CalcSar Implementation?

Seetu
1

Any chance that CalcSAR will get implemented soon?

2

Done.

// Calculate and store a SAR data
sarData = CalcSAR();

// Exploration
FILTER = 1;
AppendColumn(sarData,"SAR");

// Backtest charts
DoPlot(Close,"Close",colorBlack);
DoPlot(sarData,"SAR",colorRed, styleDots | styleNoLine);

CalcSAR data looks good. But our charting component is “too active”.
It interpolates and draws additional points between two bars on its own. A SAR chart does not look as one usually expects then…
I need to look at it and make it less “clever”.

A chart with candles:

// Backtest charts
DoPlot(Close,"Close",colorBlack,style=styleCandle);
DoPlot(sarData,"SAR",colorBlue, styleDots | styleNoLine);

3

Looks more “parabolic” now:

4

Wow, thanks Bob, way to be on top of this stuff! This last looks like the right stuff. PSAR is supposed to be gappy - no pivots. There are some subtleties that one needs to be careful about with PSAR so I will take a closer look at this data but its looking real good.

5

Hi Bob - take a look at the exploration data for AAPL going back 1 year. I’m seeing a reversal on 10/2/2014 establishing a new SAR at 103.05 THEN on 10/3/2014 the SAR remains at 103.05. I’m thinking that the 10/3/2014 SAR should have moved down to 102.95 (with round off.) Do you agree?