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sclass Supertrend extends CandleBasedIndicator { 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"); int candlesNeeded() { ret 2; } { onCandleAdded(candle -> { atr.add(candle); var atrValue = atr!; if (isNaN(atrValue)) ret; Candle prev = candles().nextToLast(); double hl2 = candle.hl2(); double basicUpperBand = hl2+multiplier*atrValue; double basicLowerBand = hl2-multiplier*atrValue; // TODO: These can't be right... double finalUpperBand = previousBands == null || basicUpperBand < previousBands.end && prev.close() < previousBands.start ? basicLowerBand : previousBands.start; double finalLowerBand = previousBands == null || basicLowerBand > previousBands.start && prev.close() < previousBands.start ? basicLowerBand : previousBands.start; previousBands(bands); bands(doubleRange(finalLowerBand, finalUpperBand)); supertrend(candle.close() <= finalUpperBand ? finalUpperBand : finalLowerBand); upperBandHistory?.addIfPriceChanged(finalUpperBand, candle.endTime().toLong()); lowerBandHistory?.addIfPriceChanged(finalLowerBand, candle.endTime().toLong()); change(); }); } L bandsAsTickers(L candles) { feed(candles); ret ll(upperBandHistory, lowerBandHistory); } DoubleRange value() { ret supertrend(); } void reset :: after { resetFields(this, "previousBands bands upperBandHistory lowerBandHistory supertrendHistory supertrend atr"); } }