supertrend

Dec 5

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 (simple int): : ATR Length
    multiplier (simple float): : ATR Multiplier
    atrMaType (simple string): : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
    source (float): : Default is close. Can Chose custom source
    highSource (float): : Default is high. Can also use close price for both high and low source
    lowSource (float): : Default is low. Can also use close price for both high and low source
    waitForClose (simple bool): : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
    delayed (simple bool): : 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 (simple string): : Type of band used - can be bb, kc or dc
    maType (simple string): : Moving Average type for Bands. This can be sma, ema, hma, rma, wma, vwma, swma
    length (simple int): : Band Length
    multiplier (float): : Std deviation or ATR multiplier for Bollinger Bands and Keltner Channel
    source (float): : Default is close. Can Chose custom source
    highSource (float): : Default is high. Can also use close price for both high and low source
    lowSource (float): : Default is low. Can also use close price for both high and low source
    waitForClose (simple bool): : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
    useTrueRange (simple bool): : Used for Keltner channel. If set to false, then high-low is used as range instead of true range
    useAlternateSource (simple bool): - Custom source is used for Donchian Chanbel only if useAlternateSource is set to true
    alternateSource (float): - Custom source for Donchian channel
    sticky (simple bool): : 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, useAlternativeSource, alternativeSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType)
  supertrend_zigzag: Zigzag pivot based supertrend
  Parameters:
    length (simple int): : Zigzag Length
    history (simple int): : number of historical pivots to consider
    useAlternativeSource (simple bool)
    alternativeSource (float)
    source (float): : Default is close. Can Chose custom source
    highSource (float): : Default is high. Can also use close price for both high and low source
    lowSource (float): : Default is low. Can also use close price for both high and low source
    waitForClose (simple bool): : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
    atrlength (simple int): : ATR Length
    multiplier (simple float): : ATR Multiplier
    atrMaType (simple string): : 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

zupertrend(length, history, useAlternativeSource, alternativeSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType)
  zupertrend: Zigzag pivot based supertrend
  Parameters:
    length (simple int): : Zigzag Length
    history (simple int): : number of historical pivots to consider
    useAlternativeSource (simple bool)
    alternativeSource (float)
    source (float): : Default is close. Can Chose custom source
    highSource (float): : Default is high. Can also use close price for both high and low source
    lowSource (float): : Default is low. Can also use close price for both high and low source
    waitForClose (simple bool): : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
    atrlength (simple int): : ATR Length
    multiplier (simple float): : ATR Multiplier
    atrMaType (simple string): : 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

zsupertrend(zigzagpivots, history, source, highSource, lowSource, waitForClose, atrMaType, atrlength, multiplier)
  zsupertrend: Same as zigzag supertrend. But, works on already calculated array rather than Calculating fresh zigzag
  Parameters:
    zigzagpivots (array<float>): : Precalculated zigzag pivots
    history (simple int): : number of historical pivots to consider
    source (float): : Default is close. Can Chose custom source
    highSource (float): : Default is high. Can also use close price for both high and low source
    lowSource (float): : Default is low. Can also use close price for both high and low source
    waitForClose (simple bool): : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
    atrMaType (simple string): : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
    atrlength (simple int): : ATR Length
    multiplier (simple float): : ATR Multiplier
  Returns: dir : Supertrend direction
supertrend : BuyStop if direction is 1 else SellStop