mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 19:07:42 +00:00
Miha Kralj
6f0a339c9b
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48) - Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103) - Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
78 lines
2.7 KiB
Plaintext
78 lines
2.7 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Parabolic SAR", "SAR", overlay=true)
|
|
|
|
//@function Calculates Parabolic Stop And Reverse (SAR)
|
|
//@param af_start Initial acceleration factor (Wilder's original: 0.02)
|
|
//@param af_increment Acceleration factor increment per new extreme (Wilder's original: 0.02)
|
|
//@param af_max Maximum acceleration factor (Wilder's original: 0.20)
|
|
//@returns SAR value (stop level for current trend)
|
|
//@optimized Minimal state variables, O(1) per bar
|
|
sar(simple float af_start=0.02, simple float af_increment=0.02, simple float af_max=0.20) =>
|
|
if af_start <= 0 or af_start > af_max
|
|
runtime.error("Start AF must be > 0 and <= Max AF")
|
|
if af_increment <= 0
|
|
runtime.error("AF increment must be > 0")
|
|
if af_max <= af_start
|
|
runtime.error("Max AF must be > Start AF")
|
|
var bool is_long = true
|
|
var float sar = low
|
|
var float ep = high
|
|
var float af = af_start
|
|
if bar_index == 0
|
|
is_long := close > open
|
|
sar := is_long ? low : high
|
|
ep := is_long ? high : low
|
|
af := af_start
|
|
else
|
|
float new_sar = sar + af * (ep - sar)
|
|
bool reverse = false
|
|
if is_long
|
|
new_sar := math.min(new_sar, low[1])
|
|
if bar_index > 1
|
|
new_sar := math.min(new_sar, low[2])
|
|
if low < new_sar
|
|
reverse := true
|
|
is_long := false
|
|
new_sar := ep
|
|
ep := low
|
|
af := af_start
|
|
else
|
|
if high > ep
|
|
ep := high
|
|
af := math.min(af + af_increment, af_max)
|
|
else
|
|
new_sar := math.max(new_sar, high[1])
|
|
if bar_index > 1
|
|
new_sar := math.max(new_sar, high[2])
|
|
if high > new_sar
|
|
reverse := true
|
|
is_long := true
|
|
new_sar := ep
|
|
ep := high
|
|
af := af_start
|
|
else
|
|
if low < ep
|
|
ep := low
|
|
af := math.min(af + af_increment, af_max)
|
|
sar := new_sar
|
|
sar
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_af_start = input.float(0.02, "Start AF", minval=0.001, maxval=1.0, step=0.001)
|
|
i_af_increment = input.float(0.02, "AF Increment", minval=0.001, maxval=1.0, step=0.001)
|
|
i_af_max = input.float(0.20, "Max AF", minval=0.001, maxval=1.0, step=0.01)
|
|
|
|
// Calculation
|
|
sar = sar(i_af_start, i_af_increment, i_af_max)
|
|
psar_above = sar > close ? sar : na
|
|
psar_below = sar < close ? sar : na
|
|
|
|
// Plot
|
|
plot(psar_above, "SAR Above", color=color.red, style=plot.style_linebr, linewidth=2)
|
|
plot(psar_below, "SAR Below", color=color.green, style=plot.style_linebr, linewidth=2)
|
|
|