Parabolic Stop and Reverse (SAR) - Extended

The extended_parabolic_stop_and_reverse() is a generic S3 function that builds upon 'type-safe'-esque workflows limited to classes in in base R, and the package-wide dependencies. Ie. class in, class out. Each method is a soft wrapper of model.frame and therefore the OHLC-V series must be coercible to a data.frame.

Usage

extended_parabolic_stop_and_reverse(
  x,
  cols,
  init = 0,
  offset = 0,
  init_long = 0,
  long = 0,
  max_long = 0,
  init_short = 0,
  short = 0,
  max_short = 0,
  ...
)

Arguments

x

An OHLC-V series that is coercible to data.frame.

cols

(formula). An optional 2 variable formula passed into model.frame. Internally uses ~high + low by default.

init

(double). Start value and direction. 0 for Auto, >0 for Long, <0 for Short.

offset

(double). Offset added/removed to initial stop on short/long reversal.

init_long

(double). Acceleration factor initial value for the Long direction.

long

(double). Acceleration factor for the Long direction.

max_long

(double). Acceleration factor maximum value for the Long direction.

init_short

(double). Acceleration factor initial value for the Short direction.

short

(double). Acceleration factor for the Short direction.

max_short

(double). Acceleration factor maximum value for the Short direction.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

SAREXT

double

See also

Other Overlap Study: acceleration_bands(), bollinger_bands(), double_exponential_moving_average(), exponential_moving_average(), kaufman_adaptive_moving_average(), mesa_adaptive_moving_average(), parabolic_stop_and_reverse(), simple_moving_average(), t3_exponential_moving_average(), trendline(), triangular_moving_average(), triple_exponential_moving_average(), weighted_moving_average()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::extended_parabolic_stop_and_reverse(BTC)

## display the results
utils::tail(output)
#>                       SAREXT
#> 2024-12-26 01:00:00 38508.01
#> 2024-12-27 01:00:00 38508.01
#> 2024-12-28 01:00:00 38508.01
#> 2024-12-29 01:00:00 38508.01
#> 2024-12-30 01:00:00 38508.01
#> 2024-12-31 01:00:00 38508.01

## visualize the indicator
## with talib::chart()
##
## see ?talib::chart or ?talib::indicator
## for more details
{
 ## chart OHLC-V
 ## series with talib::chart()
 talib::chart(BTC)

 ## chart indicator
 ## with default values
 talib::indicator(
     talib::extended_parabolic_stop_and_reverse
 )
}
#> Warning: Ignoring 1 observations