| SAR {TTR} | R Documentation |
Parabolic Stop-and-Reverse
Description
The Parabolic Stop-and-Reverse calculates a trailing stop. Developed by J. Welles Wilder.
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. |
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.
Author(s)
Joshua Ulrich
References
The following site(s) were used to code/document this
indicator:
https://www.linnsoft.com/techind/parabolic-sar-sar
https://www.fmlabs.com/reference/SAR.htm
https://school.stockcharts.com/doku.php?id=technical_indicators:parabolic_sar
https://www.metastock.com/Customer/Resources/TAAZ/?p=87
See Also
See ATR and ADX, which were also
developed by Welles Wilder.
Examples
data(ttrc)
sar <- SAR(ttrc[,c("High","Low")])