trading-signals/dist/trend/SUPERTREND/SuperTrend.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TechnicalIndicator, TradingSignal } from '../../base/Indicator.js';
import { ATR } from '../../volatility/ATR/ATR.js';
export class SuperTrend extends TechnicalIndicator {
    #atr;
    #state;
    #previousState;
    interval;
    multiplier;
    constructor({ interval = 10, multiplier = 3 } = {}) {
        super();
        this.interval = interval;
        this.multiplier = multiplier;
        this.#atr = new ATR(interval);
    }
    getRequiredInputs() {
        return this.#atr.getRequiredInputs();
    }
    update(candle, replace) {
        if (replace) {
            this.#state = this.#previousState;
        }
        const atr = this.#atr.update(candle, replace);
        if (atr === null) {
            return null;
        }
        const hl2 = (candle.high + candle.low) / 2;
        const basicUpperBand = hl2 + this.multiplier * atr;
        const basicLowerBand = hl2 - this.multiplier * atr;
        const previous = this.#state;
        let finalUpperBand;
        let finalLowerBand;
        let isUp;
        if (previous === undefined) {
            finalUpperBand = basicUpperBand;
            finalLowerBand = basicLowerBand;
            isUp = candle.close > finalUpperBand;
        }
        else {
            finalUpperBand =
                basicUpperBand < previous.finalUpperBand || previous.close > previous.finalUpperBand
                    ? basicUpperBand
                    : previous.finalUpperBand;
            finalLowerBand =
                basicLowerBand > previous.finalLowerBand || previous.close < previous.finalLowerBand
                    ? basicLowerBand
                    : previous.finalLowerBand;
            isUp = previous.isUp ? candle.close >= finalLowerBand : candle.close > finalUpperBand;
        }
        this.#previousState = previous;
        this.#state = { close: candle.close, finalLowerBand, finalUpperBand, isUp };
        return (this.result = {
            supertrend: isUp ? finalLowerBand : finalUpperBand,
            trend: isUp ? TradingSignal.BULLISH : TradingSignal.BEARISH,
        });
    }
}
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