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Re: [amibroker] Re: Fwd: ParabolicSar



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Hi N!

I am not sure if I understood your problem correctly but I would like to
write out how Parabolic SAR is supposed to be used. Maybe that will
take care of your problem too.
The Parabolic SAR that you get from todays data is the one that has to
be used for tommorrow. You dont have to calculate tommorrows SAR
as the SAR calculated from todays data is what needs to be used for
trading tommorrow. So here is am example :

I went long into a stock on Day 0 at 140. So here is the scenario.
Day 1 : Close 145 SAR 135 ( This SAR will be used as SL for next day)
Day 2 : Close 150 SAR 140
Day 3 : Close 147 SAR 143
Day 4:  Close  142 ( My position got closed since SL of 143 got triggered)

Hope I was able to make it clear.

Thanks
Pankaj

On 5/27/05, Stephane Carrasset <s.carrasset@xxxxxxxxxxx> wrote:
> Dear Natasha,
> 
> for a given day , Tuesday for ex,
> the sar is built with the High and the Low of Tuesday and with the 
> sar of previous trading day (monday).
> 
> So on Tuesday, when you begin your trading day, you know only the sar 
> value of Monday, because you don't know what will be the High and the 
> Low of Tuesday.
> But it seems that you want to know the value of the sar of wednesday.
> that means you need to know on tuesday the value of the high and the 
> low of wednesday !!! it is quite difficult.  ^_^
> 
> But, Perhaps I misunderstood  you.
> And you want to know, for ex. a long position, what must be the value 
> of the LOW for a given value of the sar according to
> psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-1 ] );
> 
> 
> stephane
> 
> 
> 
> 
> 
> > 
> > Natasha !! <dynomitedoll> wrote:Date: Fri, 27 May 2005 08:14:24 
> +0530 (India Standard Time)
> > From: "Natasha !!" <dynomitedoll>
> > To: dynomitedoll_ddd@xxxx
> > Subject: ParabolicSar
> > 
> > 49E21B9A-CF43-452E-9416-
> ECCAB72230A14.0LetterLetter\daylight_moon.imfOriental 
> TouchStationaryDaylight 
> MoonSU1CTDEsNDYsgUmBSYnFLJGFMMUkTTQ4iZVNiY2RLE3FiYWZTSw0NCQwnZGRlYEkhU
> mBSYFJgSxJTUJMMiwwLCxJTUJMMywwLCw=00F18C91-0B92-4C35-8491-
> DA69C07884E1no-repeat#ffffff0px0px18C2BBF0-3EFB-11D4-BA3D-
> 0050DAC68030018C2BBF0-3EFB-11D4-BA3D-0050DAC680301C958D3B0-2BF0-11D4-
> BA28-0050DAC680300C958D3B0-2BF0-11D4-BA28-0050DAC680301C3C52140-4147-
> 11D4-BA3D-0050DAC680300X-ASN,X-ASH,X-AN,X-AP,X-AD; Hello,
> >         It doesnt work ,See attached 
> > Chart.
> >  
> > ________Now i wanted tomorrows value before i begin trading so i 
> can put a stop loss for my 
> strategy______________________________________________________________
> _
> > Hello,
> > >         Reference in the future how come ? It doesnt work .only 
> last value will be displayed.You reference past quotes with 
> todays .This is little complicated because  here one has to find 
> future value and select it depending on certain conditions.(Those 
> exact conditions are the problem)
> > >          Thanks .
> > 
> > Natasha, it DOES work! Just try it - Paul is right.
> > 
> > Thomas
> > 
> > > Paul Ho <paultsho@xxxx> wrote:
> > > ref(sar(), 1);
> > > that should do;
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Natasha !!
> > > Sent: Wednesday, 25 May 2005 2:47 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Parabolic Sar
> > 
> >  
> > 
> ______________________________________________________________________
> ______
> >  
> >  
> >  
> > 
> >    
> > 
> > 
> > 
> > Warm regards, 
> >  Natasha !!
> >  
> > 
> > __________________________________________________
> > Do You Yahoo!?
> > Tired of spam?  Yahoo! Mail has the best spam protection around 
> > http://mail.yahoo.com
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> 
> 
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