[pshaiCmd] EasySuperTrend

DefineCommand('EasySuperTrend', 'EasySuperTrend indicator by pshai.')

local chartIndex = DefineParameter(NumberType, 'chartIndex', 'The index on which to chart', true, 0, 'Number')
local name = DefineParameter(StringType, 'name', 'Unique name of the indicator.', false, '', 'Text')
local interval = DefineParameter(NumberType, 'interval', 'Used interval for price data. Default is 0 and the main interval will be used.', false, 0, 'Number,InputInterval')

DefineIntervalOptimization(interval)

-- Input fields for the indicator.
InputGroupHeader('EasySuperTrend '..name..' Settings')

-- Parameters
local atrPeriod = Input('ATR Period Length', 22)
local atrMult = Input('ATR Multiplier', 3)
local wicks = Input('Use wicks', false)

-- Data
local h = HighPrices(interval)
local l = LowPrices(interval)
local c = ClosePrices(interval)
local hl = HLPrices(interval)
local atr = ATR(h, l, c, atrPeriod) * atrMult

-- Stuff
local dir = Load('dir', 1)
local upperId = Load('uid', NewGuid())
local lowerId = Load('lid', NewGuid())
local result = SignalNone

local run = function(offset)
    if offset == nil then
        offset = 1
    end

    -- Update short side
    if dir == -1 then
        local upper = ArrayGet(hl, offset) + ArrayGet(atr, offset)
        local upperPrev = Load('upper', upper) -- load previous
        local finalUpper = Min(upper, upperPrev) -- take min

        -- if close cuts through upper, we switch to other side
        if (c >= finalUpper) or (wicks and h >= finalUpper) then
            dir = 1
            Save('lower', ArrayGet(hl, offset) - ArrayGet(atr, offset)) -- "reset" lower line
        end

        Save('upper', finalUpper)
        result = SignalSell -- set result

        -- Plot
        if offset <= 1 then
            lowerId = NewGuid() -- reset lower id
            Plot(chartIndex, name..' Short Stop', finalUpper, {c=Red, id=upperId})
        end

    -- update long side
    elseif dir == 1 then
        local lower = ArrayGet(hl, offset) - ArrayGet(atr, offset)
        local lowerPrev = Load('lower', lower) -- load previous
        local finalLower = Max(lower, lowerPrev) -- take max

        -- if close cuts through lower, we switch to other side
        if c <= finalLower or (wicks and l <= finalLower) then
            dir = -1
            Save('upper', ArrayGet(hl, offset) + ArrayGet(atr, offset)) -- "reset" upper line
        end

        Save('lower', finalLower)
        result = SignalBuy -- set result

        -- Plot
        if offset <= 1 then
            upperId = NewGuid() -- reset upper id
            Plot(chartIndex, name..' Long Stop', finalLower, {c=Green, id=lowerId})
        end
    end
end

-- Warmup
if Load('warmup') == nil then
    LogWarning('Warming up SuperTrend...')

    for i=100, 1, -1 do
        run(i)
    end

    LogWarning('Result after warmup: '..result)

    Save('warmup', false)
else
    run() -- only update current step
end



Save('dir', dir)
Save('uid', upperId)
Save('lid', lowerId)

DefineOutput(EnumType, result, 'SuperTrend output values')