mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 14:07:44 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
78 lines
2.7 KiB
Plaintext
78 lines
2.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Parabolic SAR", "PSAR", overlay=true)
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//@function Calculates Parabolic Stop And Reverse (SAR)
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//@param af_start Initial acceleration factor (Wilder's original: 0.02)
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//@param af_increment Acceleration factor increment per new extreme (Wilder's original: 0.02)
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//@param af_max Maximum acceleration factor (Wilder's original: 0.20)
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//@returns SAR value (stop level for current trend)
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//@optimized Minimal state variables, O(1) per bar
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psar(simple float af_start=0.02, simple float af_increment=0.02, simple float af_max=0.20) =>
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if af_start <= 0 or af_start > af_max
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runtime.error("Start AF must be > 0 and <= Max AF")
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if af_increment <= 0
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runtime.error("AF increment must be > 0")
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if af_max <= af_start
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runtime.error("Max AF must be > Start AF")
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var bool is_long = true
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var float sar = low
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var float ep = high
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var float af = af_start
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if bar_index == 0
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is_long := close > open
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sar := is_long ? low : high
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ep := is_long ? high : low
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af := af_start
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else
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float new_sar = sar + af * (ep - sar)
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bool reverse = false
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if is_long
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new_sar := math.min(new_sar, low[1])
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if bar_index > 1
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new_sar := math.min(new_sar, low[2])
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if low < new_sar
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reverse := true
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is_long := false
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new_sar := ep
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ep := low
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af := af_start
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else
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if high > ep
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ep := high
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af := math.min(af + af_increment, af_max)
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else
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new_sar := math.max(new_sar, high[1])
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if bar_index > 1
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new_sar := math.max(new_sar, high[2])
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if high > new_sar
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reverse := true
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is_long := true
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new_sar := ep
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ep := high
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af := af_start
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else
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if low < ep
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ep := low
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af := math.min(af + af_increment, af_max)
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sar := new_sar
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sar
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// ---------- Main loop ----------
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// Inputs
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i_af_start = input.float(0.02, "Start AF", minval=0.001, maxval=1.0, step=0.001)
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i_af_increment = input.float(0.02, "AF Increment", minval=0.001, maxval=1.0, step=0.001)
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i_af_max = input.float(0.20, "Max AF", minval=0.001, maxval=1.0, step=0.01)
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// Calculation
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psar = psar(i_af_start, i_af_increment, i_af_max)
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psar_above = psar > close ? psar : na
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psar_below = psar < close ? psar : na
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// Plot
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plot(psar_above, "PSAR Above", color=color.red, style=plot.style_linebr, linewidth=2)
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plot(psar_below, "PSAR Below", color=color.green, style=plot.style_linebr, linewidth=2)
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