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I have a system based on Parabolic SAR. Most of the
time it works OK but I have run into a problem maybe
you can help me with.
Attached files:
EXPE.AQH - quote data for expedia
sar TEST 2.afl - my test analysis
If you run the analysis, you will see that the SAR
reversed position on 5/22/01 ... this is correct and
is based on the (high) price crossing the SAR of the
previous day ... but you will also see that my
analysis
which uses: buyPrice = ref (sar(), -1); did not
generate a buy signal.
Can you help?
Cliff Elion
__________________________________________________
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Date,Open,High,Low,Close,Volume
22-May-01,26.43,29.70,26.41,29.67,582200
21-May-01,27.02,27.05,25.42,26.60,501300
18-May-01,29.17,29.75,26,26.90,496800
17-May-01,28.94,30.20,28.43,29.15,410200
16-May-01,26.46,29.07,26.46,28.40,432200
15-May-01,27.20,27.61,26.85,27.28,301300
14-May-01,28.05,28.56,27,27.26,299700
11-May-01,28.92,28.97,27.71,28.07,197600
10-May-01,30.08,30.08,28.73,28.97,255600
9-May-01,28.40,30.40,28.36,30.24,502100
8-May-01,29.52,29.80,28.37,29.48,638800
7-May-01,30.77,31,29.50,29.50,576300
4-May-01,30.08,32.77,29.65,31,1051000
3-May-01,27.50,31.25,27.50,31.23,1138100
2-May-01,29.89,30.68,28.15,28.81,1949900
1-May-01,27.90,30.48,26.99,30.12,2399800
30-Apr-01,23.73,26.50,23.60,26.01,1142500
27-Apr-01,23.47,23.90,22.60,23.55,398900
26-Apr-01,21.32,22.55,21.10,22.50,290300
25-Apr-01,20.61,21.75,20.60,21.49,201600
24-Apr-01,21.72,22.25,20.90,20.91,276900
23-Apr-01,21.25,22,20.75,21.71,187300
20-Apr-01,21.14,21.75,20.90,21.61,272000
19-Apr-01,20.41,21.22,20.16,21.22,457300
18-Apr-01,19.95,20.93,19.70,20.68,918200
17-Apr-01,18.49,19.99,18.01,19.81,678000
16-Apr-01,18.27,19.30,17.65,18.60,761200
12-Apr-01,17.54,18.09,17.15,17.67,103300
11-Apr-01,17.12,18.49,17.01,18,204300
10-Apr-01,15.89,17.05,15.75,17.05,210200
9-Apr-01,14.85,16.10,14.80,15.61,165100
6-Apr-01,14.1562,15,13.8125,14.8125,161000
5-Apr-01,13.875,14.375,13.1875,14.125,115600
4-Apr-01,13.50,14,12.75,14,115300
3-Apr-01,13.375,13.5625,13.125,13.375,194000
2-Apr-01,13.25,13.875,12.1875,13.875,130400
30-Mar-01,11.6875,13.375,11.50,13.0625,234700
29-Mar-01,11.625,11.9375,11.50,11.625,8100
28-Mar-01,12.625,12.625,11.625,11.625,21400
27-Mar-01,12,12.6875,12,12.625,37400
26-Mar-01,12,12.50,11.8125,12.375,108400
23-Mar-01,11.875,12.375,11.875,11.9375,27700
22-Mar-01,12.25,12.25,11.25,12,104000
21-Mar-01,12.375,12.50,12.1875,12.3438,284900
20-Mar-01,12.625,12.75,12.1875,12.3125,212200
19-Mar-01,12,12.75,12,12.4375,92900
16-Mar-01,12.25,12.625,12.125,12.50,111000
15-Mar-01,12.75,12.9375,12,12.25,75200
14-Mar-01,12.6875,13.1875,12.50,12.5625,76500
13-Mar-01,12.6562,13.5625,12.6406,13,86400
12-Mar-01,12.5625,12.9375,12.375,12.7031,194200
9-Mar-01,13.125,13.4375,12.4375,12.75,92800
8-Mar-01,13.50,13.875,13.25,13.375,71000
7-Mar-01,13.6406,14,13.6406,13.75,125800
6-Mar-01,14.75,14.75,13.75,14,166300
5-Mar-01,13.125,14.625,13.125,14.625,828000
2-Mar-01,12.3125,13.625,11.875,13,340900
1-Mar-01,13.25,13.50,12,12.9375,447300
28-Feb-01,16.875,17.1875,14.125,15.625,207900
27-Feb-01,17.0156,17.3125,16.50,16.5625,83900
26-Feb-01,16,17.375,16,17,131900
23-Feb-01,15.50,16.375,14.4375,16.0625,121200
22-Feb-01,17.25,17.25,14.25,15.50,201000
21-Feb-01,17.25,17.75,16.50,16.50,189600
20-Feb-01,17,18.3125,16.9375,17.375,223400
16-Feb-01,16.8125,17.50,16.125,16.875,126300
15-Feb-01,16.625,17.0625,16.50,16.875,129500
14-Feb-01,16.1094,16.75,16,16.625,78300
13-Feb-01,16.9375,17,16,16.1875,135300
12-Feb-01,16.1875,17.125,16.1875,16.75,57200
9-Feb-01,16.8281,17,16.125,16.25,152000
8-Feb-01,15.7812,17.125,15.6875,16.9062,328600
7-Feb-01,16.0625,16.9375,15.75,15.75,96000
6-Feb-01,16.125,16.4375,16.0625,16.375,127600
5-Feb-01,15.6875,16.375,15.625,16.0625,138200
2-Feb-01,17.25,17.75,16.0625,16.5625,322400
1-Feb-01,17.75,17.875,16.75,17.3125,272400
31-Jan-01,17.375,18.1875,17.375,17.875,629000
30-Jan-01,18,18.50,17.1875,17.5625,890300
29-Jan-01,16.25,17.625,16.1875,16.75,312700
26-Jan-01,15.9062,16.375,15.875,16.25,100800
25-Jan-01,15.4375,16.75,15.25,16.4375,137500
24-Jan-01,15.7188,16.6875,15.6875,15.875,301900
23-Jan-01,15.0625,15.5625,15,15.375,133300
22-Jan-01,14.625,15,13.6875,14.8125,254600
19-Jan-01,14.6875,14.75,14,14.25,262800
18-Jan-01,12.25,14.125,12.125,14.0625,639500
17-Jan-01,11.3125,12.3125,10.9375,11.75,125800
16-Jan-01,11.0938,11.50,10.375,10.875,93700
12-Jan-01,10.8125,11,10.375,10.625,79300
11-Jan-01,9.50,10.75,9.50,10.5625,208700
10-Jan-01,9.9375,10.25,9.375,9.50,180600
9-Jan-01,9.625,9.875,9.50,9.875,91600
8-Jan-01,9.1875,9.6875,9.125,9.375,17900
5-Jan-01,9.75,10,9.125,9.25,51000
4-Jan-01,9.875,10,9.50,9.9062,135800
3-Jan-01,9.3125,9.9375,9.125,9.9375,127800
2-Jan-01,9.625,9.875,9.125,9.3125,66000
29-Dec-00,9.625,10.0625,9.25,9.5625,174000
28-Dec-00,9,10.25,8.75,9.75,116600
27-Dec-00,9.4375,9.5469,8.625,9.0625,73200
26-Dec-00,9.50,9.75,9.25,9.3125,66900
22-Dec-00,9.125,10.125,9,9.375,68200
21-Dec-00,11.125,11.25,9,9,114100
20-Dec-00,12.375,12.8125,10.875,11.125,151100
19-Dec-00,11.9375,13,11.9375,12.9375,73500
18-Dec-00,12.375,12.8125,11.9375,12.8125,41600
15-Dec-00,11.75,12.875,11.50,12.875,88800
14-Dec-00,12.9844,13.125,11.3125,11.9375,82200
13-Dec-00,12.5625,13.375,12.5625,12.5625,236600
12-Dec-00,12.5625,12.875,12.50,12.75,215000
11-Dec-00,12.75,13.1719,12.50,12.875,55400
8-Dec-00,12.1875,13.2344,12.125,13,125000
7-Dec-00,11.375,12.125,11.125,11.625,45500
6-Dec-00,12.50,12.6875,11.875,11.875,57500
5-Dec-00,12.3125,13.1875,12.3125,12.6875,88800
4-Dec-00,13,13.0156,12.0625,12.125,54000
1-Dec-00,13.625,14,13,13,63600
30-Nov-00,12.9531,14,12,13.8125,148800
29-Nov-00,13.8125,14.1875,13.375,13.4375,106200
28-Nov-00,14.25,14.4375,13.875,13.875,46200
27-Nov-00,14.4375,14.9375,13.75,14.4375,31300
24-Nov-00,13.625,14.3125,13.625,14,22100
22-Nov-00,13.6875,14,12.625,13.5625,115600
21-Nov-00,14.25,14.50,14,14.125,57500
20-Nov-00,15,15,14.4375,14.50,44400
17-Nov-00,15,15.1875,14.375,14.9375,108900
16-Nov-00,14.1562,15.125,13.875,15,73800
15-Nov-00,14.2188,15.375,13.8125,14,191900
14-Nov-00,14.25,15.125,14.25,14.75,140000
13-Nov-00,13.50,14.75,13.50,14.125,102500
10-Nov-00,14.125,15,13.9375,14.5625,170200
9-Nov-00,15,15.25,14.5625,15,172800
8-Nov-00,15.50,15.875,15.125,15.5625,177100
7-Nov-00,15.875,16.125,15.25,15.50,234200
6-Nov-00,16.75,16.8125,16,16.4375,226700
3-Nov-00,16.50,17,14.875,16,465900
2-Nov-00,13.75,16.25,13.375,15.875,418700
1-Nov-00,11.9375,13.75,11.875,13.375,418700
31-Oct-00,12.9375,13.875,12.125,12.8125,1318900
30-Oct-00,10.25,10.375,9,9.0625,521200
27-Oct-00,10.8438,10.875,9.875,10.1875,87500
26-Oct-00,11.125,11.25,10.25,10.875,189200
25-Oct-00,10.9062,11.3125,10.8125,11.1875,215300
24-Oct-00,10.75,11.25,10.6875,10.875,160600
23-Oct-00,9.9062,10.75,9.7031,10.625,175500
20-Oct-00,10.75,10.9375,9.8125,9.9375,154200
19-Oct-00,10.375,10.625,10.3125,10.5625,157300
18-Oct-00,10.25,10.625,9.625,9.6875,174700
17-Oct-00,10.5938,10.6875,10,10.6875,152800
16-Oct-00,10.0938,11,10.0625,10.5625,378500
13-Oct-00,8.50,8.875,7.75,8.875,166000
12-Oct-00,9.50,9.5156,8.5625,8.6875,100700
11-Oct-00,9,9.625,9,9.4375,85600
10-Oct-00,9.8125,10,9,9.5312,45300
9-Oct-00,9.125,9.875,8.9375,9.75,114700
6-Oct-00,9.3281,9.6875,9.125,9.50,57000
5-Oct-00,9.6875,9.75,9.25,9.3125,107300
4-Oct-00,10.375,10.5469,9.125,9.625,148100
3-Oct-00,12.4375,12.50,10.5625,10.5625,122500
2-Oct-00,12.875,13.125,12.25,12.4375,64200
29-Sep-00,14.1875,14.25,12.875,13,46800
28-Sep-00,14.75,14.75,14,14.125,60800
27-Sep-00,14.75,15.125,14.75,14.75,68600
26-Sep-00,15,15.25,14.9375,15,16500
25-Sep-00,15.5938,15.625,14.9375,14.9375,27600
22-Sep-00,15.875,15.875,15.125,15.4375,37200
21-Sep-00,16,16.0625,15.9375,16,38900
20-Sep-00,15.9375,16,15.875,15.875,36700
19-Sep-00,16,16.0625,15.875,16,41300
18-Sep-00,16.5625,16.5625,15.9375,15.9375,69300
15-Sep-00,16.25,17.125,16.0625,16.625,280300
14-Sep-00,16.625,16.625,16,16.125,116100
13-Sep-00,16.5625,16.625,16,16.375,139000
12-Sep-00,16.875,17,16.3125,16.50,26400
11-Sep-00,17.375,17.75,16.75,16.9375,98400
8-Sep-00,16.375,17.5625,15.75,17.375,281900
7-Sep-00,15.875,16.25,15.875,16.0625,102400
6-Sep-00,15.875,16.125,15.75,16,139200
5-Sep-00,15.8125,16.25,15.75,15.875,150600
1-Sep-00,16.0625,16.1875,15.625,15.8125,98900
31-Aug-00,16.0625,16.0625,16,16.0625,23200
30-Aug-00,15.9375,16.0625,15.875,16.0625,49900
29-Aug-00,16.0312,16.0625,15.875,16,20400
28-Aug-00,15.875,16.0625,15.875,16,37500
25-Aug-00,15.8125,15.9375,15.8125,15.875,25800
24-Aug-00,15.8125,16,15.6875,15.9375,29600
23-Aug-00,15.8125,15.875,15.8125,15.8125,10100
22-Aug-00,15.9375,16,15.75,15.8125,26300
21-Aug-00,15.9375,16.0625,15.875,15.9375,59500
18-Aug-00,15.875,16,15.875,15.875,22700
17-Aug-00,15.875,16.125,15.875,15.875,39600
16-Aug-00,15.75,16,15.5625,15.875,29900
15-Aug-00,15.50,15.8125,15.50,15.5625,64300
14-Aug-00,15.2812,15.9375,15.25,15.6875,143200
11-Aug-00,15.125,15.75,15,15.375,85100
10-Aug-00,16,16,14.75,15.25,124200
9-Aug-00,16.25,16.25,15.75,16.0625,76100
8-Aug-00,15.9375,16.25,15.5625,16.125,55800
7-Aug-00,16.0625,16.8125,15.75,15.9375,67900
4-Aug-00,15.75,17.125,15.75,16.625,50500
3-Aug-00,16.625,16.75,15.3125,15.875,95600
2-Aug-00,17.375,17.50,16.625,16.75,90400
1-Aug-00,18.0625,18.25,16.875,17.3125,181300
31-Jul-00,16.2812,17.25,16.0625,17.125,52500
28-Jul-00,16.75,17,16.0625,16.0625,44200
27-Jul-00,18.50,18.625,16.6875,16.9375,46700
26-Jul-00,18.6875,18.9375,17.9375,18.875,41000
25-Jul-00,18.8125,19,18.625,18.75,27400
24-Jul-00,18.75,19.125,18.625,18.875,25000
21-Jul-00,18.875,19.375,18.6875,18.6875,23500
20-Jul-00,19.9375,19.9375,18.9375,19,68300
19-Jul-00,20.1875,20.1875,19.375,19.625,119500
18-Jul-00,20.375,20.4688,19.625,19.875,47700
17-Jul-00,20.125,21,20,20.25,66600
14-Jul-00,20.3438,21,20,21,82400
13-Jul-00,19.375,20.50,19.375,20.50,104300
12-Jul-00,19.50,20,19.375,19.9375,66900
11-Jul-00,19.0625,20,19.0625,19.6875,41400
10-Jul-00,19,19.50,18.50,19.4375,33900
7-Jul-00,19.875,19.875,18,18.6875,115800
6-Jul-00,18.125,19.9375,18.125,19.8125,121800
5-Jul-00,16.8125,19.625,16.8125,18.625,172600
3-Jul-00,15.875,17.875,15.8438,17.25,122600
30-Jun-00,19,20.4375,14.6875,14.8125,527600
29-Jun-00,17.0625,18.9375,17,18.75,126000
28-Jun-00,16.3125,18,15.75,17,193000
27-Jun-00,17.25,17.25,15.625,15.625,142000
26-Jun-00,15.625,15.6875,14.9375,15.25,182900
23-Jun-00,16.6875,16.6875,15.50,15.6875,49500
22-Jun-00,17.5625,17.75,16.50,16.50,99100
21-Jun-00,17.75,18.0625,17.625,17.625,35300
20-Jun-00,17.7188,18.5625,17.5625,18.0625,37900
19-Jun-00,18.75,19,17.6875,18.25,101900
16-Jun-00,18.50,20,18.50,18.50,18000
15-Jun-00,18.375,19,18.125,19,23200
14-Jun-00,20.3438,20.375,18.50,18.75,45000
13-Jun-00,19.75,20.375,19.1875,20.125,45500
12-Jun-00,20,20.75,19.50,19.75,65500
9-Jun-00,20.9375,21,19.9375,20,44900
8-Jun-00,22.25,22.875,20.75,20.875,77400
7-Jun-00,20,21.50,19.75,21.50,84500
6-Jun-00,19.50,20.75,18.75,19.75,95100
5-Jun-00,20.1562,21.50,19.50,21.4375,66500
2-Jun-00,19.50,20,19.50,19.5625,52400
1-Jun-00,18.625,19.50,18.375,19,27300
31-May-00,18.875,19.0625,18.25,18.375,13600
30-May-00,18,19,17.625,19,67100
26-May-00,17.375,17.75,17.3125,17.625,44000
25-May-00,17.375,17.75,17,17.4375,76900
24-May-00,17.5625,18,16.8125,17.50,121500
23-May-00,17.50,18.375,17.0625,17.50,44300
22-May-00,18.50,19,16.8125,17.75,94100
19-May-00,19.25,19.625,18.25,18.50,56200
18-May-00,20.125,20.375,19.25,19.625,88200
17-May-00,19,20,19,19.75,33700
16-May-00,20.25,20.25,18.6875,19.50,95500
15-May-00,19.0625,20.125,18.75,20.125,45400
12-May-00,18.5625,20.50,18.375,19.25,120200
11-May-00,19.0625,19.0625,18.375,18.4375,41600
10-May-00,19.50,19.625,18.25,18.25,89900
9-May-00,19.2812,19.6875,18.875,19.6875,180600
8-May-00,17.50,19.50,17.50,19.3125,275000
5-May-00,18.375,18.6875,16.875,18,122800
4-May-00,19.25,19.9375,18.50,18.625,129400
3-May-00,20.3125,20.625,19.3125,19.8125,149300
2-May-00,19.75,23,19.75,20.8125,935500
1-May-00,15.50,19.6875,15.4688,19.50,789600
28-Apr-00,14.3438,15.25,14.3125,15.0625,80900
27-Apr-00,14.0625,14.125,13.875,14,116800
26-Apr-00,15.375,15.375,14.25,14.25,41000
25-Apr-00,14.75,16.25,14.50,14.625,115200
24-Apr-00,16.625,17.50,13,14.4375,119200
20-Apr-00,16.625,18,16.625,16.75,69900
19-Apr-00,15.375,18.875,14.875,16.75,109800
18-Apr-00,14.0625,15.375,14,14.625,138600
17-Apr-00,16.1562,18.5625,13.875,14,191200
14-Apr-00,17,17.125,14.50,15.4375,189200
13-Apr-00,16.50,20,16.50,17.875,210300
12-Apr-00,18.0625,18.375,15.6875,16.0625,137100
11-Apr-00,20.0625,20.375,18,18,91700
10-Apr-00,21.25,21.75,20.125,20.375,51500
7-Apr-00,20.6875,21.75,20.50,21.75,57300
6-Apr-00,21,21.3125,20.375,21,59300
5-Apr-00,20.75,21.75,19.9375,20.9375,117500
4-Apr-00,22.50,22.625,20.625,21.75,98100
3-Apr-00,21.25,22.625,21.25,21.75,95700
31-Mar-00,24.50,24.75,21.0781,21.25,156700
30-Mar-00,24.3125,25.125,23.50,24.25,102400
29-Mar-00,25.625,25.9375,23.75,24.9375,50400
28-Mar-00,26.75,27.25,26.125,26.1875,29500
27-Mar-00,27.1875,28.125,26.75,27.375,29500
24-Mar-00,29.3125,29.50,26.875,27.125,78700
23-Mar-00,24.6562,29.8125,24.50,28.875,267400
22-Mar-00,24.2188,25,24,24.50,153300
21-Mar-00,23.50,24.25,23,24,98400
20-Mar-00,24.125,25,22.50,23.625,89400
17-Mar-00,26.25,26.50,22,24.625,482300
16-Mar-00,27.6875,28.5625,25.50,26.25,89100
15-Mar-00,28.50,30.125,26,26.6875,139700
14-Mar-00,29.8438,31,28.50,28.50,129800
13-Mar-00,32.75,32.75,29.50,29.50,253800
10-Mar-00,35.1562,35.875,29.50,34.8125,243700
9-Mar-00,35.375,36.375,34,34.875,146500
8-Mar-00,37.125,38,32.375,33.25,306300
7-Mar-00,31.50,36,30.75,34.5625,418100
6-Mar-00,26.3125,30.375,26.3125,29.875,499700
3-Mar-00,21,27.25,20.75,26,704200
2-Mar-00,19.375,20,19,19.375,213500
1-Mar-00,20.50,21.875,18.875,19,315200
29-Feb-00,21.5625,22,19.50,20,301700
28-Feb-00,23.3125,23.3125,21,21.50,340500
25-Feb-00,24.50,25,21.875,22.1875,139800
24-Feb-00,25.0625,25.125,24,24.4375,67200
23-Feb-00,26.375,26.50,23.75,24.75,87400
22-Feb-00,27.6875,27.8125,25.625,26.25,81100
18-Feb-00,29.25,29.50,27.4375,28.50,62600
17-Feb-00,29.50,30,29.25,29.25,64400
16-Feb-00,28.25,30,28.25,29.50,62300
15-Feb-00,27.125,28.375,27.125,28,91900
14-Feb-00,28,29,27.125,27.3125,82700
11-Feb-00,28.50,29,26.5625,27.375,155000
10-Feb-00,29.75,29.75,28.375,28.75,57700
9-Feb-00,31.125,31.375,29.125,29.8125,87100
8-Feb-00,32.0625,32.50,31,31,74700
7-Feb-00,33.875,33.875,32.0625,33,41400
4-Feb-00,35.125,35.50,32.50,33.875,102800
3-Feb-00,36.50,36.50,35.25,35.3125,195600
2-Feb-00,34.25,36.1875,33,35.25,303500
1-Feb-00,31.50,37,31.50,32.75,712400
31-Jan-00,28.9375,29.125,24.75,27.25,269300
28-Jan-00,31,31.375,28.50,29,96300
27-Jan-00,32.50,32.75,31,31,73400
26-Jan-00,33.25,33.25,31.50,32.9375,57000
25-Jan-00,32.125,33.375,31.875,33,113400
24-Jan-00,34.7812,34.8125,32,32.625,121300
21-Jan-00,34.50,35.625,34.50,35,50500
20-Jan-00,36.375,36.375,34.25,34.6875,87700
19-Jan-00,35,36.375,34.875,35.75,228800
18-Jan-00,35,35.75,34.125,35.25,184900
14-Jan-00,35.625,36,33.875,34.125,227100
13-Jan-00,37.75,37.875,35.0625,35.75,142600
12-Jan-00,35.875,38.50,35,37.25,255500
11-Jan-00,36.625,36.75,34.375,35.375,178900
10-Jan-00,38.25,38.875,37,37,164200
7-Jan-00,37.125,38,37,37.875,38700
5-Jan-00,36.25,39.25,34.50,38.375,235900
4-Jan-00,35.375,39,34.50,36,163200
3-Jan-00,35.50,39.9375,34.50,35.375,150700
31-Dec-99,37.375,37.50,34.75,35,242800
30-Dec-99,39.875,40.1875,36.50,37.1875,221100
29-Dec-99,40.625,41,39.875,40,224500
28-Dec-99,41.0312,41.25,40.50,40.9375,190600
27-Dec-99,41.5625,41.875,40.875,41.875,163500
23-Dec-99,41.75,42.75,41.375,41.9375,179800
22-Dec-99,42.375,42.6875,40.50,42.6875,161400
21-Dec-99,39.9375,42.875,39.375,41.8438,344600
20-Dec-99,41.4375,41.9375,39.125,39.125,510100
17-Dec-99,44.1875,44.25,41.4375,41.50,344400
16-Dec-99,43.0938,45,43,43.1875,220000
14-Dec-99,46.2812,47.875,45.25,45.50,282100
13-Dec-99,48.50,48.50,45.125,46.375,268100
10-Dec-99,50.50,51.875,47.3125,50,246100
9-Dec-99,50.125,52.0625,48,50.50,280200
8-Dec-99,46.25,51.50,46.25,51,276400
7-Dec-99,49.75,50.125,45.375,46.875,429300
6-Dec-99,55,55.125,48.75,48.75,653300
3-Dec-99,51.9375,55.75,50.4375,54.9375,547800
2-Dec-99,52.4375,53,50.125,51.5625,157200
1-Dec-99,53.5625,54.4375,49.9375,52.0625,335800
30-Nov-99,49,55.125,48.9375,53.25,1176600
29-Nov-99,47.4375,49.625,44,48.1875,607200
26-Nov-99,40.875,46.875,40.8125,46.125,392900
24-Nov-99,40.3125,42.8125,40,41,448900
23-Nov-99,43.50,44,40.25,40.8125,476200
22-Nov-99,45.75,45.75,42.25,43.3125,284800
19-Nov-99,42.375,46.625,42.375,44.3125,516700
/* SAR with short/long/stops + commentary*/
buyPrice = ref (sar(), -1); sellPrice = ref( sar(), -1);
//buyPrice = sar(); sellPrice = sar();
buy = cross (high, buyPrice);
sell = cross (sellPrice , low);
short = sell;
cover = buy;
coverPrice = buyPrice;
shortPrice = sellPrice;
buy = ExRem( buy, sell );
sell = ExRem( sell, buy );
short = ExRem( short, cover );
cover = ExRem( cover, short );
/******************Wilderish CSI*********************/
ADXR = (adx() + ref(adx(), -14))/2;
CSI = ADXR * ATR(14);
/******************COMMENTARY*****************/
/* Calculate stop for commentary */
bsbuy = barssince( buy );
bssell = barssince( sell );
position = (bsbuy < bssell);
longStop = 0.92 * valuewhen(buy,buyPrice);
shortStop = 1.08* valuewhen(sell,sellPrice);
actualStop = iif (position, max( sar(), longStop), min ( sar(), shortStop));
fullname()+ "(**" + name() + "**)" + " as of " + date();
"\nCurrent Statistics\n";
"Close H/L: " + WriteVal(Close) + WriteVal(high) + WriteVal ( Low);
"Change: " + WriteVal(Close - Ref( Close, -1 ) ) ;
"CSI/ADXR: " + WriteVal(CSI) + " /" + WriteVal(ADXR);
"\nPosition: " + writeif( position, "Long", "Short");
"prev SAR: " + WriteVal(ref(SAR(),-1));
"new SAR: " + WriteVal(SAR());
"Stop: " + writeif (position, writeval (longStop), writeval(shortStop));
"\nTomorrows action - "+
writeif (position, "sell ", "buy ") + "stop @" + writeVal (actualStop);
"\nRecent signals - "+
writeif( bsbuy > 5 AND bssell > 5, "no signals during last 5 periods.",
writeif( bsbuy < bssell, "buy signal " + writeval( bsbuy, 3.0 ),
"sell signal " + writeval( bssell, 3.0) ) + " periods ago.");
"\ntest SAR(-2/-1/0) "
+ writeval (ref (sar(),-2))
+ writeval (ref (sar(),-1))
+ writeval ( sar() );
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