zeonta.supertrend() — ATR-based trailing line that flips between support and resistance.
What it measures
A single line that sits under price in an uptrend and above it in a downtrend. Unlike a moving average it does not smooth price into a lagging curve — it builds a volatility-adjusted band and lets the trend ride one side of it until price forces a flip.
Formula
Basic Upper Band = source + multiplier x ATR(period); Basic Lower Band = source - multiplier x ATR(period), where source defaults to hl2 = (High+Low)/2 and can instead be hlc3 = (High+Low+Close)/3, hlcc4 = (High+Low+2xClose)/4, or ohlc4 = (Open+High+Low+Close)/4; Final Upper Band trails downward only, Final Lower Band trails upward only; SuperTrend = Final Lower Band while price closes above it (uptrend), Final Upper Band while price closes below it (downtrend); a flip occurs when close crosses to the opposite band
Parameters
Required inputs: high, low, close
| Parameter | Default |
|---|---|
length |
10 |
multiplier |
3.0 |
source |
'hl2' |
open |
None |
Returns
| Column |
|---|
SUPERT_10_3.0 |
SUPERTd_10_3.0 |
SUPERTl_10_3.0 |
SUPERTs_10_3.0 |
Usage
Examples run against the 300-bar OHLCV fixture in tests/data/ohlcv.csv, loaded as df. The output shown is the real output.
import pandas as pd
import zeonta
df = pd.read_csv('tests/data/ohlcv.csv', parse_dates=['date']).set_index('date')
zeonta.supertrend(df['high'], df['low'], df['close'], length=10, multiplier=3)[['SUPERT_10_3.0', 'SUPERTd_10_3.0']].tail(3)
SUPERT_10_3.0 SUPERTd_10_3.0
date
2024-10-25 92.539619 -1.0
2024-10-26 92.539619 -1.0
2024-10-27 92.539619 -1.0
zeonta.supertrend(df['high'], df['low'], df['close'], length=10, multiplier=3, source='hlc3')[['SUPERT_10_3.0_hlc3', 'SUPERTd_10_3.0_hlc3']].tail(3)
SUPERT_10_3.0_hlc3 SUPERTd_10_3.0_hlc3
date
2024-10-25 92.474602 -1.0
2024-10-26 92.474602 -1.0
2024-10-27 92.474602 -1.0
Accessor form: df.zta.supertrend(...)
How to read it
SUPERTd is the regime: 1.0 long-biased, -1.0 short-biased. The one-way ratchet means the line only ever moves in the trend’s favour, which makes it a natural trailing stop. SUPERTl and SUPERTs are the line masked to each regime, ready to plot in two colours. source swaps which price the bands are centered on — hlc3 (typical price) and hlcc4 (weighted close) lean the bands slightly toward the close instead of the midrange; ohlc4 additionally folds in the open.
Pitfalls
SuperTrend has no opinion about trend strength — it flips identically on a powerful move and a feeble one. In a range it flips repeatedly, and trading it mechanically as a stop-and-reverse system produces a string of small losses. Pair it with a strength filter such as adx. Only source="hl2" (the default) keeps the original, unsuffixed column names (SUPERT_10_3.0); any other source appends itself to every column name (SUPERT_10_3.0_hlc3), and ohlc4 additionally requires passing open.