get_super_trend(quotes, lookback_periods=10, multiplier=3)
||Iterable[Quote]||Iterable(such as list or an object having
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||int, default 10||Number of periods (
||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.
- This method returns a time series of all available indicator values for the
SuperTrendResultsis just a list of
- 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-1periods will have
NoneSuperTrend values since there’s not enough data to calculate.
Convergence warning: the line segment before the first reversal and the first
N+100periods are unreliable due to an initial guess of trend direction and precision convergence for the underlying ATR values.
||Decimal, Optional||SuperTrend line contains both Upper and Lower segments|
||Decimal, Optional||Upper band only (bearish/red)|
||Decimal, Optional||Lower band only (bullish/green)|
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.
See Utilities and Helpers for more information.
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)
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]