supertrend

2021年10月10日

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

supertrend_zigzag(length, history, useAlternateSource, alternateSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType) supertrend_zigzag: 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

2021年10月14日

版本注释

Add signature ;)

2021年10月14日

版本注释

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

2021年10月14日

版本注释

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

2021年10月31日

版本注释

v5

Updated dependent libraries

2022年1月24日

版本注释

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