Created by J. Welles Wilder, Parabolic SAR (stop and reverse) is a price-time based indicator used to determine trend direction and reversals. [Discuss] 💬
// usage (standard) IEnumerable<ParabolicSarResult> results = quotes.GetParabolicSar(accelerationStep, maxAccelerationFactor); // alternate usage with custom initial Factor IEnumerable<ParabolicSarResult> results = quotes.GetParabolicSar(accelerationStep, maxAccelerationFactor, initialFactor);
double - Incremental step size for the Acceleration Factor. Must be greater than 0. Default is 0.02
double - Maximum factor limit. Must be greater than
accelerationStep. Default is 0.2
double - Optional. Initial Acceleration Factor. Must be greater than 0 and not larger than
maxAccelerationFactor. Default is
Historical quotes requirements
You must have at least two historical quotes to cover the warmup periods; however, we recommend at least 100 data points. Initial Parabolic SAR values prior to the first reversal are not accurate and are excluded from the results. Therefore, provide sufficient quotes to capture prior trend reversals, before your intended usage period.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first trend will have
nullvalues since it is not accurate and based on an initial guess.
DateTime - Date from evaluated
double - Stop and Reverse value
bool - Indicates a trend reversal
See Utilities and helpers for more information.
Results can be further processed on
Sar with additional chain-enabled indicators.
// example var results = quotes .GetParabolicSar(..) .GetEma(..);
This indicator must be generated from
quotes and cannot be generated from results of another chain-enabled indicator or method.