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hello,
I want to know if someone has found usefull this
variation of SAR with the volatility
the code comes from a modification of Tomasz'
SAR.
stephane
IAF = 0.02;
// acceleration factor
MaxAF = 0.2;
// max acceleration
psar = Close; //
initialize
long = 1; <FONT
color=#008000 size=1>// assume long for initial conditions<FONT
size=1>
af = IAF; // init acelleration
factor
ep = Low[ 0 ];
// init extreme point
hp = High [ 0
];
lp = Low [ 0
];
Inc=ATR(<FONT
color=#ff00ff size=1>10);<FONT color=#800000
size=1>
for( i = <FONT color=#ff00ff
size=1>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<FONT
size=1>
if ( long )
{
if ( Low
[ i ] < psar [ i ] )
{
long = 0;
reverse = 1;
// reverse position to Short<FONT
size=1>
psar [ i ] = hp; // SAR is High point in
prev trade
lp = Low [ i ];
af = IAF;
}
}
else
{
if ( High
[ i ] > psar [ i ] )
{
long = 1;
reverse = 1;
//reverse position to long<FONT
size=1>
psar [ i ] = lp;
hp = High [ i ];
af = IAF;
}
}
if ( reverse ==
0 )
{
if ( long )
{
if ( Inc [ i ]
> Inc [ i-1 ] )
{
hp = High [ i ];
af = af + IAF;
if( af >
MaxAF ) af = MaxAF;
}
if( Low[
i - 1 ] < psar[ i ] )
psar[ i ] = Low[ i - 1<FONT
size=1> ];
if( Low[
i - 2 ] < psar[ i ] )
psar[ i ] = Low[ i - 2<FONT
size=1> ];
if(Inc [ i ]
<= Inc [ i-1 ] )
{
psar[i]=psar[i-1];
}
}
else
{
if ( Inc [ i ]
> Inc [ i-1 ] )
{
lp = Low [ i ];
af = af + IAF;
if( af >
MaxAF ) af = MaxAF;
}
if( High[
i - 1 ] > psar[ i ] )
psar[ i ] = High[ i - 1<FONT
size=1> ];
if( High[
i - 2 ] > psar[ i ] )
psar[ i ] = High[ i - 2<FONT
size=1> ];
if(Inc [ i ]
<= Inc [ i-1 ] )
{
psar[i]=psar[i-1];
}
}
}
}
Plot( Close, <FONT color=#ff00ff
size=1>"Price", colorBlack, styleCandle
);
Plot( psar, <FONT color=#ff00ff
size=1>"SAR", colorGreen, styleDots |
styleNoLine | styleThick );
Plot(SAR<FONT
size=1>(0.02,<FONT
color=#ff00ff size=1>0.2),<FONT color=#ff00ff
size=1>"",colorRed,<FONT color=#ff00ff
size=1>8+16<FONT
size=1>);
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