SuperTrend

SuperTrend — an ATR-banded trailing stop that flips sides when price closes through the band, reporting both the stop level and the trend direction.

Quick reference

Field	Value
Family	Trailing Stops
Input type	Candle (uses high, low, close)
Output type	(value, direction)
Output range	value: unbounded (price scale); direction: −1.0 or +1.0
Default parameters	atr_period = 10, multiplier = 3.0 (Python)
Warmup period	atr_period
Interpretation	Trend-following stop; a direction flip marks a trend change.

Formula

hl2          = (high + low) / 2
basic_upper  = hl2 + multiplier · ATR
basic_lower  = hl2 − multiplier · ATR

final_upper  = basic_upper  if basic_upper < prev_final_upper or prev_close > prev_final_upper
               else prev_final_upper
final_lower  = basic_lower  if basic_lower > prev_final_lower or prev_close < prev_final_lower
               else prev_final_lower

downtrend: stay down while close <= final_upper, else flip up
uptrend:   stay up   while close >= final_lower, else flip down
SuperTrend = final_lower in an uptrend, final_upper in a downtrend

The two final bands ratchet — the upper band only moves down, the lower band only moves up — until price closes through the active one. That close flips the trend and hands the trailing-stop role to the opposite band. The result is a single line that sits below price in an uptrend and above it in a downtrend, plus a direction flag (+1.0 / -1.0) that names which regime you are in.

Parameters

• atr_period — the ATR lookback (Python default 10).
• multiplier — how many ATRs wide the bands sit (Python default 3.0).

SuperTrend::classic() returns Wilder's (10, 3.0) configuration.

Inputs / Outputs

From crates/wickra-core/src/indicators/super_trend.rs:

use wickra::{Indicator, SuperTrend, Candle, SuperTrendOutput};
// SuperTrend: Input = Candle, Output = SuperTrendOutput
const _: fn(&mut SuperTrend, Candle) -> Option<SuperTrendOutput> = <SuperTrend as Indicator>::update;

SuperTrend is a candle-input indicator (it reads high, low, close). Python's streaming update returns a (value, direction) tuple; the batch helper returns an (n, 2) array with columns [value, direction]. Node's update returns { value, direction } and batch a flat [v0, d0, v1, d1, …] array; WASM matches Node.

Warmup

SuperTrend::classic().warmup_period() == 10. The first value lands once the inner ATR is ready, on input index atr_period − 1. The first ATR-ready bar seeds the trend as up; the flip logic corrects it within a few bars if the market is actually falling.

Edge cases

• Seed direction. The first emitted bar is always direction = +1.0; a genuine downtrend flips it within a handful of bars.
• Flat market. Constant candles give a constant ATR, so both bands and the line are flat and the trend never flips.
• Reset. st.reset() clears the ATR and the carried band state.

Examples

Rust

use wickra::{BatchExt, Candle, Indicator, SuperTrend};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut st = SuperTrend::new(5, 3.0)?;
    // Flat market: ATR = 2, hl2 = 10, lower band = 10 - 3·2 = 4.
    let candles: Vec<Candle> = (0..20)
        .map(|i| Candle::new(10.0, 11.0, 9.0, 10.0, 1.0, i).unwrap())
        .collect();
    let out = st.batch(&candles);
    println!("{:?}", out.last().unwrap());
    Ok(())
}

Output:

Some(SuperTrendOutput { value: 4.0, direction: 1.0 })

On a flat market the seeded uptrend never flips and the line holds at the lower band, 4.0.

Python

import numpy as np
import wickra as ta

st = ta.SuperTrend(5, 3.0)
n = 20
high = np.full(n, 11.0)
low = np.full(n, 9.0)
close = np.full(n, 10.0)
print(st.batch(high, low, close)[-1])   # [value, direction]

Output:

[4. 1.]

Node

const ta = require('wickra');
const st = new ta.SuperTrend(5, 3.0);
const n = 20;
const high = Array(n).fill(11), low = Array(n).fill(9), close = Array(n).fill(10);
const out = st.batch(high, low, close);
console.log(out.slice(-2));   // [value, direction] of the last bar

Output:

[ 4, 1 ]

Interpretation

SuperTrend is used as a stop-and-reverse system: stay long while direction == +1 and the line trails below price, flip to short the bar the direction turns -1 and the line jumps above price. A larger multiplier widens the bands — fewer whipsaws, later flips; a smaller one flips sooner. The line itself doubles as a concrete stop-loss level.

Common pitfalls

• Expecting an exact flip bar. The seed bar is always an uptrend; on genuinely falling data the flip lands a few bars in.
• Reading value without direction. The line means "support" in an uptrend and "resistance" in a downtrend — direction tells you which.

References

The SuperTrend trailing stop; the final-band ratchet formulation here matches the widely used TradingView / Olivier Seban definition.

See also

• Indicator-Psar — Wilder's parabolic stop-and-reverse.
• Indicator-AtrTrailingStop — a plain ATR trailing stop without the band ratchet.
• Indicator-Atr — the volatility measure underneath.
• Indicators-Overview — the full taxonomy.