QuantNomad

Parabolic SAR Strategy (on close) [QuantNomad]

Created a Parabolic SAR strategy where price has to close under/above the level before for it to reverse. This way it should be a bit more stable and protect you from false breakouts.
It was impossible to adjust the built-in "sar" function so I implemented PSAR from scratch. So if you're interested in how it's work inside you can check the code and probably adjust to your need if you have a custom modification of PSAR in your mind.
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Kommentarer

hmmm study based on this gives a repaint warning, any reason for that?
Svara
Is it possible to adjust the script so that the starting point of the new trend is the respective closing price instead of the high/low?
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why not to use when=crossunder(psar, close) for long (crossover(psar, close) for short ) using built-is sar function ?
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@pabloses, Because in built-in sar function you have condition included that on touch it will revert. As result your receive both trend up/down levels in same var calculated with "touching" logic. So there is no way to use standard sar function for that.
+1 Svara
pabloses QuantNomad
@QuantNomad, Thanks, I understand. Your script actually ignores wicks.
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Great!
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