Re: [amibroker] calculating tomorrow's value of SAR

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

AFL library

http://www.amibroker.com/library/detail.php?id=268

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Tomasz Lutelmowski

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, December 12, 2008 1:14 PM

Subject: Re: [amibroker] calculating tomorrow's value of SAR

Please find enclosed example, red dots are AmiBroker SAR, green are my calculated SAR value for next day. In this example you can see that SAR swaps when H crosses green dot (my calculated SAR, which is btw not precisely caluclated), not AB SAR. I'm trying to find exact formula for calculating next day's Amibroker SAR, and it looks for me like it is possible...

Best regards,
Tomek

2008/12/12 Tomasz Janeczko <groups@xxxxxxxxxxxxx>

SAR is already "tommorows" value, i.e. the value that should be used for placing tommorrows stop orders.

Best regards,
Tomasz Janeczko
amibroker.com

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