fix: SuperTrend direction checks wrong band - #77
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The direction logic checked the opposite band: - Bullish checked close < upper_band (always true) → instant flip - Bearish checked close > lower_band (always true) → instant flip back Correct logic (matches TradingView ta.supertrend): - Bullish: only flip bearish if close < LOWER band (support broken) - Bearish: only flip bullish if close > UPPER band (resistance broken) Before: -88% return, 1366 trades, -0.65 Sharpe (whipsaw) After: 1906% return, 40 trades, 0.70 Sharpe (proper trend-following) Fixes #75
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Fixes #75
Root cause: Direction logic checked the opposite band — bullish checked
close < upper(always true between bands), bearish checkedclose > lower(always true). Price between bands caused direction to flip every 1.1 bars.Fix: Bullish checks
close < lower_band(support broken), bearish checksclose > upper_band(resistance broken). Matches TradingView'sta.supertrendbehavior.8 lines changed. All 128 tests pass.