parabolic SAR code definition

• 11/14/2022 at 6:46 PM #204167
  jmcenteno

  Hello everybody,

  I would like to run a simulation of parabolic SAR but when I try to code the indicator in eg python I don´t really get the same results as in PRT,

  How can I get to know the details of how SAR is defined / specified?

  As I said, I´ve looked at a number of places but the code I come up with casts different results as PRT

  Many many thanks in advance,

  

  jmcenteno

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  11/14/2022 at 9:30 PM #204175
  JS

  Hi @jmcenterio

  Here is the code of the parabolic SAR.

  This code gives the same results as the “internal PRT” indicator…

  Parabolic SAR

  increment = 0.02 initial = 0.02 limite = 0.2 IF BARINDEX < 2 THEN Lparabolic = LOW islong = 1 af = limite hp = HIGH lp = LOW ELSE IF islong THEN Lparabolic = Lparabolic + af * (hp - Lparabolic) Lparabolic = MIN(Lparabolic, LOW[1]) Lparabolic = MIN(Lparabolic, LOW[2]) ELSE Sparabolic=Sparabolic + af * (lp - Sparabolic) Sparabolic=MAX(Sparabolic, HIGH[1]) Sparabolic=MAX(Sparabolic, HIGH[2]) ENDIF reverse = 0 IF islong THEN IF LOW < Lparabolic THEN islong = 0 reverse = 1 Sparabolic = hp lp = LOW af = initial ENDIF ELSE IF HIGH > Sparabolic THEN islong = 1 reverse =1 Lparabolic = lp hp = HIGH af = initial ENDIF ENDIF IF NOT reverse THEN IF islong THEN IF HIGH > hp THEN hp = HIGH af = af + increment af = MIN (af,limite) ENDIF ELSE IF LOW < lp THEN lp = LOW af = af + increment af = MIN (af,limite) ENDIF ENDIF ENDIF ENDIF If isLong then DRAWPOINT(barindex, Lparabolic, 2) Coloured(0,255,0) EndIf If NOT isLong then DRAWPOINT(barindex,Sparabolic,2) Coloured(255,0,0) EndIf Return

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  increment = 0.02 initial = 0.02 limite = 0.2 IF BARINDEX < 2 THEN Lparabolic = LOW islong = 1 af = limite hp = HIGH lp = LOW ELSE IF islong THEN Lparabolic = Lparabolic + af * (hp - Lparabolic) Lparabolic = MIN(Lparabolic, LOW[1]) Lparabolic = MIN(Lparabolic, LOW[2]) ELSE Sparabolic=Sparabolic + af * (lp - Sparabolic) Sparabolic=MAX(Sparabolic, HIGH[1]) Sparabolic=MAX(Sparabolic, HIGH[2]) ENDIF      reverse = 0      IF islong THEN IF LOW < Lparabolic THEN islong = 0 reverse = 1 Sparabolic = hp lp = LOW af = initial ENDIF ELSE IF HIGH > Sparabolic THEN islong = 1 reverse =1 Lparabolic = lp hp = HIGH af = initial ENDIF ENDIF      IF NOT reverse THEN IF islong THEN IF HIGH > hp THEN hp = HIGH af = af + increment af = MIN (af,limite) ENDIF ELSE IF LOW < lp THEN lp = LOW af = af + increment af = MIN (af,limite) ENDIF ENDIF ENDIF      ENDIF   If isLong then DRAWPOINT(barindex, Lparabolic, 2) Coloured(0,255,0) EndIf If NOT isLong then DRAWPOINT(barindex,Sparabolic,2) Coloured(255,0,0) EndIf Return

  

  JS

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