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Parabolic SAR

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Parabolic SAR

by Martin Kolar

 

11 Feb 2011 (Updated 14 Feb 2011)

calculates Parabolic SAR given high and low

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Description

Uses technique described on the Parabolic SAR wikipedia page. Candlestick Graph package used to create picture.

NOTE: I have implemented this to the best of my knowledge, but I'm noticing discrepancies between various calculations of Parabolic SAR. Use at your own risk!
MATLAB release MATLAB 7.11 (R2010b)
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analysis, finance, indicator(4), technical(2)
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Comments and Ratings (1)
09 Mar 2012 Jessica Lam  
Updates
14 Feb 2011

added discrepancy notice
15 Feb 2011

found and resolved a bug, and speeded up source code

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