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SuperTrend

get_super_trend(quotes, lookback_periods=10, multiplier=3)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable(such as list or an object having `__iter__()`) of the Quote class or its sub-class. • Need help with pandas.DataFrame?
`lookback_periods`	int, default 10	Number of periods (`N`) for the ATR evaluation. Must be greater than 1 and is usually set between 7 and 14.
`multiplier`	float, default 3	Multiplier sets the ATR band width. Must be greater than 0 and is usually set around 2 to 3.

Historical quotes requirements

You must have at least N+100 periods of quotes to cover the warmup 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.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Returns

SuperTrendResults[SuperTrendResult]

This method returns a time series of all available indicator values for the quotes provided.
SuperTrendResults is just a list of SuperTrendResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first N-1 periods will have None 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

name	type	notes
`date`	datetime	Date
`super_trend`	Decimal, Optional	SuperTrend line contains both Upper and Lower segments
`upper_band`	Decimal, Optional	Upper band only (bearish/red)
`lower_band`	Decimal, Optional	Lower band only (bullish/green)

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

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("SPY")

# calculate SuperTrend(14,3)
results = indicators.get_super_trend(quotes, 14, 3)

About SuperTrend

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