nz(final_upper[1], basic_upper)
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prev_lower = nz(final_lower[1], basic_lower)
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prev_close_val = nz(source[1], source)
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final_upper := basic_upper < prev_upper or prev_close_val > prev_upper ? basic_upper : prev_upper
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final_lower := basic_lower > prev_lower or prev_close_val < prev_lower ? basic_lower : prev_lower
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prev_trend = nz(trend[1], 1)
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trend := close_val <= prev_lower ? 1 : close_val >= prev_upper ? -1 : prev_trend
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[final_upper, final_lower, trend]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "ATR Period", minval=1)
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i_source = input.source(close, "Source")
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i_multiplier = input.float(3.0, "ATR Multiplier", minval=0.001)
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// Calculation
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[upper_band, lower_band, trend] = stbands(i_source, i_period, i_multiplier)
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// Plot
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p_upper = plot(upper_band, "Upper Band", color=color.yellow, linewidth=2)
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p_lower = plot(lower_band, "Lower Band", color=color.yellow, linewidth=2)
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fill(p_upper, p_lower, color=color.new(color.blue, 90), title="Band Fill")
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