Supertrend code

def tr(data):
    data['previous_close'] = data['close'].shift(1)
    data['high-low'] = abs(data['high'] - data['low'])
    data['high-pc'] = abs(data['high'] - data['previous_close'])
    data['low-pc'] = abs(data['low'] - data['previous_close'])

    tr = data[['high-low', 'high-pc', 'low-pc']].max(axis=1)

    return tr

def atr(data, period):
    data['tr'] = tr(data)
    atr = data['tr'].rolling(period).mean()

    return atr

def supertrend(df, period=20, atr_multiplier=6.7):
    hl2 = (df['high'] + df['low']) / 2
    df['atr'] = atr(df, period)
    df['upperband'] = hl2 + (atr_multiplier * df['atr'])
    df['lowerband'] = hl2 - (atr_multiplier * df['atr'])
    df['in_uptrend'] = True

    for current in range(1, len(df.index)):
        previous = current - 1

        if df['close'][current] > df['upperband'][previous]:
            df['in_uptrend'][current] = True
        elif df['close'][current] < df['lowerband'][previous]:
            df['in_uptrend'][current] = False
        else:
            df['in_uptrend'][current] = df['in_uptrend'][previous]

            if df['in_uptrend'][current] and df['lowerband'][current] < df['lowerband'][previous]:
                df['lowerband'][current] = df['lowerband'][previous]

            if not df['in_uptrend'][current] and df['upperband'][current] > df['upperband'][previous]:
                df['upperband'][current] = df['upperband'][previous]
        
    return df