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- def ST(high, low, close, atr, prevfinaluband, prevfinallband, prevsupertrend,
- prevclose, multiplier):
- upperbasicband = ((high+low)/2 + (multiplier * atr))
- lowerbasicband = ((high+low)/2 - (multiplier * atr))
- if upperbasicband < prevfinaluband or prevclose > prevfinaluband:
- upperband = upperbasicband
- else:
- upperband = prevfinaluband
- if lowerbasicband > prevfinallband or prevclose < prevfinallband:
- lowerband = lowerbasicband
- else:
- lowerband = prevfinallband
- if prevsupertrend == prevfinaluband:
- if close <= upperband:
- supertrend = upperband
- else:
- supertrend = lowerband
- else:
- if prevsupertrend == prevfinallband:
- if close >= lowerband:
- supertrend = lowerband
- else:
- supertrend = upperband
- else:
- supertrend = 0.0
- return upperbasicband, lowerbasicband, upperband, lowerband, supertrend
- for i in range(1, len(stockdata)):
- if np.isnan(stockdata['atr'][i]):
- continue
- uband, lband, finaluband, finallband, supert =
- customindicator.ST(stockdata['high'][i], stockdata['low'][i],
- stockdata['close'][i], stockdata['atr'][i],
- stockdata['finaluband'][i-1], stockdata['finallband'][i-1],
- stockdata['supert'][i-1], stockdata['close'][i-1],
- multiplier =7)
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