NexusFi: Find Your Edge


Home Menu

 





Parabolic SAR and data(N)


Discussion in EasyLanguage Programming

Updated
    1. trending_up 4,794 views
    2. thumb_up 2 thanks given
    3. group 1 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 
ValutaTrader's Avatar
 ValutaTrader 
Oslo,Norway
 
Experience: Intermediate
Platform: NinjaTrader
Trading: EUR/USD
Posts: 66 since Apr 2011
Thanks Given: 4
Thanks Received: 52

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?


Follow me on X Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Iran Update May 8: Still Reviewing MOU, Demands Reparati …
Traders Hideout
ATFX Suspends Prop Trading Unit ATFunded -- Full Review …
Funded Trading Evaluation Firms
Election Sunday Resolves: Peru Heads to Runoff at 42pct, …
Prediction Markets & Event Contracts
Powell in 48 Hours: Word Markets Give 78% on Inflation, …
Prediction Markets & Event Contracts
UMA Votes Tonight: Polymarkets $80M Strategy Bitcoin Bat …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Big Mike in Ecuador
196 thanks
Sober Journey With S&P
27 thanks
30 Sessions
20 thanks
BERN ALGOS algo trading journal
8 thanks
Volume Indicators
8 thanks
  #3 (permalink)
 
ValutaTrader's Avatar
 ValutaTrader 
Oslo,Norway
 
Experience: Intermediate
Platform: NinjaTrader
Trading: EUR/USD
Posts: 66 since Apr 2011
Thanks Given: 4
Thanks Received: 52


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.


Follow me on X Started this thread Reply With Quote
Thanked by:




Last Updated on September 13, 2012


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts