Sar entry

• 02/01/2021 at 6:50 PM #160076
  Paulchal

  Hi

  I have been trying to code a SAR entry with no success.

  What I am after is after a set entry time the next change in SAR colour we enter a trade.

  Eg at 0800 SAR is green and so no orders at that point. On the next reverse (red) we go short and vice a versa.

  Is it then possible on the next reverse to enter as well? So for above SAR turns green and we go long.

  So just the initial SAR colour is ignored at the start time of the algo

  Many thanks for any guidance

  

  Paulchal

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  02/01/2021 at 7:29 PM #160077
  robertogozzi

  There you go:

  DEFPARAM CumulateOrders = FALSE MySAR = SAR[0.02,0.02,0.2] Green = close > MySAR Red = close < MySAR Change = (Green AND Red[1]) OR (Green[1] AND Red) MyTime = 080000 IF MyTime = 080000 THEN Change = 0 ENDIF // LONG IF Change AND Green AND Not LongOnMarket THEN BUY 1 Contract AT Market ENDIF // SHORT IF Change AND Red AND Not ShortOnMarket THEN SELLSHORT 1 Contract AT Market ENDIF

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  DEFPARAM CumulateOrders = FALSE MySAR  = SAR[0.02,0.02,0.2] Green  = close > MySAR Red    = close < MySAR Change = (Green AND Red[1]) OR (Green[1] AND Red) MyTime = 080000 IF MyTime = 080000 THEN    Change = 0 ENDIF // LONG IF Change AND Green AND Not LongOnMarket THEN    BUY 1 Contract AT Market ENDIF // SHORT IF Change AND Red AND Not ShortOnMarket THEN    SELLSHORT 1 Contract AT Market ENDIF

   

  

  robertogozzi

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  02/02/2021 at 9:22 AM #160099
  Nicolas

  Change from red to green (and vice-versa) with Parabolic SAR can be detected with Close CROSSES OVER or Close CROSSES UNDER.

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  Nicolas

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  03/24/2022 at 12:18 PM #190406
  maleczek

  Hello,

  I have tried at length to develop another step to the SAR entry and have had no luck.

  I am hoping fresh eyes could suggest a way forward :-

  On a five minute timeframe I want to detect a change (crossover) in the SAR from Red to Green or vice versa … then in the bar of the change I want to be able to detect if the bar is the same colour as the SAR upon close (otherwise, say green SAE and red bar, it is ignored).

  If it is the same colour I want to store the  ‘HIGH’  value of the bar if it is green or the LOW value of the bar if ithe bar and SAR are red.

  Over the following bars – until the next crossover – I want to check the ‘CLOSE’ of the bars to check if they are higher than the ‘HIGH’ if the bar of the crossover (if green) or  lower than the ‘LOW’ of the first bar after the crossover if it was red (only one transaction – either BUY or SELLSHORT per inter SAR crossover).

  If higher then I would like to BUY a contract as quickly as possible and correspondingly if lower than the stored low I would like to SELLSHORT a contract. When this happens there should be not be any further transactions till the after next crossover.

  I hope this makes sense as I have spent days, if not weeks, playing around with MTF and ARRAYS to try and make it return a consistent result and have failed.

  Thank you in anticipation,

  Joe

   

  

  maleczek

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  03/24/2022 at 4:07 PM #190421
  robertogozzi

  There you go:

  // MySystemSAR // // https://www.prorealcode.com/topic/sar-entry/ // ONCE Read = 1 ONCE Green = 1 ONCE ChangePrice = 0 Bullish = close > open Bearish = close < open MySAR = SAR[0.02,0.02,0.2] IF Red THEN Green = close CROSSES OVER MySAR IF Green THEN Red = 0 ChangePrice = 0 IF Bullish AND Not OnMarket THEN ChangePrice = high ENDIF ENDIF ENDIF IF Green THEN Red = close CROSSES UNDER MySAR IF Red THEN Green = 0 ChangePrice = 0 IF Bearish AND Not OnMarket THEN ChangePrice = low ENDIF ENDIF ENDIF IF ChangePrice <> 0 AND Not OnMarket THEN IF Green AND close > ChangePrice THEN BUY 1 CONTRACT AT MARKET ChangePrice = 0 ENDIF IF Red AND close < ChangePrice THEN SELLSHORT 1 CONTRACT AT MARKET ChangePrice = 0 ENDIF END IF SET TARGET pPROFIT 300 SET STOP pLOSS 100 graphonprice ChangePrice

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  // MySystemSAR // // https://www.prorealcode.com/topic/sar-entry/ // ONCE Read        = 1 ONCE Green       = 1 ONCE ChangePrice = 0 Bullish          = close > open Bearish          = close < open MySAR            = SAR[0.02,0.02,0.2] IF Red THEN    Green = close CROSSES OVER MySAR    IF Green THEN       Red         = 0       ChangePrice = 0       IF Bullish AND Not OnMarket THEN          ChangePrice = high       ENDIF    ENDIF ENDIF IF Green THEN    Red = close CROSSES UNDER MySAR    IF Red THEN       Green       = 0       ChangePrice = 0       IF Bearish AND Not OnMarket THEN          ChangePrice = low       ENDIF    ENDIF ENDIF IF ChangePrice <> 0 AND Not OnMarket THEN    IF Green AND close > ChangePrice THEN       BUY 1 CONTRACT AT MARKET       ChangePrice = 0    ENDIF    IF Red AND close < ChangePrice THEN       SELLSHORT 1 CONTRACT AT MARKET       ChangePrice = 0    ENDIF END IF SET TARGET pPROFIT 300 SET STOP   pLOSS   100 graphonprice ChangePrice

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  maleczek

  

  robertogozzi

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  03/25/2022 at 2:03 PM #190477
  maleczek

  Thank You,

  I can see that was focussing on the crossover too much … very elegant code!

  Thank you again,

  Joe

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  maleczek

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