awal28
2012-07-07, 07:13 PM
Parabolic SAR (SAR = stop and reverse; id: stop and turn around) is one of the indicators in technical analysis, and this method was introduced by J. Welles Wilder, Jr., in his book "New Concepts in Technical Trading Systems", in order to find the symptoms (trend) in the market price of a stock or security that can be used as an indicator to make a stop loss order (stop loss order) based on the price of symptoms are among the parabolic curve over the range of symptoms that seem very strong.
Parabolic SAR concept is derived from an idea that time is an enemy, and unless security could still make more profit then it should be liquidated. This indicator works well in the conditions of the trend of price movement but the trend where there is no price movement (trend even) then it becomes less useful.
Parabolic SAR is calculated independently for each trend in prices that occurred, which if the parabola is below the price generally means (market prices are rising, and when the parabola is above the price it means that market prices are falling.
At every step of the trends that occurred between the SAR calculated using the time to come, so the next day SAR value is established based on the data available today. Calculation formula is as follows:
SAR_ {n +1} = SAR_n + \ alpha (EP - SAR_n) \!
Where Sarn Sarn and SAR + 1 represents the value today and tomorrow.
Extreme point or extreme point, EP, is a record kept during each trend that represents the highest price ever achieved during the current upward trend or niai lowest price ever occurred during the current downward trend. At each time period of minimum or maximum value of the newly researched the value of the EP will be updated with that value.
Value of α shows the acceleration factor, usually set value is 0.02. These factors will increase 0.02 each time when the new EP is updated. Within the meaning of other words, every time a new EP value observed, then the acceleration factor increases. This will further accelerate the rate at which the SAR together with the price. To keep it from becoming too large, then the maximum value for the acceleration factor is usually set at 0.20, so it can never exceed that value.
SAR is a recursion calculation for each new period, therefore there are two cases where SAR values will change as follows:
* If the next day SAR value is between (or beyond) the SAR today or yesterday price range, then the SAR must be set at a terdekat.Contohnya, in an uptrend, a new SAR value is calculated and generate greater value than the value today's or yesterday's low then the SAR must be set to be equal to the lower limit.
* If the next day SAR value is at (or below) then yesterday's price range means that this is a trend that signals a new direction and the SAR must switch kesisi other.
Trend throughout the transition, many things can happen. The first SAR value for this new trend will be set on the last EP recorded in the previous trend. Then the EP will be reset (reset) is based on the maximum value of this period. Acceleration factor is reset back to its initial value is 0.02.
Parabolic SAR concept is derived from an idea that time is an enemy, and unless security could still make more profit then it should be liquidated. This indicator works well in the conditions of the trend of price movement but the trend where there is no price movement (trend even) then it becomes less useful.
Parabolic SAR is calculated independently for each trend in prices that occurred, which if the parabola is below the price generally means (market prices are rising, and when the parabola is above the price it means that market prices are falling.
At every step of the trends that occurred between the SAR calculated using the time to come, so the next day SAR value is established based on the data available today. Calculation formula is as follows:
SAR_ {n +1} = SAR_n + \ alpha (EP - SAR_n) \!
Where Sarn Sarn and SAR + 1 represents the value today and tomorrow.
Extreme point or extreme point, EP, is a record kept during each trend that represents the highest price ever achieved during the current upward trend or niai lowest price ever occurred during the current downward trend. At each time period of minimum or maximum value of the newly researched the value of the EP will be updated with that value.
Value of α shows the acceleration factor, usually set value is 0.02. These factors will increase 0.02 each time when the new EP is updated. Within the meaning of other words, every time a new EP value observed, then the acceleration factor increases. This will further accelerate the rate at which the SAR together with the price. To keep it from becoming too large, then the maximum value for the acceleration factor is usually set at 0.20, so it can never exceed that value.
SAR is a recursion calculation for each new period, therefore there are two cases where SAR values will change as follows:
* If the next day SAR value is between (or beyond) the SAR today or yesterday price range, then the SAR must be set at a terdekat.Contohnya, in an uptrend, a new SAR value is calculated and generate greater value than the value today's or yesterday's low then the SAR must be set to be equal to the lower limit.
* If the next day SAR value is at (or below) then yesterday's price range means that this is a trend that signals a new direction and the SAR must switch kesisi other.
Trend throughout the transition, many things can happen. The first SAR value for this new trend will be set on the last EP recorded in the previous trend. Then the EP will be reset (reset) is based on the maximum value of this period. Acceleration factor is reset back to its initial value is 0.02.