mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
79 lines
2.8 KiB
Plaintext
79 lines
2.8 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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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/reversals/psar.md
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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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