supertrend module¶

Module with SUPERTREND.

SUPERTREND class¶

SUPERTREND(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    **kwargs
)

Supertrend indicator.

Superclasses

• Analyzable
• AttrResolverMixin
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• IndexApplier
• IndexingBase
• IndicatorBase
• Itemable
• PandasIndexer
• Paramable
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.indicators.custom.supertrend.ParamIndexer

Inherited members

• AttrResolverMixin.deep_getattr()
• AttrResolverMixin.post_resolve_attr()
• AttrResolverMixin.pre_resolve_attr()
• AttrResolverMixin.resolve_attr()
• AttrResolverMixin.resolve_shortcut_attr()
• Cacheable.get_ca_setup()
• Chainable.pipe()
• Configured.copy()
• Configured.equals()
• Configured.get_writeable_attrs()
• Configured.prettify()
• Configured.replace()
• Configured.resolve_merge_kwargs()
• Configured.update_config()
• HasSettings.get_path_setting()
• HasSettings.get_path_settings()
• HasSettings.get_setting()
• HasSettings.get_settings()
• HasSettings.has_path_setting()
• HasSettings.has_path_settings()
• HasSettings.has_setting()
• HasSettings.has_settings()
• HasSettings.reset_settings()
• HasSettings.resolve_setting()
• HasSettings.resolve_settings_paths()
• HasSettings.set_settings()
• IndexApplier.add_levels()
• IndexApplier.drop_duplicate_levels()
• IndexApplier.drop_levels()
• IndexApplier.drop_redundant_levels()
• IndexApplier.select_levels()
• IndexingBase.indexing_setter_func()
• IndicatorBase.cls_dir
• IndicatorBase.column_only_select
• IndicatorBase.column_stack()
• IndicatorBase.config
• IndicatorBase.dropna()
• IndicatorBase.group_select
• IndicatorBase.iloc
• IndicatorBase.in_output_names
• IndicatorBase.indexing_func()
• IndicatorBase.indexing_kwargs
• IndicatorBase.input_names
• IndicatorBase.items()
• IndicatorBase.lazy_output_names
• IndicatorBase.level_names
• IndicatorBase.loc
• IndicatorBase.main_output
• IndicatorBase.output_flags
• IndicatorBase.output_names
• IndicatorBase.param_names
• IndicatorBase.plots_defaults
• IndicatorBase.range_only_select
• IndicatorBase.rec_state
• IndicatorBase.rename()
• IndicatorBase.rename_levels()
• IndicatorBase.row_stack()
• IndicatorBase.run_pipeline()
• IndicatorBase.self_aliases
• IndicatorBase.short_name
• IndicatorBase.stats_defaults
• IndicatorBase.to_dict()
• IndicatorBase.to_frame()
• IndicatorBase.unpack()
• IndicatorBase.wrapper
• IndicatorBase.xloc
• PandasIndexer.xs()
• Pickleable.decode_config()
• Pickleable.decode_config_node()
• Pickleable.dumps()
• Pickleable.encode_config()
• Pickleable.encode_config_node()
• Pickleable.file_exists()
• Pickleable.getsize()
• Pickleable.load()
• Pickleable.loads()
• Pickleable.modify_state()
• Pickleable.resolve_file_path()
• Pickleable.save()
• PlotsBuilderMixin.build_subplots_doc()
• PlotsBuilderMixin.override_subplots_doc()
• PlotsBuilderMixin.plots()
• StatsBuilderMixin.build_metrics_doc()
• StatsBuilderMixin.override_metrics_doc()
• StatsBuilderMixin.stats()
• Wrapping.apply_to_index()
• Wrapping.as_param()
• Wrapping.regroup()
• Wrapping.resample()
• Wrapping.resolve_column_stack_kwargs()
• Wrapping.resolve_row_stack_kwargs()
• Wrapping.resolve_self()
• Wrapping.resolve_stack_kwargs()
• Wrapping.select_col()
• Wrapping.select_col_from_obj()
• Wrapping.split()
• Wrapping.split_apply()

Subclasses

• vectorbtpro.indicators.custom.supertrend._SUPERTREND

apply_func method¶

SUPERTREND.apply_func(
    high,
    low,
    close,
    period=7,
    multiplier=3.0
)

2-dim version of supertrend_1d_nb.

cache_func class variable¶

close property¶

Input array.

close_above method¶

SUPERTREND.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method¶

SUPERTREND.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method¶

SUPERTREND.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method¶

SUPERTREND.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method¶

SUPERTREND.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method¶

SUPERTREND.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method¶

IndicatorFactory.with_apply_func.<locals>.custom_func(
    input_tuple,
    in_output_tuple,
    param_tuple,
    *_args,
    input_shape=None,
    per_column=False,
    split_columns=False,
    skipna=False,
    return_cache=False,
    use_cache=True,
    jitted_loop=False,
    jitted_warmup=False,
    param_index=None,
    final_index=None,
    single_comb=False,
    execute_kwargs=None,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

direction property¶

Output array.

direction_above method¶

SUPERTREND.direction_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where direction is above other.

See combine_objs().

direction_below method¶

SUPERTREND.direction_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where direction is below other.

See combine_objs().

direction_crossed_above method¶

SUPERTREND.direction_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where direction is crossed_above other.

See combine_objs().

direction_crossed_below method¶

SUPERTREND.direction_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where direction is crossed_below other.

See combine_objs().

direction_equal method¶

SUPERTREND.direction_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where direction is equal other.

See combine_objs().

direction_stats method¶

SUPERTREND.direction_stats(
    *args,
    **kwargs
)

Stats of direction as generic.

high property¶

Input array.

high_above method¶

SUPERTREND.high_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is above other.

See combine_objs().

high_below method¶

SUPERTREND.high_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is below other.

See combine_objs().

high_crossed_above method¶

SUPERTREND.high_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_above other.

See combine_objs().

high_crossed_below method¶

SUPERTREND.high_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_below other.

See combine_objs().

high_equal method¶

SUPERTREND.high_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is equal other.

See combine_objs().

high_stats method¶

SUPERTREND.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

long property¶

Output array.

long_above method¶

SUPERTREND.long_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where long is above other.

See combine_objs().

long_below method¶

SUPERTREND.long_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where long is below other.

See combine_objs().

long_crossed_above method¶

SUPERTREND.long_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where long is crossed_above other.

See combine_objs().

long_crossed_below method¶

SUPERTREND.long_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where long is crossed_below other.

See combine_objs().

long_equal method¶

SUPERTREND.long_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where long is equal other.

See combine_objs().

long_stats method¶

SUPERTREND.long_stats(
    *args,
    **kwargs
)

Stats of long as generic.

low property¶

Input array.

low_above method¶

SUPERTREND.low_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is above other.

See combine_objs().

low_below method¶

SUPERTREND.low_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is below other.

See combine_objs().

low_crossed_above method¶

SUPERTREND.low_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_above other.

See combine_objs().

low_crossed_below method¶

SUPERTREND.low_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_below other.

See combine_objs().

low_equal method¶

SUPERTREND.low_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is equal other.

See combine_objs().

low_stats method¶

SUPERTREND.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

multiplier_list property¶

List of multiplier values.

param_select_func_nb method¶

SUPERTREND.param_select_func_nb(
    i,
    args_before,
    high,
    low,
    close,
    period,
    multiplier,
    *args
)

period_list property¶

List of period values.

plot method¶

_SUPERTREND.plot(
    column=None,
    plot_close=True,
    close_trace_kwargs=None,
    superl_trace_kwargs=None,
    supers_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot SUPERTREND.long and SUPERTREND.short against SUPERTREND.close.

Args

column : str

Name of the column to plot.

plot_close : bool

Whether to plot SUPERTREND.close.

close_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for SUPERTREND.close.

superl_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for SUPERTREND.long.

supers_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for SUPERTREND.short.

add_trace_kwargs : dict

Keyword arguments passed to fig.add_trace when adding each trace.

fig : Figure or FigureWidget

Figure to add traces to.

**layout_kwargs

Keyword arguments passed to fig.update_layout.

Usage

>>> vbt.SUPERTREND.run(ohlcv['High'], ohlcv['Low'], ohlcv['Close']).plot().show()

run class method¶

SUPERTREND.run(
    high,
    low,
    close,
    period=Default(value=7),
    multiplier=Default(value=3),
    short_name='supertrend',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run SUPERTREND indicator.

• Inputs: high, low, close
• Parameters: period, multiplier
• Outputs: trend, direction, long, short

Pass a list of parameter names as hide_params to hide their column levels, or True to hide all. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

run_combs class method¶

SUPERTREND.run_combs(
    high,
    low,
    close,
    period=Default(value=7),
    multiplier=Default(value=3),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple SUPERTREND indicators using function comb_func.

• Inputs: high, low, close
• Parameters: period, multiplier
• Outputs: trend, direction, long, short

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to SUPERTREND.run().

short property¶

Output array.

short_above method¶

SUPERTREND.short_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where short is above other.

See combine_objs().

short_below method¶

SUPERTREND.short_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where short is below other.

See combine_objs().

short_crossed_above method¶

SUPERTREND.short_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where short is crossed_above other.

See combine_objs().

short_crossed_below method¶

SUPERTREND.short_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where short is crossed_below other.

See combine_objs().

short_equal method¶

SUPERTREND.short_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where short is equal other.

See combine_objs().

short_stats method¶

SUPERTREND.short_stats(
    *args,
    **kwargs
)

Stats of short as generic.

trend property¶

Output array.

trend_above method¶

SUPERTREND.trend_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where trend is above other.

See combine_objs().

trend_below method¶

SUPERTREND.trend_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where trend is below other.

See combine_objs().

trend_crossed_above method¶

SUPERTREND.trend_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where trend is crossed_above other.

See combine_objs().

trend_crossed_below method¶

SUPERTREND.trend_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where trend is crossed_below other.

See combine_objs().

trend_equal method¶

SUPERTREND.trend_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where trend is equal other.

See combine_objs().

trend_stats method¶

SUPERTREND.trend_stats(
    *args,
    **kwargs
)

Stats of trend as generic.