/**
* SuperTrend Indicator
* Trend-following indicator using ATR for trailing stops
*/
import { calculateATR } from './volatility';
export function calculateSuperTrend(highs, lows, closes, atrPeriod = 14, multiplier = 3) {
// Minimum 3 data points required for basic calculation
if (highs.length < 3 || lows.length < 3 || closes.length < 3) {
return {
superTrend: null,
trend: null,
signal: null,
upperBand: null,
lowerBand: null,
atr: null,
};
}
// Use adaptive period - ensure we can calculate at least something
const effectiveAtrPeriod = Math.min(atrPeriod, Math.max(2, closes.length - 1));
// Calculate ATR
let atr = calculateATR(highs, lows, closes, effectiveAtrPeriod);
// Fallback if ATR calculation fails or returns empty
if (atr.length === 0) {
const simpleAtr = [];
for (let i = 1; i < closes.length; i++) {
const tr = Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1]));
simpleAtr.push(tr);
}
atr = simpleAtr.length > 0 ? simpleAtr : [highs[highs.length - 1] - lows[lows.length - 1]];
}
const currentATR = atr[atr.length - 1] || Math.abs(highs[highs.length - 1] - lows[lows.length - 1]) || 1;
// Calculate Basic Bands
const basicUpperBands = [];
const basicLowerBands = [];
const finalUpperBands = [];
const finalLowerBands = [];
const superTrends = [];
// Start from index 1 to ensure we have previous close
const startIdx = 1;
for (let i = startIdx; i < closes.length; i++) {
const hl2 = (highs[i] + lows[i]) / 2;
// Map to ATR index - ATR array starts from index 0 representing TR from index 1
const atrIdx = Math.min(i - 1, atr.length - 1);
const atrValue = atr[atrIdx] || currentATR;
const basicUpper = hl2 + (multiplier * atrValue);
const basicLower = hl2 - (multiplier * atrValue);
basicUpperBands.push(basicUpper);
basicLowerBands.push(basicLower);
// Calculate Final Bands
let finalUpper;
let finalLower;
if (finalUpperBands.length === 0) {
finalUpper = basicUpper;
finalLower = basicLower;
}
else {
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 (superTrends.length === 0) {
superTrend = closes[i] > finalUpper ? finalLower : finalUpper;
}
else {
const prevSuperTrend = superTrends[superTrends.length - 1];
const prevFinalUpper = finalUpperBands[finalUpperBands.length - 2];
const currentClose = closes[i];
if (prevSuperTrend === prevFinalUpper) {
superTrend = currentClose > finalUpper ? finalLower : finalUpper;
}
else {
superTrend = currentClose < finalLower ? finalUpper : finalLower;
}
}
superTrends.push(superTrend);
}
// Final fallback if still no values
if (superTrends.length === 0 || finalUpperBands.length === 0 || finalLowerBands.length === 0) {
const hl2 = (highs[highs.length - 1] + lows[lows.length - 1]) / 2;
const fallbackUpper = hl2 + (multiplier * currentATR);
const fallbackLower = hl2 - (multiplier * currentATR);
const lastClose = closes[closes.length - 1];
const fallbackSuperTrend = lastClose > hl2 ? fallbackLower : fallbackUpper;
return {
superTrend: fallbackSuperTrend,
trend: lastClose > hl2 ? 'bullish' : 'bearish',
signal: lastClose > hl2 ? 'buy' : 'sell',
upperBand: fallbackUpper,
lowerBand: fallbackLower,
atr: currentATR,
};
}
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 based on price position relative to SuperTrend
let trend;
let signal;
if (currentClose > currentSuperTrend) {
trend = 'bullish';
signal = 'buy';
}
else {
trend = 'bearish';
signal = 'sell';
}
return {
superTrend: currentSuperTrend,
trend,
signal,
upperBand: currentUpperBand,
lowerBand: currentLowerBand,
atr: currentATR,
};
}
