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Parabolic SAR and data(N)


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Parabolic SAR and data(N)

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ValutaTrader's Avatar
 ValutaTrader 
Oslo,Norway
 
Experience: Intermediate
Platform: NinjaTrader
Trading: EUR/USD
Posts: 66 since Apr 2011
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I have multiple sub charts, and would like to reference the Parabolic SAR of sub chart 3 which is 60 min resolution; whilst my primary sub chart is running on 1 min resolution.

When I set this up in the GUI/chart, it looks fine, but my signal is calculating different Par SAR values than the GUI is displaying.

Value1 = ParabolicSAR(AfStep, AfLimit, sar0, sar1, sar2, sar3 ) data3;

The sar0 value is different to the one displayed as ParCL in the chart. I somehow think this is related to the fact that the ParabolicSAR function is called each minute since this is subchart1 settings whilst the input series is for data in the 60 minute subchart.

A number of other indicators handles this fine; so can it be that the variables sar0,sar1,etc are defined by reference in the ParabolicSAR function, and as such will behave differently when called multiple times than ones pr 60 minute?

Can I detect when the data3 timeframe is triggering so that I may update the ParabolicSAR only then?

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ValutaTrader's Avatar
 ValutaTrader 
Oslo,Norway
 
Experience: Intermediate
Platform: NinjaTrader
Trading: EUR/USD
Posts: 66 since Apr 2011
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I think I found the solution myself. I created my own ParabolicSAR multi frame function that does not use referenced series but keep the series buffers locally and simply returns the ParCL as return value

function ParabolicSARMF

inputs:
AfStep( numericsimple ),
AfLimit( numericsimple ) ;

variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),oParCl(0),oParOp(0),oPosition(0),oTransition(0) ;

// at the end of the function

ParabolicSARMF=oParCl


Calling this as

parcl=ParabolicSARMF(AFStep,AFLimit) data3

gives me the expected values in parcl. The buffers used within the function appears now to "live inside" the 60 minute time frame and is not filled every minute.

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Last Updated on September 13, 2012


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