Supertrend

Trace ATR Bands, Ratchets, and Direction Flips

Install and import#

npm install fintech-algorithms

import { supertrend } from "fintech-algorithms/technical-indicators/trend-systems/supertrend";

Signature#

supertrend(high, low, close, period, multiplier)

An ATR-scaled band around the median price that ratchets in the direction of the trend and only flips when close crosses it. The band never loosens while the trend holds.

Parameters#

Returns#

Record<string, (number | null)[]> · length same-as-input

Parallel series: atr, upper_band, lower_band, supertrend and trend.

Warm-up#

The first period positions are null. The band cannot be placed until ATR is defined.

Errors#

• When period < 1, is not an integer, or multiplier is negative — throws RangeError
• When the input series are not all the same length — throws RangeError

Complexity: time O(n), space O(n).

Worked example#

executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

Input#

[121.59, 122.253519, 122.988989, 123.733544, 124.428602, 125.029237]

Showing 6 of 180 elements.

[119.167, 119.311841, 119.836426, 120.513403, 121.303676, 122.141567]

Showing 6 of 180 elements.

[120.42, 120.967246, 121.618347, 122.333586, 123.062426, 123.75067]

Showing 6 of 180 elements.

10

3

Call#

supertrend(high, low, close, period, multiplier)

Returns#

object with 9 fields: true_range, atr, basic_upper, basic_lower, final_upper, final_lower, supertrend, direction, …

{
  "true_range": [
    2.423000000000002,
    2.941677999999996,
    3.1525630000000007,
    3.220140999999998,
    3.124926000000002,
    2.88767
  ],
  "atr": [null, null, null, null, null, null],
  "basic_upper": [null, null, null, null, null, null],
  "basic_lower": [null, null, null, null, null, null],
  "final_upper": [null, null, null, null, null, null],
  "final_lower": [null, null, null, null, null, null],
  "supertrend": [null, null, null, null, null, null],
  "direction": [null, null, null, null, null, null],
  "reversal": [null, null, null, null, null, null]
}

Diagrams#

Calculation flow#

flowchart LR
    A["Validated finalized bar"] --> B["Causal window or recursive state"]
    B --> C["Explicit seed and boundary rule"]
    C --> D["Aligned Supertrend output"]
    D --> E["Diagnostics and audit evidence"]

How it works#

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References#

• Olivier Seban's Supertrend — Olivier Seban's Supertrend
• TradingView Supertrend — TA-Lib project or TradingView, as identified by the linked page
• TA-Lib ATR — TA-Lib project or TradingView
• Canonical synthetic fixture and independent arithmetic — The Fintech Builder
• R5 — TradingView Pine Script built-ins documentation — TA-Lib project or TradingView

The rest of the Trend Systems family#

• MACDMoving average convergence/divergence: the gap between a fast and a slow EMA, its own EMA as a signal line, and the difference …
• Percentage Price Oscillator (PPO)MACD expressed as a percentage of the slow EMA rather than in price units, which makes readings comparable across instruments a…
• Aroon Up, Down, and OscillatorMeasures how recently the highest high and lowest low occurred within the lookback, expressed as 0–100.
• Directional MovementThe components beneath ADX: directional movement in each direction, Wilder-smoothed, divided by the average true range to give …
• Average Directional Index (ADX)Average directional index: the smoothed magnitude of the gap between +DI and −DI.
• Ichimoku CloudThe five Ichimoku lines.
• Parabolic SARStop-and-reverse: a trailing stop that accelerates toward price while a trend persists and flips side when price crosses it.
• Average Directional Index Rating (ADXR)Runs the Wilder directional-movement system over the bars and returns the smoothed plus_di, minus_di and adx lines togeth…
• Vortex Indicator (+VI/−VI)Sums the upward and downward vortex movements over a rolling window and divides each by the summed true range, giving the paire…
• Choppiness IndexCompares the summed true range over a window against the window's own high-to-low span, on a base-10 log scale normalised by th…
• Trend Intensity IndexSplits each close into the part above and the part below a simple moving average, sums each part over a second window, and repo…
• QStickAverages the candle body, close minus open, over a rolling window, so a positive reading means the window closed above its open…
• Mass IndexTakes the ratio of a 9-period EMA of the high-low range to the 9-period EMA of that EMA, then sums the ratio over a longer wind…
• Vertical Horizontal FilterDivides the highest-to-lowest close span over a window by the sum of the absolute bar-to-bar close changes in that same window,…
• Random Walk Index (High/Low)Scores how far price has travelled against what a random walk would explain, by taking the largest displacement-over-expected-r…
• Trend Trigger FactorCompares the current window's high and low against the immediately prior window's, and reports the buy-minus-sell power as a pe…
• Directional Trend IndexWilder-smooths the net of the upward high moves against the downward low moves, and divides it by the smoothed total of both, g…
• Trend Strength IndexMeasures the absolute gap between a fast and a slow EMA of the close in units of average true range, so the spread is comparabl…