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Glen Wallace writes:
> >From "Computer Analysis of the Futures Market,"
>
> SAR[t] = SAR[t-1] + (AF * (EP[prior] - SAR[t-1]))
>
> where:
> SAR[t] = current SAR
> SAR[t-1] = prior SAR
> EP = extreme price
> AF = acceleration factor, which normally starts at 0.02 and steps up in
> increments of 0.02 to a maximum of 0.20
>
> and where the first SAR point is the extreme prior of the prior Parabolic
> trade; thus SAR[1] = EP[prior].
To add a little to this; AF (in the classic definition) steps from
0.02 to 0.20 when a new high (long) or low (short) is made.
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