sclass Supertrend extends CandleBasedIndicator<Double> {
  replace Candle with TradingCandle.
  
  // length parameter is in base class
  
  // We need ATR for the calculation
  new ATR atr;
  
  settable double multiplier = 3;
  
  settable DoubleRange previousBands;
  
  settable DoubleRange bands;
  
  // The final value
  settable double supertrend = Double.NaN;
  
  // Final bands collected as tickers
  gettable TickerSequence upperBandHistory = new TickerSequence("Final upper band");
  gettable TickerSequence lowerBandHistory = new TickerSequence("Final lower band");
  gettable TickerSequence supertrendHistory = new TickerSequence("Supertrend");

  {
    onCandleAdded(candle -> {
      atr.add(candle);
      
      if (l(candles()) >= length) {
        var bCandles = candles().asList();
        //var prices = mapToDoubleArray(bCandles, ->.endPrice());
        //as = averageAndStandardDeviation(prices);
        as = welford!;
        range(bollingerRange(as, deviation));
        upperBand?.addIfPriceChanged(range.end(), candle.endTime().toLong());
        lowerBand?.addIfPriceChanged(range.start(), candle.endTime().toLong());
        change();
      }
    });
  }
  
  L<TickerSequence> bandsAsTickers(L<TradingCandle> candles) {
    feed(candles);
    ret ll(upperBandHistory, lowerBandHistory);
  }
  
  DoubleRange value() { ret supertrend(); }
  
  void reset :: after {
    resetFields(this, "previousBands bands upperBandHistory lowerBandHistory supertrendHistory supertrend atr");
  }
}