Thank you ! Best regards, Tomek
2008/12/12 Tomasz Janeczko <[email protected]> > AFL library > http://www.amibroker.com/library/detail.php?id=268 > > Best regards, > Tomasz Janeczko > amibroker.com > > ----- Original Message ----- > *From:* Tomasz Lutelmowski <[email protected]> > *To:* [email protected] > *Sent:* Friday, December 12, 2008 1:14 PM > *Subject:* Re: [amibroker] calculating tomorrow's value of SAR > > Please find enclosed example, red dots are AmiBroker SAR, green are my > calculated SAR value for next day. In this example you can see that SAR > swaps when H crosses green dot (my calculated SAR, which is btw not > precisely caluclated), not AB SAR. I'm trying to find exact formula for > calculating next day's Amibroker SAR, and it looks for me like it is > possible... > > Best regards, > Tomek > > 2008/12/12 Tomasz Janeczko <[email protected]> > >> SAR is already "tommorows" value, i.e. the value that should be used >> for placing tommorrows stop orders. >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> > > >
