/**
* SuperTrend Indicator
* Trend-following indicator using ATR for trailing stops
*/
import { calculateATR } from './volatility';
export function calculateSuperTrend(highs, lows, closes, atrPeriod = 14, multiplier = 3) {
if (highs.length < atrPeriod + 1 || lows.length < atrPeriod + 1 || closes.length < atrPeriod + 1) {
return {
superTrend: null,
trend: null,
signal: null,
upperBand: null,
lowerBand: null,
atr: null,
};
}
// Calculate ATR
const atr = calculateATR(highs, lows, closes, atrPeriod);
const currentATR = atr[atr.length - 1];
if (!currentATR) {
return {
superTrend: null,
trend: null,
signal: null,
upperBand: null,
lowerBand: null,
atr: null,
};
}
// Calculate Basic Bands
const basicUpperBands = [];
const basicLowerBands = [];
const finalUpperBands = [];
const finalLowerBands = [];
const superTrends = [];
for (let i = atrPeriod; i < closes.length; i++) {
const hl2 = (highs[i] + lows[i]) / 2;
const basicUpper = hl2 + (multiplier * atr[i - atrPeriod + 1]);
const basicLower = hl2 - (multiplier * atr[i - atrPeriod + 1]);
basicUpperBands.push(basicUpper);
basicLowerBands.push(basicLower);
// Calculate Final Bands
let finalUpper;
let finalLower;
if (i === atrPeriod) {
// First calculation
finalUpper = basicUpper;
finalLower = basicLower;
}
else {
// Subsequent calculations
const prevFinalUpper = finalUpperBands[finalUpperBands.length - 1];
const prevFinalLower = finalLowerBands[finalLowerBands.length - 1];
const prevClose = closes[i - 1];
finalUpper = (basicUpper < prevFinalUpper || prevClose > prevFinalUpper) ? basicUpper : prevFinalUpper;
finalLower = (basicLower > prevFinalLower || prevClose < prevFinalLower) ? basicLower : prevFinalLower;
}
finalUpperBands.push(finalUpper);
finalLowerBands.push(finalLower);
// Calculate SuperTrend
let superTrend;
if (i === atrPeriod) {
// First SuperTrend
superTrend = closes[i] > finalUpper ? finalLower : finalUpper;
}
else {
// Subsequent SuperTrends
const prevSuperTrend = superTrends[superTrends.length - 1];
const prevFinalUpper = finalUpperBands[finalUpperBands.length - 2];
const currentClose = closes[i];
if (prevSuperTrend === prevFinalUpper) {
// Previous trend was bearish
superTrend = currentClose > finalUpper ? finalLower : finalUpper;
}
else {
// Previous trend was bullish
superTrend = currentClose < finalLower ? finalUpper : finalLower;
}
}
superTrends.push(superTrend);
}
const currentSuperTrend = superTrends[superTrends.length - 1];
const currentUpperBand = finalUpperBands[finalUpperBands.length - 1];
const currentLowerBand = finalLowerBands[finalLowerBands.length - 1];
const currentClose = closes[closes.length - 1];
// Determine trend and signal
let trend = null;
let signal = null;
if (currentSuperTrend === currentLowerBand) {
trend = 'bullish';
signal = 'buy';
}
else if (currentSuperTrend === currentUpperBand) {
trend = 'bearish';
signal = 'sell';
}
else {
trend = null;
signal = 'hold';
}
return {
superTrend: currentSuperTrend,
trend,
signal,
upperBand: currentUpperBand,
lowerBand: currentLowerBand,
atr: currentATR,
};
}
