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Hello Dimitris,
A little modification from Tomasz original code and 'kitakste edho'
(excuse my lousy Greek ;)
Regards,
Peter
function SARafl( Cvar, Hvar, Lvar, IAF, MaxAF )
{
//IAF = 0.02; // acceleration factor
//MaxAF = 0.02; // max acceleration
psar = Cvar; // initialize
long = 1; // assume long for initial conditions
af = IAF; // init acelleration factor
ep = Lvar[ 0 ]; // init extreme point
hp = Hvar [ 0 ];
lp = Lvar [ 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 ( Lvar [ i ] < psar [ i ] )
{
long = 0; reverse = 1; // reverse
position to Short
psar [ i ] = hp; // SAR is Hvar
point in prev trade
lp = Lvar [ i ];
af = IAF;
}
}
else
{
if ( Hvar [ i ] > psar [ i ] )
{
long = 1; reverse = 1; //reverse
position to long
psar [ i ] = lp;
hp = Hvar [ i ];
af = IAF;
}
}
if ( reverse == 0 )
{
if ( long )
{
if ( Hvar [ i ] > hp )
{
hp = Hvar [ i ];
af = af + IAF;
if( af > MaxAF ) af = MaxAF;
}
if( Lvar[ i - 1 ] < psar[ i ] ) psar[ i
] = Lvar[ i - 1 ];
if( Lvar[ i - 2 ] < psar[ i ] ) psar[ i
] = Lvar[ i - 2 ];
}
else
{
if ( Lvar [ i ] < lp )
{
lp = Lvar [ i ];
af = af + IAF;
if( af > MaxAF ) af = MaxAF;
}
if( Hvar[ i - 1 ] > psar[ i ] ) psar[ i
] = Hvar[ i - 1 ];
if( Hvar[ i - 2 ] > psar[ i ] ) psar[ i
] = Hvar[ i - 2 ];
}
}
}
return psar;
}
Plot( Close, "Price", colorBlack, styleCandle );
Plot( psar, "SAR", colorRed, styleDots | styleNoLine | styleThick );
Filter=1;
AddColumn(SAR(.02,.02),"SAR");
AddColumn(SARafl(C,H,L,0.02,0.02),"SARafl");
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Friday, May 02, 2003 3:40 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: DIMITRIS- Question
Wally,
You may go to
http://groups.yahoo.com/group/amibroker/message/38370
http://groups.yahoo.com/group/amibroker/message/38424
for the two alternatives.[I hope enough explained].
I try to introduce variable smoothing to an already useful trend
detector, the DEMA(StochD(40),20).
It has nothing to do with PSAR, it is a stand-alone indicator.
Since it is quite smooth, I use 3-bars peak to signal the change of
the direction.
DT
PS. We will follow a similar procedure, when PSAR will accept
variable parameters, to improove PSAR results.
--- In amibroker@xxxxxxxxxxxxxxx, "netbull2000" <netbull2000@xxxx>
wrote:
> I read in one of the messages here that you came up with some new
> trend indicator that seems to be better than PSAR. Could you please
> point me to your relevant message concerning this indicator. I am
> interested in this as PSAR is about the only indicator I have some
> respect for.
>
> Thanks...
> Wally
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