Module supertrend 

Supertrend

ATR-based trailing band (common breakout / stop overlay):

mid = (high + low) / 2
basic_upper = mid + mult * ATR
basic_lower = mid − mult * ATR
final bands stick until price closes through the opposite band
Supertrend = final_lower in uptrend, final_upper in downtrend

Default: ATR period 10, mult 3.0 (SupertrendParams::standard).

Output: SupertrendBar with value and direction (+1 uptrend / −1 downtrend).

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Trading perspective

Event	Habit (classic)
Direction flips to +1	Long regime / trail under price
Direction flips to −1	Short regime / trail over price
Price pulls to ST line	Support/resistance screen in trend

Supertrend is a stop + regime tool, not an oscillator. Mult↑ → fewer flips, wider trail.

vs Parabolic SAR / Donchian / Keltner

	Supertrend	SAR	Donchian	Keltner
Driver	ATR × mid	Acceleration on extremes	Pure HH/LL	EMA + ATR
Flip style	Close through band	Touch SAR	Channel break	Band tag
Best for	ATR-scaled trail	Fast reverse systems	Breakout structure	Channel mean reversion

Pairs well with

• ADX — enter Supertrend flips only when ADX rising / above threshold.
• Volume (OBV/RVOL) — confirm breakout volume.
• Higher-timeframe MA — only long Supertrend with HTF trend.

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Engineering

SupertrendParams → supertrend / SupertrendState → supertrend_solution.
Uses shared AtrState (Wilder). Batch via state.
First defined bar seeds direction from close vs mid (implementation convention).

Structs

SupertrendBar

SupertrendParams

Supertrend pack: Wilder ATR period + band multiplier.

SupertrendSeries

SupertrendSolution

SupertrendState

Incremental Supertrend.

ValidatedSupertrend

Functions

supertrend

supertrend_solution

Examples