SuperTrend

Category: trend, volatility

ATR-band trailing trend line with a discrete up/down state; popular direction filter, lags in chop.

Formula

Upper = (H+L)/2 + m·ATR_N; Lower = (H+L)/2 − m·ATR_N; state flips when close crosses the active band

Inputs

• atr_period (default: 10)
• multiplier (default: 3)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.