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SAR is already "tommorows" value, i.e. the value that should
be used for placing tommorrows stop orders.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Friday, December 12, 2008 12:44
PM
Subject: [amibroker] calculating
tomorrow's value of SAR
Hello,
I need to calculate future value for SAR,
Ref(SAR,1) works good until last bar, and the last bar is most important for
me because I want to use it in the system which relies on tomorrow's open
price. In short, I would like to imlement this formula in
AmiBroker:
SAR next day = SAR today + AccelerationFactor( highest high
reached yesterday - SAR today) // got this formula here
This
is what I have so far:
// SAR
today
AF = 0.02;
tSAR =
SAR(AF,0.2);
// This is
number of bars after last "swap" of trend
barSAR =
Min(BarsSince(Cross(tSAR,H)),BarsSince(Cross(L,tSAR)))+1;
// And finally
here is my attempt to calculate next day SAR,
// but results are not always
the same as AmiBroker SAR ;(
// I guess I have to skip acceleration in some
cases, but
// don't know how to implement this in AB...
nSAR = tSAR +
AF * barSAR * (LLV(L,barSAR) - tSAR);
Could you help me
with this ?
Best regards,
Tomek
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