When to switch from Rising Parabolic SAR to Falling Parabolic SAR?
I want to calculate the Parabolic SAR indicator. I have the usual formula
Prior SAR: The SAR value for the previous period.
Extreme Point (EP): The highest high of the current uptrend.
Acceleration Factor (AF): Starting at .02, AF increases by .02 each time the extreme point
makes a new high. AF can reach a maximum of .20, no matter how long the uptrend extends.
Current Rising SAR = Prior SAR + Prior AF(Prior EP - Prior SAR)
and I plan to use a similar formula for Falling SAR. My question is, how should I determine when to switch from Rising SAR to Falling SAR? Also, how do I know when I have to drop the EP value? My guess is that when I "see an uptrend", I have to consider Rising SAR, and my EP should be the maximum from the start of the uptrend. But how do I identify the uptrend?
I plan to perform calculations in Python using Pandas. Any comment on what I should be aware of is appreciated!
finance quantitative-finance sar
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
add a comment |
I want to calculate the Parabolic SAR indicator. I have the usual formula
Prior SAR: The SAR value for the previous period.
Extreme Point (EP): The highest high of the current uptrend.
Acceleration Factor (AF): Starting at .02, AF increases by .02 each time the extreme point
makes a new high. AF can reach a maximum of .20, no matter how long the uptrend extends.
Current Rising SAR = Prior SAR + Prior AF(Prior EP - Prior SAR)
and I plan to use a similar formula for Falling SAR. My question is, how should I determine when to switch from Rising SAR to Falling SAR? Also, how do I know when I have to drop the EP value? My guess is that when I "see an uptrend", I have to consider Rising SAR, and my EP should be the maximum from the start of the uptrend. But how do I identify the uptrend?
I plan to perform calculations in Python using Pandas. Any comment on what I should be aware of is appreciated!
finance quantitative-finance sar
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
add a comment |
I want to calculate the Parabolic SAR indicator. I have the usual formula
Prior SAR: The SAR value for the previous period.
Extreme Point (EP): The highest high of the current uptrend.
Acceleration Factor (AF): Starting at .02, AF increases by .02 each time the extreme point
makes a new high. AF can reach a maximum of .20, no matter how long the uptrend extends.
Current Rising SAR = Prior SAR + Prior AF(Prior EP - Prior SAR)
and I plan to use a similar formula for Falling SAR. My question is, how should I determine when to switch from Rising SAR to Falling SAR? Also, how do I know when I have to drop the EP value? My guess is that when I "see an uptrend", I have to consider Rising SAR, and my EP should be the maximum from the start of the uptrend. But how do I identify the uptrend?
I plan to perform calculations in Python using Pandas. Any comment on what I should be aware of is appreciated!
finance quantitative-finance sar
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
I want to calculate the Parabolic SAR indicator. I have the usual formula
Prior SAR: The SAR value for the previous period.
Extreme Point (EP): The highest high of the current uptrend.
Acceleration Factor (AF): Starting at .02, AF increases by .02 each time the extreme point
makes a new high. AF can reach a maximum of .20, no matter how long the uptrend extends.
Current Rising SAR = Prior SAR + Prior AF(Prior EP - Prior SAR)
and I plan to use a similar formula for Falling SAR. My question is, how should I determine when to switch from Rising SAR to Falling SAR? Also, how do I know when I have to drop the EP value? My guess is that when I "see an uptrend", I have to consider Rising SAR, and my EP should be the maximum from the start of the uptrend. But how do I identify the uptrend?
I plan to perform calculations in Python using Pandas. Any comment on what I should be aware of is appreciated!
finance quantitative-finance sar
finance quantitative-finance sar
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
asked Nov 19 '18 at 13:34
Alexandr KapshukAlexandr Kapshuk
29514
29514
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
StackExchange.using("externalEditor", function () {
StackExchange.using("snippets", function () {
StackExchange.snippets.init();
});
});
}, "code-snippets");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "1"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53375790%2fwhen-to-switch-from-rising-parabolic-sar-to-falling-parabolic-sar%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Stack Overflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53375790%2fwhen-to-switch-from-rising-parabolic-sar-to-falling-parabolic-sar%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
