Scusa Ivan, ho trovato un’altra versione di supertrend, Kalmana Hull Supertrand, che mi pare interessante ma non mi fa creare un nuovo topic, non so per quale motivo. Provo a incollare il codice qui, se tu potessi tradurlo. Grazie
/////////////////////////////////////////////////////////////// © BackQuant ///////////////////////////////////////////////////////////////
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © BackQuant

//@version=5
indicator(
title = “Kalman Hull Supertrend [BackQuant]”,
shorttitle = “Kalman Hull ST [BackQuant]”,
overlay=true,
precision = 2,
format = format.price,
timeframe = “”,
timeframe_gaps = true
)

// Define User Inputs
series float pricesource = input.source(close, “Kalman Price Source”, group = “Calculation”)
simple float measurementNoise = input.float(3.0, title=”Measurement Noise”, group = “Calculation”, tooltip = “Lookback Period/ Calculation Length”, step = 1.0)
simple float processNoise = input.float(0.01, title=”Process Noise”, step = 0.01, group = “Calculation”)

simple int atrPeriod = input.int(12, “ATR Period”, group = “Supertrend”, inline = “ST”)
simple float factor = input.float(1.7, “Factor”, group = “Supertrend”, inline = “ST”, step = 0.01)

simple bool showkalman = input.bool(true, “Show Supertrend on chart?”, group = “UI Settings”)
simple bool paintCandles = input.bool(true, “Paint candles according to Trend?”, group = “UI Settings”)
simple bool showlongshort = input.bool(true, “Show Long and Short Signals { + }”, group = “UI Settings”)

color longColor = input.color(#33ff00, “Long Color”, group = “UI Settings”, inline = “Col”)
color shortColor = input.color(#ff0000, “Short Color”, group = “UI Settings”, inline = “Col”)
/////////////////////////////////////////////////////////////// © BackQuant ///////////////////////////////////////////////////////////////
// Kalman Price Filter Function
N = 5
var float[] stateEstimate = array.new_float(N, na)
var float[] errorCovariance = array.new_float(N, 100.0)
f_init(series float pricesource) =>
if na(array.get(stateEstimate, 0))
for i = 0 to N-1
array.set(stateEstimate, i, pricesource)
array.set(errorCovariance, i, 1.0)

f_kalman(series float pricesource, float measurementNoise) =>
// Prediction Step
predictedStateEstimate = array.new_float(N)
predictedErrorCovariance = array.new_float(N)
for i = 0 to N-1
array.set(predictedStateEstimate, i, array.get(stateEstimate, i)) // Simplified prediction
array.set(predictedErrorCovariance, i, array.get(errorCovariance, i) + processNoise)

kalmanGain = array.new_float(N)
for i = 0 to N-1
kg = array.get(predictedErrorCovariance, i) / (array.get(predictedErrorCovariance, i) + measurementNoise)
array.set(kalmanGain, i, kg)
array.set(stateEstimate, i, array.get(predictedStateEstimate, i) + kg * (pricesource – array.get(predictedStateEstimate, i)))
array.set(errorCovariance, i, (1 – kg) * array.get(predictedErrorCovariance, i))

array.get(stateEstimate, 0)

f_init(pricesource)
kalmanFilteredPrice = f_kalman(pricesource, measurementNoise)
/////////////////////////////////////////////////////////////// © BackQuant ///////////////////////////////////////////////////////////////
// Hull Moving Average Function with Kalman instead of Weighted Moving Average
KHMA(_src, _length) =>
f_kalman(2 * f_kalman(_src, _length / 2) – f_kalman(_src, _length), math.round(math.sqrt(_length)))
// Return
kalmanHMA = KHMA(pricesource, measurementNoise)
/////////////////////////////////////////////////////////////// © BackQuant ///////////////////////////////////////////////////////////////
// Supertrend Function
supertrend(factor, atrPeriod, src) =>
atr = ta.atr(atrPeriod)
upperBand = src + factor * atr
lowerBand = src – factor * atr
prevLowerBand = nz(lowerBand[1])
prevUpperBand = nz(upperBand[1])

lowerBand := lowerBand > prevLowerBand or close[1] < prevLowerBand ? lowerBand : prevLowerBand
upperBand := upperBand prevUpperBand ? upperBand : prevUpperBand
int direction = na
float superTrend = na
prevSuperTrend = superTrend[1]
if na(atr[1])
direction := 1
else if prevSuperTrend == prevUpperBand
direction := close > upperBand ? -1 : 1
else
direction := close < lowerBand ? 1 : -1
superTrend := direction == -1 ? lowerBand : upperBand
[superTrend, direction]

// Call Function with Inputs
[superTrend, direction] = supertrend(factor, atrPeriod, kalmanHMA)
/////////////////////////////////////////////////////////////// © BackQuant ///////////////////////////////////////////////////////////////
// Conditional Trend
SupertrendLong = ta.crossunder(direction, 0)
SupertrendShort = ta.crossover(direction, 0)
var Trend = 0
if SupertrendLong and not SupertrendShort
Trend := 1

if SupertrendShort
Trend := -1

// Colouring
var barColour = #ffffff
if Trend == 1
barColour := longColor
if Trend == -1
barColour := shortColor

// Plotting
plot(
showkalman ? superTrend : na,
"Kalman Hull ST",
color = color.new(barColour, 40),
linewidth = 4
)

barcolor(paintCandles ? barColour : na)

// Long and Short Signals ()
plotshape(
showlongshort ? SupertrendLong : na,
offset=0,
title="Long",
text="",
style=shape.triangleup,
location=location.belowbar,
color=barColour,
textcolor=barColour,
size = size.tiny
)
plotshape(
showlongshort ? SupertrendShort: na,
offset=0,
title="Short",
text="",
style=shape.triangledown,
location=location.abovebar,
color=barColour,
textcolor=barColour,
size = size.tiny
)

// Alert Conditions
alertcondition(SupertrendLong, title="Kalman Hull ST Long", message="Kalman Hull ST Long {{exchange}}:{{ticker}}")
alertcondition(SupertrendShort, title="Kalman Hull ST Short", message="Kalman Hull ST Short {{exchange}}:{{ticker}}")

Ciao Ivan, ho provato ma non mi lascia caricare il post, non so per quale strano motivo…