sclass Supertrend extends CandleBasedIndicator<Double> {

  replace Candle with TradingCandle.

  // length parameter is in base class

  // We need ATR for the calculation

  gettable ATR atr;

  settable double multiplier = 3;

  settable DoubleRange bands;

  // The final value

  settable double supertrend = Double.NaN;

  // The buy/sell signal (-1/0/1)

  settable int signal;

  // Final bands collected as tickers

  gettable TickerSequence upperBandHistory = new TickerSequence("Final upper band");

  gettable TickerSequence lowerBandHistory = new TickerSequence("Final lower band");

  gettable TickerSequence basicUpperBandHistory = new TickerSequence("Basic upper band");

  gettable TickerSequence basicLowerBandHistory = new TickerSequence("Basic lower band");

  gettable TickerSequence supertrendHistory = new TickerSequence("Supertrend");

  gettable TickerSequence signalHistory = new TickerSequence("Signal");

  int candlesNeeded() { ret 2; }

  {

    length = 10;

    onCandleAdded(candle -> {

      if (atr == null)

        atr = new ATR(length);

      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;

      var previousBands = bands;

      double finalUpperBand = previousBands == null

        || basicUpperBand < previousBands.end

        || prev.close() > previousBands.end

          ? basicUpperBand

          : previousBands.end;

      double finalLowerBand = previousBands == null

        || basicLowerBand > previousBands.start

        || prev.close() < previousBands.start

          ? basicLowerBand

          : previousBands.start;

      if (previousBands == null || supertrend == previousBands.end)

        supertrend(candle.close() < finalUpperBand ? finalUpperBand : finalLowerBand);

      else

        supertrend(candle.close() > finalLowerBand ? finalLowerBand : finalUpperBand);

      // Literature suggests candle.close() instead of hl2

      signal(sign(candle.close()-supertrend));

      //signal(sign(hl2-supertrend));

      bands(doubleRange(finalLowerBand, finalUpperBand));

      upperBandHistory?.addIfPriceChanged(finalUpperBand, candle.endTime().toLong());

      lowerBandHistory?.addIfPriceChanged(finalLowerBand, candle.endTime().toLong());

      basicUpperBandHistory?.addIfPriceChanged(basicUpperBand, candle.endTime().toLong());

      basicLowerBandHistory?.addIfPriceChanged(basicLowerBand, candle.endTime().toLong());

      supertrendHistory?.add(supertrend, candle.endTime().toLong());

      signalHistory?.add(signal, candle.endTime().toLong());

      change();

    });

  }

  L<TickerSequence> bandsAsTickers(L<TradingCandle> candles) {

    feed(candles);

    ret ll(upperBandHistory, lowerBandHistory);

  }

  Double value() { ret supertrend(); }

  void reset :: after {

    resetFields(this, "previousBands bands upperBandHistory lowerBandHistory basicUpperBandHistory basicLowerBandHistory supertrendHistory supertrend atr signal");

  }

}