fxcodebase-backup
Colour SAR
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=295
Forum: 17 · Topic 295 · 17 post(s)
Colour SAR
Nikolay.Gekht · Tue Feb 09, 2010 3:35 pm
This is a slightly modified version of the standard TS/Marketscope SAR indicator which:
- lets choose different color for up and down parts of SAR
- lets choose step and maximum values (default values are 0.02 and 0.2)
Code: Select all `– The indicator corresponds to the Parabolic indicator in MetaTrader. – The formula is described in the Kaufman “Trading Systems and Methods” chapter 5 “Trend Systems” (page 98-99)
– Indicator profile initialization routine – Defines indicator profile properties and indicator parameters function Init() indicator:name(“Color SAR”); indicator:description(“Helps to define the direction of the prevailing trend and the moment to close positions opened during the reversal.”); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addDouble(“Step”, “Step”, “”, 0.02, 0.001, 1); indicator.parameters:addDouble(“Max”, “Max”, “”, 0.2, 0.001, 10); indicator.parameters:addColor(“clrUp”, “Up Line Color”, “”, core.rgb(255, 0, 0)); indicator.parameters:addColor(“clrDown”, “Down Line Color”, “”, core.rgb(0, 255, 0)); end
– Indicator instance initialization routine – Processes indicator parameters and creates output streams – Parameters block
local first; local source = nil; local tradeHigh = nil; local tradeLow = nil; local parOp = nil; local position = nil; local af = nil; local Step; local Max;
– Streams block local SAR = nil; local UP = nil; local DOWN = nil;
– Routine function Prepare() source = instance.source; first = source:first() + 1;
Step = instance.parameters.Step; Max = instance.parameters.Max;
local name = profile:id() .. “(“ .. source:name() .. “,” .. Step .. “,” .. Max .. “)”; instance:name(name);
tradeHigh = instance:addInternalStream(0, 0); tradeLow = instance:addInternalStream(0, 0); parOp = instance:addInternalStream(0, 0); position = instance:addInternalStream(0, 0); af = instance:addInternalStream(0, 0); SAR = instance:addInternalStream(first, 0); UP = instance:addStream(“UP”, core.Dot, name .. “.Up”, “UP”, instance.parameters.clrUp, first) DOWN = instance:addStream(“DN”, core.Dot, name .. “.Dn”, “DN”, instance.parameters.clrDown, first) end
– Indicator calculation routine function Update(period) local init = Step; local quant = Step; local maxVal = Max; local lastHighest = 0; local lastLowest = 0; local high = 0; local low = 0; local prevHigh = 0; local prevLow = 0; if period >= first then high = source.high[period]; low = source.low[period]; prevHigh = source.high[period - 1]; prevLow = source.low[period - 1]; if (period == first) then tradeHigh[period] = prevHigh; tradeLow[period] = prevLow; position[period] = -1; parOp[period] = prevHigh; af[period] = 0; else parOp[period] = parOp[period - 1]; position[period] = position[period - 1]; tradeHigh[period] = tradeHigh[period - 1]; tradeLow[period] = tradeLow[period - 1]; af[period] = af[period - 1]; end lastHighest = tradeHigh[period]; lastLowest = tradeLow[period]; if high > lastHighest then tradeHigh[period] = high; end
if low < lastLowest then tradeLow[period] = low; end
if position[period] == 1 then if (low < parOp[period]) then position[period] = -1; SAR[period] = lastHighest; tradeHigh[period] = high; tradeLow[period] = low; af[period] = init; parOp[period] = SAR[period] + af[period] * (tradeLow[period] - SAR[period]); if (parOp[period] < high) then parOp[period] = high; end if (parOp[period] < prevHigh) then parOp[period] = prevHigh; end else SAR[period] = parOp[period]; if (tradeHigh[period] > tradeHigh[period - 1] and af[period] < maxVal) then af[period] = af[period] + quant; if af[period] > maxVal then af[period] = maxVal; end end
parOp[period] = SAR[period] + af[period] * (tradeHigh[period] - SAR[period]); if (parOp[period] > low) then parOp[period] = low; end if (parOp[period] > prevLow) then parOp[period] = prevLow; end end else if (high > parOp[period]) then position[period] = 1; SAR[period] = lastLowest; tradeHigh[period] = high; tradeLow[period] = low; af[period] = init; parOp[period] = SAR[period] + af[period] * (tradeHigh[period] - SAR[period]); if (parOp[period] > low) then parOp[period] = low; end if (parOp[period] > prevLow) then parOp[period] = prevLow; end else SAR[period] = parOp[period]; if (tradeLow[period] < tradeLow[period - 1] and af[period] < maxVal) then af[period] = af[period] + quant; if af[period] > maxVal then af[period] = maxVal; end end
parOp[period] = SAR[period] + af[period] * (tradeLow[period] - SAR[period]); if (parOp[period] < high) then parOp[period] = high; end if (parOp[period] < prevHigh) then parOp[period] = prevHigh; end end end
if position[period] == 1 then DOWN[period] = SAR[period]; else UP[period] = SAR[period]; end end end`
Download indicator:
Re: Colour SAR
maani1972 · Wed Apr 21, 2010 7:25 am
Hi Nikolay,
You added a great feature to the SAR, congratulation. Do you think it would be possible to add a way to make the dots bigger, more visible? And when the SAR changes from up to down and the opposite, it can generate at the first dot, a bigger dot than the others or an arrow? And do you think having a sound alert of our choice and e-mail alerts can be done? If so do you think with your skills you can do that? If so let me know. Have a great day.
Re: Colour SAR
chriz2110 · Sat Jan 08, 2011 10:53 am
Hi Nikolay,
Would it be possible for someone to write an original Parabolic Sar strategy like this Expert Advisor:
http://www.tradingsystemforex.com/exper … ar-ea.html.
Thank you & kindly regards,
chriz2110
Re: Colour SAR
Apprentice · Sat Jan 08, 2011 12:44 pm
Added to the development cue.
Re: Colour SAR
Apprentice · Fri Mar 30, 2012 6:18 am
Requested can be found here. viewtopic.php?f=31&t=15391
Re: Colour SAR
bbpulse · Wed May 23, 2012 10:25 am
I am trying to Load the SAR indicator with sound and bigger color dots but it keeps giving me an error which reads incorrect file format. I see the code is saved as .lua I’m not familiar with this. I copied the code and saved it on Notepad but the error continues.
Any thoughts?
Re: Colour SAR
Apprentice · Thu May 24, 2012 5:58 am
Can you post, or send this code to my privat email.
Re: Colour SAR
DanPhi74 · Tue Jul 12, 2016 5:18 am
Hello,
could you code a version of Color SAR with the step until 0.0000001 ?
Best regards Daniel
Re: Colour SAR
Apprentice · Tue Jul 12, 2016 7:26 am
Try it now.
Re: Colour SAR
DanPhi74 · Wed Jul 13, 2016 10:08 am
Many Thanks to you !
Re: Colour SAR
DanPhi74 · Fri Jul 22, 2016 3:57 am
Hello Guys,
could you improve the CSAR indi by enabling bigger size of dots ?
Best regards Dan
Re: Colour SAR
Apprentice · Sun Jul 24, 2016 7:35 am
Width option added.
Re: Colour SAR
DanPhi74 · Wed Jul 27, 2016 6:37 am
Many thanks again !
Re: Colour SAR
Apprentice · Tue Sep 04, 2018 9:59 am
The indicator was revised and updated.
Re: Colour SAR
xpertize · Fri Nov 15, 2019 8:20 am
Hello Fxcodebase,
I want to add Moving average on SAR. I can do that perfectly on MT4 software like this:
But when I do that on Tradestation II, it shows two SAR values. Like Up and down. Under the data source tab.
Is there any way I can place Moving average on SAR just like I did on MT4? Without the up and down values separately.
Thanks, Xpertize
Re: Colour SAR
Apprentice · Sat Nov 16, 2019 7:19 am
Try this version. viewtopic.php?f=17&t=29613
Re: Colour SAR
xpertize · Sat Nov 16, 2019 8:13 am
Thanks Apprentice!