mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 11:17:46 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
67 lines
2.8 KiB
Plaintext
67 lines
2.8 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("SuperTrend", "SUPER", overlay=true)
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//@function Calculates SuperTrend using ATR-based dynamic support/resistance
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//@param source Price series for calculation (typically hlc3 or close)
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//@param atr_period Lookback period for ATR calculation
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//@param multiplier Multiplier applied to ATR for band calculation
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//@returns Tuple [supertrend, direction] where direction is 1 (bullish) or -1 (bearish)
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//@optimized O(1) with proper warmup handling
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super(series float source, simple int atr_period, simple float multiplier) =>
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if atr_period <= 0
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runtime.error("ATR period must be greater than 0")
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if multiplier <= 0.0
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runtime.error("Multiplier must be greater than 0")
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float hl2_value = (high + low) / 2.0
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float tr = math.max(high - low, math.max(math.abs(high - nz(close[1])), math.abs(low - nz(close[1]))))
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float alpha = 1.0 / atr_period
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float beta = 1.0 - alpha
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var bool warmup = true
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var float e = 1.0
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var float atr = 0.0
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var float compensated_atr = tr
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atr := alpha * (tr - atr) + atr
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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compensated_atr := c * atr
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warmup := e > 1e-10
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else
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compensated_atr := atr
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float basic_ub = hl2_value + (multiplier * compensated_atr)
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float basic_lb = hl2_value - (multiplier * compensated_atr)
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var float final_ub = basic_ub
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var float final_lb = basic_lb
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var int trend = 1
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final_ub := basic_ub < final_ub or nz(close[1]) > final_ub ? basic_ub : final_ub
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final_lb := basic_lb > final_lb or nz(close[1]) < final_lb ? basic_lb : final_lb
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int prev_trend = nz(trend[1], 1)
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trend := close > final_ub ? 1 : close < final_lb ? -1 : prev_trend
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float supertrend = trend == 1 ? final_lb : final_ub
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[supertrend, trend]
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// ---------- Main loop ----------
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// Inputs
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i_atr_period = input.int(10, "ATR Period", minval=1, maxval=100)
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i_multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1)
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i_source = input.source(close, "Source")
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// Calculation
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[st_line, st_direction] = super(i_source, i_atr_period, i_multiplier)
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// Colors
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color bullish_color = color.new(color.green, 0)
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color bearish_color = color.new(color.red, 0)
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color line_color = st_direction == 1 ? bullish_color : bearish_color
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// Plot
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plot(st_line, "SuperTrend", color=line_color, linewidth=2, style=plot.style_line)
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// Optional: Plot buy/sell signals when direction changes
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bool direction_changed = st_direction != nz(st_direction[1])
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plotshape(direction_changed and st_direction == 1, "Buy Signal", shape.labelup, location.belowbar, color=bullish_color, text="BUY", textcolor=color.white, size=size.small)
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plotshape(direction_changed and st_direction == -1, "Sell Signal", shape.labeldown, location.abovebar, color=bearish_color, text="SELL", textcolor=color.white, size=size.small)
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