EVOLUTION-MANAGER
Edit File: SAR.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Parabolic Stop-and-Reverse</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for SAR {TTR}"><tr><td>SAR {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Parabolic Stop-and-Reverse</h2> <h3>Description</h3> <p>The Parabolic Stop-and-Reverse calculates a trailing stop. Developed by J. Welles Wilder. </p> <h3>Usage</h3> <pre> SAR(HL, accel = c(0.02, 0.2)) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>HL</code></td> <td> <p>Object that is coercible to xts or matrix and contains High-Low prices.</p> </td></tr> <tr valign="top"><td><code>accel</code></td> <td> <p>accel[1]: Acceleration factor.<br /> accel[2]: Maximum acceleration factor.</p> </td></tr> </table> <h3>Details</h3> <p>The calculation for the SAR is quite complex. See the URLs in the references section for calculation notes. </p> <p>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. </p> <h3>Value</h3> <p>A object of the same class as <code>HL</code> or a vector (if <code>try.xts</code> fails) containing the Parabolic Stop and Reverse values. </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://www.linnsoft.com/techind/parabolic-sar-sar">https://www.linnsoft.com/techind/parabolic-sar-sar</a><br /> <a href="https://www.fmlabs.com/reference/SAR.htm">https://www.fmlabs.com/reference/SAR.htm</a><br /> <a href="https://school.stockcharts.com/doku.php?id=technical_indicators:parabolic_sar">https://school.stockcharts.com/doku.php?id=technical_indicators:parabolic_sar</a><br /> <a href="https://www.metastock.com/Customer/Resources/TAAZ/?p=87">https://www.metastock.com/Customer/Resources/TAAZ/?p=87</a> </p> <h3>See Also</h3> <p>See <code><a href="ATR.html">ATR</a></code> and <code><a href="ADX.html">ADX</a></code>, which were also developed by Welles Wilder. </p> <h3>Examples</h3> <pre> data(ttrc) sar <- SAR(ttrc[,c("High","Low")]) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>