Parabolic SAR

Category: trend

Accelerating stop-and-reverse dots; primarily a trailing-exit device, whipsaws badly in ranges.

Formula

SAR_{t+1} = SAR_t + AF·(EP − SAR_t), AF accelerates from 0.02 to 0.2

Inputs

• step (default: 0.02)
• maximum (default: 0.2)

See signal primitives and every published strategy that uses Parabolic SAR on WOBR StrategyVerse.