Parabolic Stop and Reverse (SAR)

The 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

parabolic_stop_and_reverse(x, cols, acceleration = 0.5, maximum = 0.75, ...)

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.

acceleration

(double). Acceleration factor used up to the maximum value.

maximum

(double). Acceleration factor maximum value.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

SAR

double

See also

Other Overlap Study: acceleration_bands(), bollinger_bands(), double_exponential_moving_average(), exponential_moving_average(), extended_parabolic_stop_and_reverse(), kaufman_adaptive_moving_average(), mesa_adaptive_moving_average(), 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::parabolic_stop_and_reverse(BTC)

## display the results
utils::tail(output)
#>                          SAR
#> 2024-12-26 01:00:00 93436.01
#> 2024-12-27 01:00:00 99879.98
#> 2024-12-28 01:00:00 99879.98
#> 2024-12-29 01:00:00 97388.00
#> 2024-12-30 01:00:00 95563.86
#> 2024-12-31 01:00:00 91310.00

## 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::parabolic_stop_and_reverse
 )
}
#> Warning: Ignoring 1 observations