RE: [amibroker] SAR more reliable

[Ken Close <ken45140@xxxxxxxxx>]

Here is the variable SAR code.  You have to look very closely and watch all
of the subscripts and temporary variables in order to make the substitution
you want.

Ken

/////////////////////////////////
// Parabolic SAR re-implemented in
// native AFL.
//
// Example of for/if/else control statements
//
// Requires:
// AmiBroker 4.31.1 
// 
// Written by: Tomasz Janeczko

IAF = 0.04;       // acceleration factor
MaxAF = 0.2;     // max acceleration

psar = Close;		// initialize
long = 1;        // assume long for initial conditions
af = IAF;         // init acelleration factor
ep = Low[ 0 ];   // init extreme point
hp = High [ 0 ];
lp = Low [ 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 ( Low [ i ] < psar [ i ]  )
		{
			long = 0; reverse = 1; // reverse position to Short
			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
			psar [ i ] =  lp;
			hp = High [ i ];
			af = IAF;
		}
	}

	if ( reverse == 0 )
	{
		if ( long )
		{
			if ( High [ i ] > hp ) 
			{
				hp = High [ i ]; 
				af = af + IAF; 
				if( af > MaxAF ) af = MaxAF; 
			}
             
			if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i -
1 ];
			if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i -
2 ];
		}
       else
		{
			if ( Low [ i ] < lp )  
			{ 
				lp = Low [ i ]; 
				af = af + IAF; 
				if( af > MaxAF ) af = MaxAF; 
			}	
				
			if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i
- 1 ];
			if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i
- 2 ];

		}
	}
}

Plot( Close, "Price", colorBlack, styleLine );
Plot( psar, "SAR", colorRed, styleDots | styleNoLine | styleThick ); 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of ikodu.takana
Sent: Tuesday, June 12, 2007 1:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] SAR more reliable

Hello,

is it possible to plot a SAR signal computed from an EMA(close,5) for
instance instead of the standard close - that would make the SAR much more
reliable against market noises.

from that link ( http://www.amibroker.com/library/detail.php?id=268 ) i
tried to replace the line :

psar = Close;		// initialize
with
psar = EMA(Close,5);		// initialize

or
psar = (C + H + L)/3;		// initialize

but that made strange results or even bugged the code

If someone can explain to me the right solution

thanks



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