supertrend超级趋势

[anyongjin]

From 微信：阿薛

// SuperTrend 超级趋势指标
// period: ATR周期，通常为10
// multiplier: ATR乘数，通常为3.0
// 返回 [st, upper band, lower band]
// st: 1表示看涨，-1表示看跌

func SuperTrend(high, low, close *ta.Series, period int, multiplier float64) (*ta.Series, *ta.Series, *ta.Series) {
	// Create result series with cache key based on period and multiplier
	res := close.To("supertrend", period*10+int(multiplier))
	if res.Cached() {
		return res, res.Cols[0], res.Cols[1]
	}

	res.LockData.Lock()

	if !res.Cached() {
		// Calculate ATR (Average True Range)
		atr := ta.ATR(high, low, close, period)

		// Calculate mid price (High + Low) / 2
		midPrice := ta.HL2(high, low)

		// Calculate basic upper and lower bands
		upperBasic := midPrice.Add(atr.Mul(multiplier))
		lowerBasic := midPrice.Sub(atr.Mul(multiplier))

		// Create state storage struct to save previous period's bands and trend
		type state struct {
			prevUpper float64
			prevLower float64
			trend     int
		}

		// Initialize state
		var s state
		if m, ok := res.More.(state); ok {
			s = m
		} else {
			// Initial state with NaN and trend 0
			s = state{math.NaN(), math.NaN(), 0}
		}

		// Get current close price
		currentClose := close.Get(0)

		// Calculate current upper and lower bands
		var currentUpper, currentLower float64

		// Update bands based on trend and close price
		if math.IsNaN(s.prevUpper) || math.IsNaN(s.prevLower) {
			// Initial period, use basic bands directly
			currentUpper = upperBasic.Get(0)
			currentLower = lowerBasic.Get(0)
			s.trend = 1 // No initial trend
		} else {
			var adjustedUpper, adjustedLower float64
			if res.Get(0) == -1 { // 这里因为还有没走append，所以0就是上一个
				adjustedUpper = math.Min(upperBasic.Get(0), s.prevUpper)
				adjustedLower = lowerBasic.Get(0)
			} else {
				adjustedUpper = upperBasic.Get(0)
				adjustedLower = math.Max(lowerBasic.Get(0), s.prevLower)
			}

			currentLower = adjustedLower
			currentUpper = adjustedUpper

			if currentClose > adjustedUpper {
				// Close breaks above upper band, bullish trend
				s.trend = 1
			} else if currentClose < adjustedLower {
				// Close breaks below lower band, bearish trend
				s.trend = -1
			} else {
				// Maintain previous trend
				s.trend = int(res.Get(0))
			}
		}

		// Update state with current values
		s.prevUpper = currentUpper
		s.prevLower = currentLower

		res.More = s

		// Append results: trend, upper band, lower band
		res.Append([]float64{float64(s.trend), currentUpper, currentLower})
	}
	res.LockData.Unlock()
	return res, res.Cols[0], res.Cols[1]
}

[anyongjin]

阿薛：我是对着币安上面trading view的超级趋势指标，eth/usdt:usdt 1D的图，对着看了2023年一年的数据，都是一致的