The Parabolic Stop-and-Reverse calculates a trailing stop. Developed by J.
Welles Wilder.
Usage
SAR(HL, accel = c(0.02, 0.2))
Value
A object of the same class as HL or a vector (if
try.xts fails) containing the Parabolic Stop and Reverse values.
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.
Author
Joshua Ulrich
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.