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Hello,
I need to calculate future value for SAR, Ref(SAR,1) works good until last bar, and the last bar is most important for me because I want to use it in the system which relies on tomorrow's open price. In short, I would like to imlement this formula in AmiBroker:
SAR next day = SAR today + AccelerationFactor( highest high reached yesterday - SAR today) // got this formula here
This is what I have so far:
// SAR today
AF = 0.02;
tSAR = SAR(AF,0.2);
// This is number of bars after last "swap" of trend
barSAR = Min(BarsSince(Cross(tSAR,H)),BarsSince(Cross(L,tSAR)))+1;
// And finally here is my attempt to calculate next day SAR,
// but results are not always the same as AmiBroker SAR ;(
// I guess I have to skip acceleration in some cases, but
// don't know how to implement this in AB...
nSAR = tSAR + AF * barSAR * (LLV(L,barSAR) - tSAR);
Could you help me with this ?
Best regards,
Tomek
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