R: Parabolic Stop-and-Reverse

SAR {TTR} | R Documentation

## Parabolic Stop-and-Reverse

### Description

The Parabolic Stop-and-Reverse calculates a trailing stop. Developed by J. Welles Wilder.

### Usage

    SAR(HL, accel = c(0.02, 0.2))

### Arguments

`HL` | Object that is coercible to xts or matrix and contains High-Low prices.
`accel` | accel[1]: Acceleration factor. accel[2]: Maximum acceleration factor.

### Details

The calculation for the SAR is quite complex. See the URLs in the references section for calculation notes.

The SAR assumes that you are always in the market, and calculates the Stop And Reverse point when you would close a long position and open a short position or vice versa.

### Value

A object of the same class as `HL` or a vector (if `try.xts` fails) containing the Parabolic Stop and Reverse values.

### Author(s)

Joshua Ulrich

### References

The following site(s) were used to code/document this indicator:
http://www.linnsoft.com/tour/techind/sar.htm
http://www.fmlabs.com/reference/SAR.htm
http://stockcharts.com/education/IndicatorAnalysis/indic_ParaSAR.htm
http://www.equis.com/Customer/Resources/TAAZ/?c=3&p=87

### See Also

See `ATR` and `ADX`, which were also developed by Welles Wilder.

### Examples

    data(ttrc)
    sar <- SAR(ttrc[,c("High","Low")])

[Package TTR version 0.23-1 Index]