SAR is already "tommorows" value, i.e. the value that should be used for placing tommorrows stop orders.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Tomasz Lutelmowski To: [email protected] Sent: Friday, December 12, 2008 12:44 PM Subject: [amibroker] calculating tomorrow's value of SAR Hello, I need to calculate future value for SAR, Ref(SAR,1) works good until last bar, and the last bar is most important for me because I want to use it in the system which relies on tomorrow's open price. In short, I would like to imlement this formula in AmiBroker: SAR next day = SAR today + AccelerationFactor( highest high reached yesterday - SAR today) // got this formula here This is what I have so far: // SAR today AF = 0.02; tSAR = SAR(AF,0.2); // This is number of bars after last "swap" of trend barSAR = Min(BarsSince(Cross(tSAR,H)),BarsSince(Cross(L,tSAR)))+1; // And finally here is my attempt to calculate next day SAR, // but results are not always the same as AmiBroker SAR ;( // I guess I have to skip acceleration in some cases, but // don't know how to implement this in AB... nSAR = tSAR + AF * barSAR * (LLV(L,barSAR) - tSAR); Could you help me with this ? Best regards, Tomek
