Support Board
Date/Time: Fri, 04 Jul 2025 15:29:53 +0000
Problem (Bug?) with Supertrend Study
View Count: 291
| [2024-11-06 13:09:36] |
| gtaranti - Posts: 95 |
|
I have two Supertrend studies (each with different inputs) on a 10 min NQ-100 chart (Tick data) The "Date Range From" of the chart is 2024-01-01. I'm reporting that the computation and graph of the second supertrend (Inputs : Input Data: HL AVg, ATR multiplier: 2, ATR Period: 14, ATR MA Type: Hull Moving Average) is not correct. Around 2024-03-26 and onwards the graph of the supetrend remains steady at the same level. The other supertrend study (Inputs : Input Data: HL AVg, ATR multiplier: 2.5, ATR Period: 7, ATR MA Type: Hull Moving Average) computes correctly on all dates. If I set the "Date Range From" of the chart to 2024-04-01 (3 months later) the problem goes away. Please address this issue in the computation of Supertrend study, or suggest a way that this can be resolved. I've uploaded the test chartbook and the screenshot showing the problem. Date Time Of Last Edit: 2024-11-07 17:32:47
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 D_SC1_MainWindow_2024-11-06 12_52_27.485.png / V - Attached On 2024-11-06 12:53:46 UTC - Size: 69.65 KB - 77 views  NASDAQ-TEST.Cht - Attached On 2024-11-06 13:07:11 UTC - Size: 4.05 KB - 203 views |
| [2024-11-07 22:51:59] |
| John - SC Support - Posts: 40745 |
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There is nothing wrong with the Supertrend study. It just so happens that at a particular bar due to the multiplier that you have used, the math is such that a particular value can not be found, so the Supertrend gets set to the previous value. Once this occurs, the rest of the data stays flat going forward. If you change your multiplier by .01, you will get the data showing properly (i.e. change from 2.5 to 2.51). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-08 07:39:09] |
| gtaranti - Posts: 95 |
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Your suggestion works after fiddling arround with the multipliers for this particular case, although I expected the study itself to handle these issues. For example, it still doesn't work when going back 4 years (Date Range From: 2020-01-01, used for backtesting). The problem of steady level happens again and the small alteration of the multipliers (∓ 0.01), does not fix it. It's not working even if I change the multipliers in the range ∓ 1 (eg. 3 instead of 2) Maybe the math need to take into account thses cases. |
| [2024-11-08 15:06:01] |
| John - SC Support - Posts: 40745 |
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We do not have time to look into this particular study right now. The only recommendation we have is to use a multiplier that has an odd value for the second decimal place. That is, use something like 2.03 or 1.57 rather than 2.0 or 1.5. The reason for this is that the way the math is setup it is checking if the Supertrend value is less (or greater than) the close. If the Supertrend value is equal, then it does not meet the criteria and then uses the previous Supertrend value. From that point forward you get the flat-lining that you are seeing. Using an odd multiplier will help to ensure that the equals situation will not occur. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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