Supertrend giving wrong signals at 9:15

Author

Posts

Suresh Gupta

April 23, 2026 at 3:55 pm
📝 Question Details
I’m running a Supertrend based algo, but at market open (9:15), the signals are completely wrong for the first few minutes.

After that, everything becomes normal.

I’m generating my own 1-minute candles from ticks.

Is this a data issue or something wrong with Supertrend calculation?

And I am using Zerodha’s kite.trade

This topic was modified 40 days ago by Joshsarvaiya

Algodelta Support

April 23, 2026 at 4:14 pm

Supertrend depends on <strong data-start=”1096″ data-end=”1103″>ATR, and ATR needs historical candles.

So, you have to pass both the historical and live data.

Aggregate the data first and then pass in Supertrend function you will get the accurate value.
Eg code below:

def get_supertrend_input(symbol, live_candles):
    # Fetch historical 
    query = "GET HISTORICAL DATA"
    values = [symbol, "minute"]
    historical_candles = fetch_historical_data(query, values)
    # Merge
    all_candles = historical_candles + live_candles
    # Safety check
    if len(all_candles) < 15:  # minimum for ATR(10)
        return []
    return all_candles

def run_supertrend(symbol, live_candles):
    candles = get_supertrend_input(symbol, live_candles)
    if not candles:
        return None
    result = compute_supertrend(candles, period=10, multiplier=3)
    if not result:
        return None
    return result[-1]  # latest signal

Algodelta Support

May 13, 2026 at 11:15 am

Yes, this happens because of candle instability at market open.

At 9:15 the volatility is very high, candles move very fast, ATR is not stable initially that’s why this happens.

So, the main fix is using only closed candles, wait for enough candles like 20 candles minimum and use proper ATR smoothing/alignment.

After first few candles your super trend will be working great.

Can refer the below code:

def compute_supertrend(candles, period=10, multiplier=3):
    if len(candles) < period + 2:
        return []
    trs = []
    for i in range(1, len(candles)):
        h = candles[i]["high"]
        l = candles[i]["low"]
        pc = candles[i - 1]["close"]
        tr = max(
            h - l,
            abs(h - pc),
            abs(l - pc)
        )
        trs.append(tr)
    if len(trs) < period:
        return []
    atr_vals = [sum(trs[:period]) / period]

    for i in range(period, len(trs)):
        atr = (
            (atr_vals[-1] * (period - 1)) + trs[i]
        ) / period
        atr_vals.append(atr)
    atr = [None] * period + atr_vals

    final_upper = [None] * len(candles)
    final_lower = [None] * len(candles)
    supertrend = [None] * len(candles)
    direction = [None] * len(candles)

    result = []
    for i in range(len(candles)):
        if atr[i] is None:
            result.append(None)
            continue
        h = candles[i]["high"]
        l = candles[i]["low"]
        c = candles[i]["close"]
        hl2 = (h + l) / 2
        upper_band = hl2 + (multiplier * atr[i])
        lower_band = hl2 - (multiplier * atr[i])
        if final_upper[i - 1] is None:
            final_upper[i] = upper_band
            final_lower[i] = lower_band
        else:
            prev_upper = final_upper[i - 1]
            prev_lower = final_lower[i - 1]
            prev_close = candles[i - 1]["close"]
            final_upper[i] = (
                upper_band
                if upper_band < prev_upper or prev_close > prev_upper
                else prev_upper
            )
            final_lower[i] = (
                lower_band
                if lower_band > prev_lower or prev_close < prev_lower
                else prev_lower
            )

        if supertrend[i - 1] is None:
            if c <= final_upper[i]:
                supertrend[i] = final_upper[i]
                direction[i] = "SELL"
            else:
                supertrend[i] = final_lower[i]
                direction[i] = "BUY"
        elif supertrend[i - 1] == final_upper[i - 1]:

            if c <= final_upper[i]:
                supertrend[i] = final_upper[i]
                direction[i] = "SELL"
            else:
                supertrend[i] = final_lower[i]
                direction[i] = "BUY"
        else:

            if c >= final_lower[i]:
                supertrend[i] = final_lower[i]
                direction[i] = "BUY"
            else:
                supertrend[i] = final_upper[i]
                direction[i] = "SELL"

        result.append({
            "supertrend": round(supertrend[i], 2),
            "signal": direction[i]
        })

    return result

# Sample candles - reolace thsi with actual live candle data
candles = [
    {"high": 101, "low": 99, "close": 100},
    {"high": 102, "low": 100, "close": 101},
    {"high": 103, "low": 101, "close": 102},
    {"high": 104, "low": 102, "close": 103},
    {"high": 105, "low": 103, "close": 104},
    {"high": 106, "low": 104, "close": 105},
    {"high": 107, "low": 105, "close": 106},
    {"high": 108, "low": 106, "close": 107},
    {"high": 109, "low": 107, "close": 108},
    {"high": 110, "low": 108, "close": 109},
    {"high": 111, "low": 109, "close": 110},
    {"high": 112, "low": 110, "close": 111},
    {"high": 113, "low": 111, "close": 112},
]

result = compute_supertrend(candles)

for row in result:
    print(row)

Author

Posts

Viewing 2 reply threads

Join the Discussion

Start a Discussion

Welcome Back!

Check Your Email

Pending Approval

Delete This?