SAR

0th

Percentile

Parabolic Stop-and-Reverse

The Parabolic Stop-and-Reverse calculates a trailing stop. Developed by J. Welles Wilder.

Keywords
ts
Usage
SAR(HL, accel = c(0.02, 0.2))
Arguments
HL

Object that is coercible to xts or matrix and contains High-Low prices.

accel

accel[1]: Acceleration factor. accel[2]: Maximum acceleration factor.

Details

The calculation for the SAR is quite complex. See the URLs in the references section for calculation notes.

The SAR assumes that you are always in the market, and calculates the Stop And Reverse point when you would close a long position and open a short position or vice versa.

Value

A object of the same class as HL or a vector (if try.xts fails) containing the Parabolic Stop and Reverse values.

References

The following site(s) were used to code/document this indicator: http://www.linnsoft.com/tour/techind/sar.htm http://www.fmlabs.com/reference/SAR.htm http://stockcharts.com/education/IndicatorAnalysis/indic_ParaSAR.htm http://www.equis.com/Customer/Resources/TAAZ/?c=3&p=87

See Also

See ATR and ADX, which were also developed by Welles Wilder.

Aliases
  • SAR
Examples
library(TTR) # NOT RUN { data(ttrc) sar <- SAR(ttrc[,c("High","Low")]) # }
Documentation reproduced from package TTR, version 0.23-1, License: GPL-2

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