diff --git a/Makefile b/Makefile
index 97fdf69..043a64a 100644
--- a/Makefile
+++ b/Makefile
@@ -1,6 +1,9 @@
 clean:
 	find . -name '*.pyc' -exec rm -f {} +
 
+caches:
+	find ./pandas_ta | grep -E "(__pycache__|\.pyc|\.pyo$\)"
+
 init:
 	pip install -r requirements.txt
 
diff --git a/README.md b/README.md
index a499b9a..f3d94c5 100644
--- a/README.md
+++ b/README.md
@@ -33,10 +33,12 @@ All the indicators return a named Series or a DataFrame in uppercase underscore
     Choppiness Index (chop)
     Chande Kroll Stop (cksp)
     Entropy (entropy)
+    Heikin-Ashi Candles (ha)
     KDJ (kdj)
     Parabolic Stop and Reverse (psar)
     Price Distance (pdist)
     Psycholigical Line (psl)
+    Supertrend (supertrend)
     Weighted Closing Price (wcp)
 ### __Added utilities:__
     Above (above)
@@ -182,6 +184,10 @@ df.ta.adjusted = None
 
 # __Technical Analysis Indicators__ (_by Category_)
 
+## _Candles_ (1)
+
+* _Heikin-Ashi_: **ha**
+
 ## _Momentum_ (25)
 
 * _Awesome Oscillator_: **ao**
@@ -215,7 +221,7 @@ df.ta.adjusted = None
 |:--------:|
 | ![Example MACD](/images/SPY_MACD.png) |
 
-## _Overlap_ (25)
+## _Overlap_ (26)
 
 * _Double Exponential Moving Average_: **dema**
 * _Exponential Moving Average_: **ema**
@@ -224,17 +230,18 @@ df.ta.adjusted = None
 * _High-Low-Close Average_: **hlc3**
     * Commonly known as 'Typical Price' in Technical Analysis literature
 * _Hull Exponential Moving Average_: **hma**
-* _Kaufman's Adaptive Moving Average_: **kama**
 * _Ichimoku Kinkō Hyō_: **ichimoku**
     * Use: help(ta.ichimoku). Returns two DataFrames.
+* _Kaufman's Adaptive Moving Average_: **kama**
 * _Linear Regression_: **linreg**
 * _Midpoint_: **midpoint**
 * _Midprice_: **midprice**
 * _Open-High-Low-Close Average_: **ohlc4**
 * _Pascal's Weighted Moving Average_: **pwma**
 * _William's Moving Average_: **rma**
-* _Simple Moving Average_: **sma**
 * _Sine Weighted Moving Average_: **sinwma**
+* _Simple Moving Average_: **sma**
+* _Supertrend_: **supertrend**
 * _Symmetric Weighted Moving Average_: **swma**
 * _T3 Moving Average_: **t3**
 * _Triple Exponential Moving Average_: **tema**
@@ -355,4 +362,4 @@ Use parameter: cumulative=**True** for cumulative results.
 * Original TA-LIB: http://ta-lib.org/
 * Bukosabino: https://github.com/bukosabino/ta
 
-Please leave any comments, feedback, or suggestions.
\ No newline at end of file
+Please leave any comments, feedback, suggestions, or indicator requests.
\ No newline at end of file
diff --git a/pandas_ta/candles/__init__.py b/pandas_ta/candles/__init__.py
new file mode 100644
index 0000000..47fbd83
--- /dev/null
+++ b/pandas_ta/candles/__init__.py
@@ -0,0 +1,2 @@
+# -*- coding: utf-8 -*-
+from .ha import ha
\ No newline at end of file
diff --git a/pandas_ta/candles/ha.py b/pandas_ta/candles/ha.py
new file mode 100644
index 0000000..350174d
--- /dev/null
+++ b/pandas_ta/candles/ha.py
@@ -0,0 +1,95 @@
+# -*- coding: utf-8 -*-
+import numpy as np
+from pandas import DataFrame
+from pandas_ta.utils import get_offset, verify_series
+
+
+def ha(open_, high, low, close, offset=None, **kwargs):
+    """Indicator: Heikin Ashi"""
+    # Validate Arguments
+    open_ = verify_series(open_)
+    high = verify_series(high)
+    low = verify_series(low)
+    close = verify_series(close)
+    offset = get_offset(offset)
+
+    # Calculate Result
+    m = close.size
+    df = DataFrame({
+        "HA_open": 0.5 * (open_.iloc[0] + close.iloc[0]),
+        "HA_high": high,
+        "HA_low": low,
+        "HA_close": 0.25 * (open_ + high + low + close)
+    })
+
+    for i in range(1, m):
+        df["HA_open"][i] = 0.5 * (df["HA_open"][i - 1] + df["HA_close"][i - 1])
+
+    df["HA_high"] = df[["HA_open", "HA_high", "HA_close"]].max(axis=1)
+    df["HA_low"] = df[["HA_open", "HA_low", "HA_close"]].min(axis=1)
+
+    # Offset
+    if offset != 0:
+        df = df.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        df.fillna(kwargs['fillna'], inplace=True)
+    if 'fill_method' in kwargs:
+        df.fillna(method=kwargs['fill_method'], inplace=True)
+
+    # Name and Categorize it
+    df.name = "Heikin-Ashi"
+    df.category = "candles"
+
+    return df
+
+
+ha.__doc__ = \
+"""Heikin Ashi (HA)
+
+The Heikin-Ashi technique averages price data to create a Japanese
+candlestick chart that filters out market noise. Heikin-Ashi charts,
+developed by Munehisa Homma in the 1700s, share some characteristics
+with standard candlestick charts but differ based on the values used
+to create each candle. Instead of using the open, high, low, and close
+like standard candlestick charts, the Heikin-Ashi technique uses a
+modified formula based on two-period averages. This gives the chart a
+smoother appearance, making it easier to spots trends and reversals, 
+but also obscures gaps and some price data.
+
+Sources:
+    https://www.investopedia.com/terms/h/heikinashi.asp
+
+Calculation:
+    HA_OPEN[0] = (open[0] + close[0]) / 2
+    HA_CLOSE = (open[0] + high[0] + low[0] + close[0]) / 4
+
+    for i > 1 in df.index:
+        HA_OPEN = (HA_OPEN[i−1] + HA_CLOSE[i−1]) / 2
+
+    HA_HIGH = MAX(HA_OPEN, HA_HIGH, HA_CLOSE)
+    HA_LOW = MIN(HA_OPEN, HA_LOW, HA_CLOSE)
+
+    How to Calculate Heikin-Ashi
+
+    Use one period to create the first Heikin-Ashi (HA) candle, using
+    the formulas. For example use the high, low, open, and close to
+    create the first HA close price. Use the open and close to create
+    the first HA open. The high of the period will be the first HA high,
+    and the low will be the first HA low. With the first HA calculated,
+    it is now possible to continue computing the HA candles per the formulas.
+​​
+Args:
+    open_ (pd.Series): Series of 'open's
+    high (pd.Series): Series of 'high's
+    low (pd.Series): Series of 'low's
+    close (pd.Series): Series of 'close's
+
+Kwargs:
+    fillna (value, optional): pd.DataFrame.fillna(value)
+    fill_method (value, optional): Type of fill method
+
+Returns:
+    pd.DataFrame: ha_open, ha_high,ha_low, ha_close columns.
+"""
diff --git a/pandas_ta/core.py b/pandas_ta/core.py
index 9111192..189dc40 100644
--- a/pandas_ta/core.py
+++ b/pandas_ta/core.py
@@ -5,6 +5,7 @@ from functools import wraps
 import pandas as pd
 from pandas.core.base import PandasObject
 
+from pandas_ta.candles import *
 from pandas_ta.momentum import *
 from pandas_ta.overlap import *
 from pandas_ta.performance import *
@@ -14,7 +15,7 @@ from pandas_ta.volatility import *
 from pandas_ta.volume import *
 from pandas_ta.utils import *
 
-version = ".".join(("0", "1", "64b"))
+version = ".".join(("0", "1", "65b"))
 
 def finalize(method):
     @wraps(method)
@@ -204,6 +205,7 @@ class AnalysisIndicators(BasePandasObject):
         if result is None: return
         else:
             prefix = suffix = ""
+            # delimiter = kwargs.pop("delimiter", "_")
 
             if "prefix" in kwargs:
                 prefix = f"{kwargs['prefix']}_"
@@ -367,6 +369,17 @@ class AnalysisIndicators(BasePandasObject):
         self._all(**kwargs) if name == "all" else None
 
 
+    # Candles
+    @finalize
+    def ha(self, open_=None, high=None, low=None, close=None, offset=None, **kwargs):
+        open_ = self._get_column(open_, 'open')
+        high = self._get_column(high, 'high')
+        low = self._get_column(low, 'low')
+        close = self._get_column(close, 'close')
+
+        result = ha(open_=open_, high=high, low=low, close=close, offset=offset, **kwargs)
+        return result
+
     # Momentum Indicators
     @finalize
     def ao(self, high=None, low=None, fast=None, slow=None, offset=None, **kwargs):
@@ -534,10 +547,10 @@ class AnalysisIndicators(BasePandasObject):
         return result
 
     @finalize
-    def trix(self, close=None, length=None, drift=None, offset=None, **kwargs):
+    def trix(self, close=None, length=None, signal=None, scalar=None, drift=None, offset=None, **kwargs):
         close = self._get_column(close, 'close')
 
-        result = trix(close=close, length=length, drift=drift, offset=offset, **kwargs)
+        result = trix(close=close, length=length, signal=signal, scalar=scalar, drift=drift, offset=offset, **kwargs)
         return result
 
     @finalize
@@ -691,6 +704,15 @@ class AnalysisIndicators(BasePandasObject):
         result = sma(close=close, length=length, offset=offset, **kwargs)
         return result
 
+    @finalize
+    def supertrend(self, high=None, low=None, close=None, length=None, multiplier=None, offset=None, **kwargs):
+        high = self._get_column(high, 'high')
+        low = self._get_column(low, 'low')
+        close = self._get_column(close, 'close')
+
+        result = supertrend(high=high, low=low, close=close, length=length, multiplier=multiplier, offset=offset, **kwargs)
+        return result
+
     @finalize
     def swma(self, close=None, length=None, offset=None, **kwargs):
         close = self._get_column(close, 'close')
@@ -912,17 +934,6 @@ class AnalysisIndicators(BasePandasObject):
         result = dpo(close=close, length=length, centered=centered, offset=offset, **kwargs)
         return result
 
-    def ha(self, open=None, high=None, low=None, close=None, offset=None, **kwargs):
-        open = self._get_column(open, 'open')
-        high = self._get_column(high, 'high')
-        low = self._get_column(low, 'low')
-        close = self._get_column(close, 'close')
-
-        result = ha(open=open, high=high, low=low, close=close, offset=offset, **kwargs)
-        self._add_prefix_suffix(result, **kwargs)
-        self._append(result, **kwargs)
-        return result
-
     @finalize
     def increasing(self, close=None, length=None, asint=True, offset=None, **kwargs):
         close = self._get_column(close, 'close')
@@ -979,18 +990,15 @@ class AnalysisIndicators(BasePandasObject):
             self._append(result, **kwargs)
             return result
 
-    def supertrend(self, high=None, low=None, close=None, period=None, multiplier=None, mamode=None, drift=None,
-                   offset=None, **kwargs):
+    @finalize
+    def supertrend(self, high=None, low=None, close=None, period=None, multiplier=None, mamode=None, drift=None, offset=None, **kwargs):
         high = self._get_column(high, 'high')
         low = self._get_column(low, 'low')
         close = self._get_column(close, 'close')
 
         result = supertrend(high=high, low=low, close=close, period=period, multiplier=multiplier, mamode=mamode, drift=drift, offset=offset, **kwargs)
-        self._add_prefix_suffix(result, **kwargs)
-        self._append(result, **kwargs)
         return result
 
-
     @finalize
     def vortex(self, high=None, low=None, close=None, drift=None, offset=None, **kwargs):
         high = self._get_column(high, 'high')
@@ -1115,12 +1123,12 @@ class AnalysisIndicators(BasePandasObject):
         return result
 
     @finalize
-    def natr(self, high=None, low=None, close=None, length=None, mamode=None, offset=None, **kwargs):
+    def natr(self, high=None, low=None, close=None, length=None, mamode=None, scalar=None, offset=None, **kwargs):
         high = self._get_column(high, 'high')
         low = self._get_column(low, 'low')
         close = self._get_column(close, 'close')
 
-        result = natr(high=high, low=low, close=close, length=length, mamode=mamode, offset=offset, **kwargs)
+        result = natr(high=high, low=low, close=close, length=length, mamode=mamode, scalar=scalar, offset=offset, **kwargs)
         return result
 
     @finalize
diff --git a/pandas_ta/momentum/cmo.py b/pandas_ta/momentum/cmo.py
index de72d34..126f7e5 100644
--- a/pandas_ta/momentum/cmo.py
+++ b/pandas_ta/momentum/cmo.py
@@ -7,6 +7,7 @@ def cmo(close, length=None, scalar=None, drift=None, offset=None, **kwargs):
     close = verify_series(close)
     length = int(length) if length and length > 0 else 14
     scalar = float(scalar) if scalar else 100
+    talib = kwargs.pop("talib", True)
     drift = get_drift(drift)
     offset = get_offset(offset)
 
@@ -17,11 +18,15 @@ def cmo(close, length=None, scalar=None, drift=None, offset=None, **kwargs):
     positive[positive < 0] = 0  # Make negatives 0 for the postive series
     negative[negative > 0] = 0  # Make postives 0 for the negative series
 
-    positive_avg = positive.ewm(com=length, adjust=False).mean()
-    negative_avg = negative.ewm(com=length, adjust=False).mean().abs()
+    if talib:
+        pos_ = positive.ewm(com=length, adjust=False).mean()
+        neg_ = negative.ewm(com=length, adjust=False).mean().abs()
+    else:
+        pos_ = positive.rolling(length).sum()
+        neg_ = negative.abs().rolling(length).sum()
 
-    # Previous steps same as RSI
-    cmo = scalar * (positive_avg - negative_avg) / (positive_avg + negative_avg)
+    cmo = scalar * (pos_ - neg_)
+    cmo /= pos_ + neg_
 
     # Offset
     if offset != 0:
@@ -60,6 +65,7 @@ Calculation:
 Args:
     close (pd.Series): Series of 'close's
     scalar (float): How much to magnify.  Default: 100
+    talib (bool): If True, uses TA-Libs implementation. Otherwise uses EMA version.  Default: True
     drift (int): The short period.  Default: 1
     offset (int): How many periods to offset the result.  Default: 0
 
diff --git a/pandas_ta/momentum/kst.py b/pandas_ta/momentum/kst.py
index 0112247..211a501 100644
--- a/pandas_ta/momentum/kst.py
+++ b/pandas_ta/momentum/kst.py
@@ -45,14 +45,14 @@ def kst(close, roc1=None, roc2=None, roc3=None, roc4=None, sma1=None, sma2=None,
 
     # Name and Categorize it
     kst.name = f"KST_{roc1}_{roc2}_{roc3}_{roc4}_{sma1}_{sma2}_{sma3}_{sma4}"
-    kst_signal.name = f"KSTS_{signal}"
-    kst.category = kst_signal.category = 'momentum'
+    kst_signal.name = f"KSTs_{signal}"
+    kst.category = kst_signal.category = "momentum"
 
     # Prepare DataFrame to return
     data = {kst.name: kst, kst_signal.name: kst_signal}
     kstdf = DataFrame(data)
     kstdf.name = f"KST_{roc1}_{roc2}_{roc3}_{roc4}_{sma1}_{sma2}_{sma3}_{sma4}_{signal}"
-    kstdf.category = 'momentum'
+    kstdf.category = "momentum"
 
     return kstdf
 
diff --git a/pandas_ta/momentum/trix.py b/pandas_ta/momentum/trix.py
index 6549903..74c195c 100644
--- a/pandas_ta/momentum/trix.py
+++ b/pandas_ta/momentum/trix.py
@@ -1,12 +1,15 @@
 # -*- coding: utf-8 -*-
-from ..overlap.ema import ema
-from ..utils import get_drift, get_offset, verify_series
+from pandas import DataFrame
+from pandas_ta.overlap.ema import ema
+from pandas_ta.utils import get_drift, get_offset, verify_series
 
-def trix(close, length=None, drift=None, offset=None, **kwargs):
+def trix(close, length=None, signal=None, scalar=None, drift=None, offset=None, **kwargs):
     """Indicator: Trix (TRIX)"""
     # Validate Arguments
     close = verify_series(close)
     length = int(length) if length and length > 0 else 30
+    signal = int(signal) if signal and signal > 0 else 9
+    scalar = float(scalar) if scalar else 100
     min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
     drift = get_drift(drift)
     offset = get_offset(offset)
@@ -15,17 +18,34 @@ def trix(close, length=None, drift=None, offset=None, **kwargs):
     ema1 = ema(close=close, length=length, **kwargs)
     ema2 = ema(close=ema1, length=length, **kwargs)
     ema3 = ema(close=ema2, length=length, **kwargs)
-    trix = 100 * ema3.pct_change(drift)
+    trix = scalar * ema3.pct_change(drift)
+
+    trix_signal = trix.rolling(signal).mean()
 
     # Offset
     if offset != 0:
         trix = trix.shift(offset)
+        trix_signal = trix_signal.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        trix.fillna(kwargs['fillna'], inplace=True)
+        trix_signal.fillna(kwargs['fillna'], inplace=True)
+    if 'fill_method' in kwargs:
+        trix.fillna(method=kwargs['fill_method'], inplace=True)
+        trix_signal.fillna(method=kwargs['fill_method'], inplace=True)
 
     # Name & Category
-    trix.name = f"TRIX_{length}"
-    trix.category = 'momentum'
+    trix.name = f"TRIX_{length}_{signal}"
+    trix_signal.name = f"TRIXs_{length}_{signal}"
+    trix.category = trix_signal.category = "momentum"
 
-    return trix
+    # Prepare DataFrame to return
+    df = DataFrame({trix.name: trix, trix_signal.name: trix_signal})
+    df.name = f"TRIX_{length}_{signal}"
+    df.category = "momentum"
+
+    return df
 
 
 
@@ -50,6 +70,8 @@ Calculation:
 Args:
     close (pd.Series): Series of 'close's
     length (int): It's period.  Default: 18
+    signal (int): It's period.  Default: 9
+    scalar (float): How much to magnify.  Default: 100
     drift (int): The difference period.   Default: 1
     offset (int): How many periods to offset the result.  Default: 0
 
diff --git a/pandas_ta/overlap/__init__.py b/pandas_ta/overlap/__init__.py
index 4cbc0ef..25750ef 100644
--- a/pandas_ta/overlap/__init__.py
+++ b/pandas_ta/overlap/__init__.py
@@ -15,6 +15,7 @@ from .pwma import pwma
 from .rma import rma
 from .sinwma import sinwma
 from .sma import sma
+from .supertrend import supertrend
 from .swma import swma
 from .t3 import t3
 from .tema import tema
diff --git a/pandas_ta/overlap/hlc3.py b/pandas_ta/overlap/hlc3.py
index 4a1abb8..41a9a0e 100644
--- a/pandas_ta/overlap/hlc3.py
+++ b/pandas_ta/overlap/hlc3.py
@@ -10,7 +10,7 @@ def hlc3(high, low, close, offset=None, **kwargs):
     offset = get_offset(offset)
 
     # Calculate Result
-    hlc3 = (high + low + close) / 3
+    hlc3 = (high + low + close) / 3.
 
     # Offset
     if offset != 0:
diff --git a/pandas_ta/overlap/supertrend.py b/pandas_ta/overlap/supertrend.py
new file mode 100644
index 0000000..de022ce
--- /dev/null
+++ b/pandas_ta/overlap/supertrend.py
@@ -0,0 +1,119 @@
+# -*- coding: utf-8 -*-
+from numpy import NaN as npNaN
+from pandas import DataFrame
+from pandas_ta.overlap import hl2
+from pandas_ta.volatility import atr
+from pandas_ta.utils import get_offset, verify_series
+
+
+def supertrend(high, low, close, length=None, multiplier=None, offset=None, **kwargs):
+    """Indicator: Supertrend"""
+    # Validate Arguments
+    high = verify_series(high)
+    low = verify_series(low)
+    close = verify_series(close)
+    length = int(length) if length and length > 0 else 7
+    multiplier = float(multiplier) if multiplier and multiplier > 0 else 3.
+    offset = get_offset(offset)
+
+    # Calculate Results
+    m = close.size
+    dir_, trend = [0] * m, [0] * m
+    long, short = [npNaN] * m, [npNaN] * m
+
+    hl2_ = hl2(high, low)
+    matr = multiplier * atr(high, low, close, length)
+    upperband = hl2_ + matr
+    lowerband = hl2_ - matr
+
+    for i in range(1, m):
+        if close.iloc[i] > upperband.iloc[i - 1]:
+            dir_[i] = 1
+        elif close.iloc[i] < lowerband.iloc[i - 1]:
+            dir_[i] = -1
+        else:
+            dir_[i] = dir_[i - 1]
+            if dir_[i] > 0 and lowerband.iloc[i] < lowerband.iloc[i - 1]:
+                lowerband.iloc[i] = lowerband.iloc[i - 1]
+            if dir_[i] < 0 and upperband.iloc[i] > upperband.iloc[i - 1]:
+                upperband.iloc[i] = upperband.iloc[i - 1]
+        
+        if dir_[i] > 0:
+            trend[i] = long[i] = lowerband.iloc[i]
+        else:
+            trend[i] = short[i] = upperband.iloc[i]
+
+    # Prepare DataFrame to return
+    _props = f"_{length}_{multiplier}"
+    df = DataFrame({
+        f"SUPERT{_props}": trend,
+        f"SUPERTd{_props}": dir_,
+        f"SUPERTl{_props}": long,
+        f"SUPERTs{_props}": short
+    }, index=close.index)
+
+    df.name = f"SUPERT{_props}"
+    df.category = "overlap"
+
+    # Apply offset if needed
+    if offset != 0:
+        df = df.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        df.fillna(kwargs['fillna'], inplace=True)
+
+    if 'fill_method' in kwargs:
+        df.fillna(method=kwargs['fill_method'], inplace=True)
+
+    return df
+
+
+supertrend.__doc__ = \
+"""Supertrend (supertrend)
+
+Supertrend is an overlap indicator. It is used to help identify trend
+direction, setting stop loss, identify support and resistance, and/or
+generate buy & sell signals.
+
+Sources:
+    http://www.freebsensetips.com/blog/detail/7/What-is-supertrend-indicator-its-calculation
+
+Calculation:
+    Default Inputs:
+        length=7, multiplier=3.0
+    
+    MID = multiplier * ATR
+    LOWERBAND = HL2 - MID
+    UPPERBAND = HL2 + MID
+
+    if UPPERBAND[i] < FINAL_UPPERBAND[i-1] and close[i-1] > FINAL_UPPERBAND[i-1]:
+        FINAL_UPPERBAND[i] = UPPERBAND[i]
+    else:
+        FINAL_UPPERBAND[i] = FINAL_UPPERBAND[i-1])
+
+    if LOWERBAND[i] > FINAL_LOWERBAND[i-1] and close[i-1] < FINAL_LOWERBAND[i-1]:
+        FINAL_LOWERBAND[i] = LOWERBAND[i]
+    else:
+        FINAL_LOWERBAND[i] = FINAL_LOWERBAND[i-1])
+
+    if close[i] <= FINAL_UPPERBAND[i]:
+        SUPERTREND[i] = FINAL_UPPERBAND[i]
+    else:
+        SUPERTREND[i] = FINAL_LOWERBAND[i]
+
+Args:
+    high (pd.Series): Series of 'high's
+    low (pd.Series): Series of 'low's
+    close (pd.Series): Series of 'close's
+    length (int) : length for ATR calculation. Default: 7
+    multiplier (float): Coefficient for upper and lower band distance to midrange. Default: 3.0
+    offset (int): How many periods to offset the result.  Default: 0
+
+Kwargs:
+    fillna (value, optional): pd.DataFrame.fillna(value)
+    fill_method (value, optional): Type of fill method
+
+Returns:
+    pd.DataFrame: SUPERT (trend), SUPERTd (direction), SUPERTl (long), SUPERTs (short) columns.
+"""
diff --git a/pandas_ta/overlap/vwap.py b/pandas_ta/overlap/vwap.py
index 6684e97..3a8e32f 100644
--- a/pandas_ta/overlap/vwap.py
+++ b/pandas_ta/overlap/vwap.py
@@ -40,6 +40,7 @@ direction.
 Sources:
     https://www.tradingview.com/wiki/Volume_Weighted_Average_Price_(VWAP)
     https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/volume-weighted-average-price-vwap/
+    https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:vwap_intraday
 
 Calculation:
     tp = typical_price = hlc3(high, low, close)
diff --git a/pandas_ta/performance/trend_return.py b/pandas_ta/performance/trend_return.py
index 93824a2..3062f47 100644
--- a/pandas_ta/performance/trend_return.py
+++ b/pandas_ta/performance/trend_return.py
@@ -14,8 +14,8 @@ def trend_return(close, trend, log=True, cumulative=None, offset=None, trend_res
 
     # Calculate Result
     returns = log_return(close, cumulative=False) if log else percent_return(close, cumulative=False)
-    m = trend.size
     tsum = 0
+    m = trend.size
     trend = trend.astype(int)
     returns = (trend * returns).apply(zero)
     
diff --git a/pandas_ta/trend/__init__.py b/pandas_ta/trend/__init__.py
index f98b9da..dbdce91 100644
--- a/pandas_ta/trend/__init__.py
+++ b/pandas_ta/trend/__init__.py
@@ -6,12 +6,10 @@ from .chop import chop
 from .cksp import cksp
 from .decreasing import decreasing
 from .dpo import dpo
-from .ha import ha
 from .increasing import increasing
 from .linear_decay import linear_decay
 from .long_run import long_run
 from .psar import psar
 from .qstick import qstick
 from .short_run import short_run
-from .supertrend import supertrend
 from .vortex import vortex
\ No newline at end of file
diff --git a/pandas_ta/trend/ha.py b/pandas_ta/trend/ha.py
deleted file mode 100644
index d72e4ce..0000000
--- a/pandas_ta/trend/ha.py
+++ /dev/null
@@ -1,99 +0,0 @@
-# -*- coding: utf-8 -*-
-import numpy as np
-from pandas import DataFrame
-from pandas_ta.utils import get_offset, verify_series
-
-
-def ha(open, high, low, close, offset=None, **kwargs):
-    # indicator : Heikin Ashi
-    # Validate Arguments
-    open_ = verify_series(open)
-    high = verify_series(high)
-    low = verify_series(low)
-    close = verify_series(close)
-    offset = get_offset(offset)
-
-    # calculate ha_close
-    ha_close = 0.25 * (open_ + high + low + close)
-
-    # Initialization of the ha_open array
-    ha_open = np.zeros(shape=(len(close)))
-
-    # ha_open of the first element
-    ha_open[0] = 0.5 * (open_[0] + close[0])
-
-    # calculate ha_open. Based on previous ha_open & ha_close
-    for i in range(1, len(close)):
-        ha_open[i] = 0.5 * (ha_open[i-1] + ha_close[i-1])
-
-    # calculation of ha_high & ha_low
-    ha_high = np.maximum.reduce([high, ha_open, ha_close])
-    ha_low = np.minimum.reduce([low, ha_open, ha_close])
-
-    # Prepare DataFrame to return
-    data = {'ha_open': ha_open, 'ha_high': ha_high, 'ha_low': ha_low, 'ha_close': ha_close}
-    hadf = DataFrame(data)
-    hadf.name = "Heikin-Ashi"
-    hadf.category = 'trend'
-
-    # Apply offset if needed
-    if offset != 0:
-        hadf = hadf.shift(offset)
-
-    # Handle fills
-    if 'fillna' in kwargs:
-        hadf.fillna(kwargs['fillna'], inplace=True)
-
-    if 'fill_method' in kwargs:
-        hadf.fillna(method=kwargs['fill_method'], inplace=True)
-
-    return hadf
-
-
-ha.__doc__ = \
-"""Heikin Ashi (HA)
-
-The Heikin-Ashi technique averages price data to create a Japanese candlestick chart that filters out market noise. 
-Heikin-Ashi charts, developed by Munehisa Homma in the 1700s, 
-share some characteristics with standard candlestick charts but differ based on the values used to create each candle. 
-Instead of using the open, high, low, and close like standard candlestick charts, 
-the Heikin-Ashi technique uses a modified formula based on two-period averages. 
-This gives the chart a smoother appearance, making it easier to spots trends and reversals, 
-but also obscures gaps and some price data.
-
-Sources:
-    https://www.investopedia.com/terms/h/heikinashi.asp
-
-Calculation:
-     The Formula for the Heikin-Ashi technique is:
-
-Heikin-Ashi Close=(Open0+High0+Low0+Close0)/4
-Heikin-Ashi Open=(HA Open−1+HA Close−1)/2
-Heikin-Ashi High=Max (High0,HA Open0,HA Close0)
-Heikin-Ashi Low=Min (Low0,HA Open0,HA Close0)
-where:Open0 etc.=Values from the current period
-Open−1 etc.=Values from the prior period
-HA=Heikin-Ashi
-
- How to Calculate Heikin-Ashi
-
-    Use one period to create the first Heikin-Ashi (HA) candle, using the formulas. 
-    For example use the high, low, open, and close to create the first HA close price. 
-    Use the open and close to create the first HA open. 
-    The high of the period will be the first HA high, and the low will be the first HA low.
-    With the first HA calculated, it is now possible to continue computing the HA candles per the formulas.
-​​
-Args:
-    open_ (pd.Series): Series of 'open's
-    high (pd.Series): Series of 'high's
-    low (pd.Series): Series of 'low's
-    close (pd.Series): Series of 'close's
-    
-
-Kwargs:
-    fillna (value, optional): pd.DataFrame.fillna(value)
-    fill_method (value, optional): Type of fill method
-
-Returns:
-    pd.DataFrame: ha_open, ha_high,ha_low, ha_close columns.
-"""
diff --git a/pandas_ta/trend/supertrend.py b/pandas_ta/trend/supertrend.py
deleted file mode 100644
index bf5ccee..0000000
--- a/pandas_ta/trend/supertrend.py
+++ /dev/null
@@ -1,104 +0,0 @@
-# -*- coding: utf-8 -*-
-import numpy as np
-from pandas import DataFrame
-from ..utils import get_offset, verify_series
-from ..volatility import atr
-
-
-def supertrend(high, low, close, length=None, multiplier=None, mamode=None, drift=None, offset=None, **kwargs):
-    # indicator : supertrend
-    # Validate Arguments
-    high = verify_series(high)
-    low = verify_series(low)
-    close = verify_series(close)
-    offset = get_offset(offset)
-    length = int(length) if length and length > 0 else 10
-    multiplier = float(multiplier) if multiplier and multiplier > 0 else 3
-    min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs[
-        'min_periods'] is not None else length
-
-    supertrend_dir = np.zeros(shape=(len(close)))
-    strend = np.zeros(shape=(len(close)))
-
-    # Bands initial calculation
-    midrange = 0.5 * (high + low)
-    distance = multiplier * atr(high, low, close, length, mamode, drift, offset, min_periods=min_periods)
-    lowerband = midrange - distance
-    upperband = midrange + distance
-
-    # final calculation loop
-    for i in range(1, len(close)):
-        if close[i] > upperband[i - 1]:
-            supertrend_dir[i] = 1
-        elif close[i] < lowerband[i - 1]:
-            supertrend_dir[i] = -1
-        else:
-            supertrend_dir[i] = supertrend_dir[i - 1]
-            if supertrend_dir[i] > 0 and lowerband[i] < lowerband[i - 1]:
-                lowerband[i] = lowerband[i - 1]
-            if supertrend_dir[i] < 0 and upperband[i] > upperband[i - 1]:
-                upperband[i] = upperband[i - 1]
-        if supertrend_dir[i] < 0:
-            strend[i] = upperband[i]
-        else:
-            strend[i] = lowerband[i]
-
-    # Prepare DataFrame to return
-    data = {f"supertrend_{length}_{multiplier}": strend, f"supertrend_dir_{length}_{multiplier}": supertrend_dir}
-    supertrend_df = DataFrame(data)
-    supertrend_df.name = f"supertrend_{length}_{multiplier}"
-    supertrend_df.category = 'trend'
-
-    # Apply offset if needed
-    if offset != 0:
-        supertrend_df = supertrend_df.shift(offset)
-
-    # Handle fills
-    if 'fillna' in kwargs:
-        supertrend_df.fillna(kwargs['fillna'], inplace=True)
-
-    if 'fill_method' in kwargs:
-        supertrend_df.fillna(method=kwargs['fill_method'], inplace=True)
-
-    return supertrend_df
-
-
-supertrend.__doc__ = \
-    """Supertrend (supertrend)
-
-Supertrend is a trend indicator. It is usually used to help identify trend direction, setting stop loss, 
-identify support and resistance, and / or generate buy & sell signals.
-Calculation is in 2 steps : first a multiple of ATR is added and substracted to the middle of the high - low range.
-This gives the upperband and lowerband. 
-The direction of the trend is then calculated : if close > previous upperband or < previous lowerband, 
-then trend direction is changed, else it is the same as previous value.
-If trend direction is unchanged and down, upperband is set to minimum between current and previous value
-If trend direction is unchanged and up, lowerband is set to maximum between current and previous value.
-
-The final band is then choosen according to the direction of the trend : upperband if trend is downward, 
-lowerband if trend is upward.
-Returned values are : float for final band level, int (1 : upward trend, -1 : downward trend) for trend direction
-
-Calculation:
-    Default Inputs:
-        length = 10
-        multiplier = 3
-
-Args:
-    high (pd.Series): Series of 'high's
-    low (pd.Series): Series of 'low's
-    close (pd.Series): Series of 'close's
-    length (int) : length for ATR calculation. Default : 10
-    multiplier : coefficient for upper and lower band distance to midrange. Default : 3
-    mamode: parameter used for ATR calculation. See ATR documentation. Default : None (= ema)
-    drift : parameter used for ATR calculation. See ATR documentation. Default : None (= 1)
-    offset (int): How many periods to offset the result.  Default: 0
-
-Kwargs:
-    fillna (value, optional): pd.DataFrame.fillna(value)
-    fill_method (value, optional): Type of fill method
-    min_periods (int, optional) : parameter used for ATR calculation. See ATR documentation. Default : length
-
-Returns:
-    pd.DataFrame: supertrend (float), supertrend_dir (int) columns.
-"""
diff --git a/pandas_ta/volatility/natr.py b/pandas_ta/volatility/natr.py
index e8b539d..f228801 100644
--- a/pandas_ta/volatility/natr.py
+++ b/pandas_ta/volatility/natr.py
@@ -2,7 +2,7 @@
 from .atr import atr
 from ..utils import get_drift, get_offset, verify_series
 
-def natr(high, low, close, length=None, mamode=None, drift=None, offset=None, **kwargs):
+def natr(high, low, close, length=None, mamode=None, scalar=None, drift=None, offset=None, **kwargs):
     """Indicator: Normalized Average True Range (NATR)"""
     # Validate arguments
     high = verify_series(high)
@@ -10,11 +10,13 @@ def natr(high, low, close, length=None, mamode=None, drift=None, offset=None, **
     close = verify_series(close)
     length = int(length) if length and length > 0 else 14
     mamode = mamode.lower() if mamode else 'ema'
+    scalar = float(scalar) if scalar else 100
     drift = get_drift(drift)
     offset = get_offset(offset)
 
     # Calculate Result
-    natr = (100 / close) * atr(high=high, low=low, close=close, length=length, mamode=mamode, drift=drift, offset=offset, **kwargs)
+    natr = scalar / close
+    natr *= atr(high=high, low=low, close=close, length=length, mamode=mamode, drift=drift, offset=offset, **kwargs)
 
     # Offset
     if offset != 0:
@@ -54,6 +56,7 @@ Args:
     low (pd.Series): Series of 'low's
     close (pd.Series): Series of 'close's
     length (int): The short period.  Default: 20
+    scalar (float): How much to magnify.  Default: 100
     offset (int): How many periods to offset the result.  Default: 0
 
 Kwargs:
diff --git a/pandas_ta/volume/cmf.py b/pandas_ta/volume/cmf.py
index e861bcd..03ad4cd 100644
--- a/pandas_ta/volume/cmf.py
+++ b/pandas_ta/volume/cmf.py
@@ -20,9 +20,9 @@ def cmf(high, low, close, volume, open_=None, length=None, offset=None, **kwargs
     else:                
         ad = 2 * close - (high + low)  # AD with High, Low, Close
 
-    hl_range = high_low_range
-    ad *= volume / hl_range
-    cmf = ad.rolling(length, min_periods=min_periods).sum() / volume.rolling(length, min_periods=min_periods).sum()
+    ad *= volume / high_low_range
+    cmf = ad.rolling(length, min_periods=min_periods).sum()
+    cmf /= volume.rolling(length, min_periods=min_periods).sum()
 
     # Offset
     if offset != 0:
diff --git a/pandas_ta/volume/eom.py b/pandas_ta/volume/eom.py
index 0753283..72f83de 100644
--- a/pandas_ta/volume/eom.py
+++ b/pandas_ta/volume/eom.py
@@ -18,7 +18,8 @@ def eom(high, low, close, volume, length=None, divisor=None, drift=None, offset=
 
     # Calculate Result
     distance = hl2(high=high, low=low) - hl2(high=high.shift(drift), low=low.shift(drift))
-    box_ratio = (volume / divisor) / high_low_range
+    box_ratio = volume / divisor
+    box_ratio /= high_low_range
     eom = distance / box_ratio
     eom = eom.rolling(length, min_periods=min_periods).mean()
 
diff --git a/tests/test_indicator_candle.py b/tests/test_indicator_candle.py
new file mode 100644
index 0000000..f41647a
--- /dev/null
+++ b/tests/test_indicator_candle.py
@@ -0,0 +1,40 @@
+from .config import error_analysis, sample_data, CORRELATION, CORRELATION_THRESHOLD, VERBOSE
+from .context import pandas_ta
+
+from unittest import TestCase, skip
+import pandas.testing as pdt
+from pandas import DataFrame, Series
+
+import talib as tal
+
+
+
+class TestCandle(TestCase):
+    @classmethod
+    def setUpClass(cls):
+        cls.data = sample_data
+        cls.data.columns = cls.data.columns.str.lower()
+        cls.open = cls.data['open']
+        cls.high = cls.data['high']
+        cls.low = cls.data['low']
+        cls.close = cls.data['close']
+        if 'volume' in cls.data.columns: cls.volume = cls.data['volume']
+
+    @classmethod
+    def tearDownClass(cls):
+        del cls.open
+        del cls.high
+        del cls.low
+        del cls.close
+        if hasattr(cls, 'volume'): del cls.volume
+        del cls.data
+
+
+    def setUp(self): pass
+    def tearDown(self): pass
+
+
+    def test_ha(self):
+        result = pandas_ta.ha(self.open, self.high, self.low, self.close)
+        self.assertIsInstance(result, DataFrame)
+        self.assertEqual(result.name, "Heikin-Ashi")
\ No newline at end of file
diff --git a/tests/test_indicator_candle_ext.py b/tests/test_indicator_candle_ext.py
new file mode 100644
index 0000000..9487505
--- /dev/null
+++ b/tests/test_indicator_candle_ext.py
@@ -0,0 +1,29 @@
+from .config import sample_data
+from .context import pandas_ta
+
+from unittest import TestCase
+from pandas import DataFrame
+
+
+
+class TestCandleExtension(TestCase):
+    @classmethod
+    def setUpClass(cls):
+        cls.data = sample_data
+
+    @classmethod
+    def tearDownClass(cls):
+        del cls.data
+
+
+    def setUp(self):
+        pass
+
+    def tearDown(self):
+        pass
+
+
+    def test_ha_ext(self):
+        self.data.ta.ha(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(list(self.data.columns[-4:]), ['HA_open', 'HA_high', 'HA_low', 'HA_close'])
\ No newline at end of file
diff --git a/tests/test_indicator_momentum.py b/tests/test_indicator_momentum.py
index b27fb26..04dc026 100644
--- a/tests/test_indicator_momentum.py
+++ b/tests/test_indicator_momentum.py
@@ -314,8 +314,8 @@ class TestMomentum(TestCase):
 
     def test_trix(self):
         result = pandas_ta.trix(self.close)
-        self.assertIsInstance(result, Series)
-        self.assertEqual(result.name, 'TRIX_30')
+        self.assertIsInstance(result, DataFrame)
+        self.assertEqual(result.name, 'TRIX_30_9')
 
     def test_tsi(self):
         result = pandas_ta.tsi(self.close)
diff --git a/tests/test_indicator_momentum_ext.py b/tests/test_indicator_momentum_ext.py
index d5641ef..637fb08 100644
--- a/tests/test_indicator_momentum_ext.py
+++ b/tests/test_indicator_momentum_ext.py
@@ -81,7 +81,7 @@ class TestMomentumExtension(TestCase):
     def test_kst_ext(self):
         self.data.ta.kst(append=True)
         self.assertIsInstance(self.data, DataFrame)
-        self.assertEqual(list(self.data.columns[-2:]), ['KST_10_15_20_30_10_10_10_15', 'KSTS_9'])
+        self.assertEqual(list(self.data.columns[-2:]), ['KST_10_15_20_30_10_10_10_15', 'KSTs_9'])
 
     def test_macd_ext(self):
         self.data.ta.macd(append=True)
@@ -139,7 +139,7 @@ class TestMomentumExtension(TestCase):
     def test_trix_ext(self):
         self.data.ta.trix(append=True)
         self.assertIsInstance(self.data, DataFrame)
-        self.assertEqual(self.data.columns[-1], 'TRIX_30')
+        self.assertEqual(list(self.data.columns[-2:]), ['TRIX_30_9', 'TRIXs_30_9'])
 
     def test_tsi_ext(self):
         self.data.ta.tsi(append=True)
diff --git a/tests/test_indicator_overlap.py b/tests/test_indicator_overlap.py
index 30890ac..401c816 100644
--- a/tests/test_indicator_overlap.py
+++ b/tests/test_indicator_overlap.py
@@ -243,6 +243,11 @@ class TestOverlap(TestCase):
         self.assertIsInstance(result, Series)
         self.assertEqual(result.name, 'SWMA_10')
 
+    def test_supertrend(self):
+        result = pandas_ta.supertrend(self.high, self.low, self.close)
+        self.assertIsInstance(result, DataFrame)
+        self.assertEqual(result.name, 'SUPERT_7_3.0')
+
     def test_t3(self):
         result = pandas_ta.t3(self.close)
         self.assertIsInstance(result, Series)
diff --git a/tests/test_indicator_overlap_ext.py b/tests/test_indicator_overlap_ext.py
index 6015116..47ee84e 100644
--- a/tests/test_indicator_overlap_ext.py
+++ b/tests/test_indicator_overlap_ext.py
@@ -108,6 +108,11 @@ class TestOverlapExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'SWMA_10')
 
+    def test_supertrend_ext(self):
+        self.data.ta.supertrend(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(list(self.data.columns[-4:]), ["SUPERT_7_3.0", "SUPERTd_7_3.0", "SUPERTl_7_3.0", "SUPERTs_7_3.0"])
+
     def test_t3_ext(self):
         self.data.ta.t3(append=True)
         self.assertIsInstance(self.data, DataFrame)