Supertrend Averages
Request from @pfxi for a Supertrend Averages with arrows, please let me know if other average types are required.
Changes made:
1.) True Range Calculation = ​max [(high − low), abs(high − previous close​), abs(low – previous close)]
2.) Average True Range Calculation = first ATR value is the SMA(TR, n) then becomes [(Prior ATR x(n-1)) + Current TR]/n