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SuperTrend ​

Created by Oliver Seban, the SuperTrend indicator attempts to determine the primary trend of prices by using Average True Range (ATR) band thresholds around an HL2 midline. It can indicate a buy/sell signal or a trailing stop when the trend changes. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<SuperTrendResult> results =
  bars.ToSuperTrend(lookbackPeriods, multiplier);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) for the ATR evaluation. Must be greater than 1 and is usually set between 7 and 14. Default is 10.
multiplierdoubleMultiplier sets the ATR band width. Must be greater than 0 and is usually set around 2 to 3. Default is 3.

Historical price bars requirements ​

You must have at least N+100 periods of bars to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least N+250 periods prior to the intended usage date for optimal precision.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<SuperTrendResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first N periods will have null SuperTrend values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

the line segment before the first reversal and the first N+100 periods are unreliable due to an initial guess of trend direction and precision convergence for the underlying ATR values.

SuperTrendResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
SuperTrenddecimalSuperTrend line contains both Upper and Lower segments
UpperBanddecimalUpper band only (bearish/red)
LowerBanddecimalLower band only (bullish/green)

UpperBand and LowerBand values are provided to differentiate bullish vs bearish trends and to clearly demark trend reversal. SuperTrend is the contiguous combination of both upper and lower line data.

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator is not chain-enabled and must be generated from bars. It cannot be used for further processing by other chain-enabled indicators.

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
SuperTrendList superTrendList = new(lookbackPeriods, multiplier);

foreach (IBar bar in bars)  // simulating stream
{
  superTrendList.Add(bar);
}

// based on `ICollection<SuperTrendResult>`
IReadOnlyList<SuperTrendResult> results = superTrendList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
SuperTrendHub observer = barHub.ToSuperTrendHub(lookbackPeriods, multiplier);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<SuperTrendResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.