Parabolic SAR and data(N) - futures io
futures io futures trading



Parabolic SAR and data(N)


Discussion in EasyLanguage Programming

Updated
    1. trending_up 3,572 views
    2. thumb_up 2 thanks given
    3. group 1 followers
    1. forum 2 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Parabolic SAR and data(N)

(login for full post details)
  #1 (permalink)
Oslo,Norway
 
Experience: Intermediate
Platform: NinjaTrader
Trading: EUR/USD
 
ValutaTrader's Avatar
 
Posts: 66 since Apr 2011
Thanks: 4 given, 52 received

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 Twitter Started this thread Reply With Quote

Journal Challenge February 2021 results:
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(173 thanks from 31 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(120 thanks from 33 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(35 thanks from 17 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #3 (permalink)
Oslo,Norway
 
Experience: Intermediate
Platform: NinjaTrader
Trading: EUR/USD
 
ValutaTrader's Avatar
 
Posts: 66 since Apr 2011
Thanks: 4 given, 52 received


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 Twitter Started this thread Reply With Quote
The following 2 users say Thank You to ValutaTrader for this post:


futures io Trading Community Platforms and Indicators EasyLanguage Programming > Parabolic SAR and data(N)


Last Updated on September 13, 2012


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Call Option Buying: The New Pain Trade? w/Carley Garner

Elite only
 

Importance of Finding Your Own Way w/Adam Grimes

Elite only
 

New Challenge (TBD)

April
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts