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hi,
i just found a parabolic in the AB site as the follower formula.
i'd like to make a diffent version of the SAR that it never reduced
the step and didn't take into account the previous candle when
deciding on direction switches. Someone can help me ?
// Written by: Thomas Ludwig
acc=Param("Acceleration factor",0.02,0.001,0.999,0.001);
af_start=Param("Starting AF value",0.02,0.01,0.05,0.01);
af_max=Param("Maximum AF value",0.2,0.001,0.999,0.001);
Ct=Param("Crossover threshold in %",1,0,3,0.5);
Ct1=Ct/100;
IAF = acc;
MaxAF = af_max; // max acceleration
psar = Close; // initialize
long = 1; // assume long for initial conditions
af = af_start; // starting value of the acelleration factor
ep = Low[ 0 ]; // init extreme point
hp = High [ 0 ];
lp = Low [ 0 ];
for( i = 2; i < BarCount; i++ )
{if ( long ){psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-1 ] );
}
else
{psar [ i ] = psar [ i-1 ] + af * ( lp - psar [ i-1 ] );
}reverse = 0;
//check for reversal
if ( long ){if ( Low [ i ] < psar [ i ] * (1-Ct1) )
{long = 0; reverse = 1; // reverse position to Short
psar [ i ] = hp; // SAR is High point in prev trade
lp = Low [ i ];
af = af_start;
}}else{if ( High [ i ] > psar [ i ] * (1+Ct1) )
{long = 1; reverse = 1; //reverse position to long psar [ i ]
= lp;
hp = High [ i ];
af = af_start;
}}
if ( reverse == 0 )
{if ( long ){if ( High [ i ] > hp ) {hp = High [ i ];
af = af + IAF;
if( af > MaxAF ) af = MaxAF;
}
if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i - 1 ];
if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i - 2 ];
} else{if ( Low [ i ] < lp ) { lp = Low [ i ];
af = af + IAF;
if( af > MaxAF ) af = MaxAF;
}if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i - 1 ];
if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i - 2 ];
}}}
//Plot( Close, "Price", colorBlack, styleCandle );
Plot( psar, _DEFAULT_NAME(), ParamColor( "Color", colorRed ),
styleDots | styleNoLine | styleThick );
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.15.13/577 - Release Date: 12/6/2006 4:39 PM
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