[pshaiCmd] SuperTrend Extended (UPDATED)

SuperTrend Extended indicator.

This command version provides inputs for price data, which allows to use this indicator over MACD or RSI data for example.

Input paramaters:
* h, l, and c : Price data used for ATR.
* src : [NEW] source prices for the baseline (can be a moving average for example).
* atrPeriod : ATR period length (for example 22).
* atrMult : ATR multiplier (for example 3).
* [priceCut] : [NEW] Whether or not it is price that flips the ST. If false, src will be the flipper.
* [wicks] : Whether to take wicks into account or not (default is false).
* [id] : [NEW] Optional unique ID in case you run this command in a loop and need more than one line.

Output:
* SuperTrend line values

**NOTE**: The command does not handle any plotting nor does it produce any signals!

Example of usage:

local maSrc = InputSourcePrice('MA Source', HLPriceSource)
local maType = InputMaTypes('MA Type', SmaType)
local maLen = Input('MA Length', 10)
local atrLen = Input('ATR Length', 10)
local atrMul = Input('ATR Multiplier', 3)
local priceCut = Input('Price Flips ST?', false, 'If false, EMA flips the ST line.')
local wicks = Input('Use Wicks?', false, 'If true, price wicks will flip the ST line. Doesn\'t work if price cut is enabled.')

local h = HighPrices()
local l = LowPrices()
local c = ClosePrices()

local baseline = MA(SourcePrices(maSrc), maLen, maType)

local st = CC_SuperTrendExt(h, l, c, baseline, atrLen, atrMul, priceCut, wicks, 'MySuperTrend')
 
-- Plot baseline EMA
Plot(0, 'EMA', baseline)
 
local upperId = Load('uid', NewGuid())
local lowerId = Load('lid', NewGuid())

if st < baseline then
    upperId = NewGuid() -- reset upper id
    Plot(0, 'Long Stop', st, {c=Green, id=lowerId})
    -- DoBuy()
else
    lowerId = NewGuid() -- reset lower id
    Plot(0, 'Short Stop', st, {c=Red, id=upperId})
    -- DoSell()
end
 
Save('uid', upperId)
Save('lid', lowerId)

**UPDATED**: Added new input parameters and did some optimizations and other fixes.

• This topic was modified 4 years ago by pshai. Reason: [UPDATE] Added warmup system
• This topic was modified 3 years, 6 months ago by pshai. Reason: Fixed HL
• This topic was modified 2 years, 2 months ago by pshai. Reason: new inputs, improvements
• This topic was modified 2 years, 2 months ago by pshai.
• This topic was modified 2 years, 2 months ago by pshai. Reason: improved example