A very simple Parabolic Sar Screener

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  • #47306 quote
    Francesco
    Participant
    Average

    Hallo to all,

    I just wrote some code lines to build a very simple screener, which find Parabolic SAR inversion points.

    The screener output is a list of Tickers with one additional column that gives the direcion of starting trend. The column is named “Go”: (go) Long = 1; (go) Short = -1.

    The code:

    //////////////////////////////////////////////////////////////////////////////////////
    
    MySar = SAR[0.02,0.02,0.2]
    
    LongCondition = MySar < Min(Open,Close) And MySar[1] > Max(Open[1], Close[1])
    ShortCondition = MySar > Max(Open,Close) And MySar[1] < Min(Open[1], Close[1])
    
    If LongCondition then
    Result = 1
    endif
    
    If ShortCondition then
    Result = -1
    endif
    
    SCREENER[LongCondition Or ShortCondition] (Result as "Go")
    
    //////////////////////////////////////////////////////////////////

     

    Ciao

    Nicolas and bibifricotin thanked this post
    ParabolicSarScr.jpg ParabolicSarScr.jpg
    #165101 quote
    bibifricotin
    Participant
    Junior

    Merci je cherchais ce screener
    Thank you I was looking for this screener

    #165110 quote
    robertogozzi
    Moderator
    Master

    @bibifricotin

    Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

    Thank you 🙂

    #204454 quote
    mataresc
    Participant
    New

    When I run the screener in most of the cases I get a list of stocks were the SAR is not making any inversion .

    Did anyone found it also this issue ?

    Thanks

    #204455 quote
    JS
    Participant
    Senior

    Hi @mataresc

    I have tried the screener and in most cases the screener output is correct…

    Can you give an example where it’s not right?

    #204504 quote
    mataresc
    Participant
    New
    Hi JS Thanks for answering … In some cases it works and in some cases no. Pls find attached some files were despite the stock being listed as one stock with a change in the Parabolic from red to green  the stock did not changed Thanks ! Mariano
    Iberpapel.png Iberpapel.png
    #204506 quote
    mataresc
    Participant
    New
    #204519 quote
    JS
    Participant
    Senior

    Hi @mataresc

    With me, the graphs are all in line with the screener…

    It’s probably because of the “end of day” data you use…

    Scherm­afbeelding-2022-11-20-om-18.07.14.png Scherm­afbeelding-2022-11-20-om-18.07.14.png
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A very simple Parabolic Sar Screener


ProScreener: Market Scanners & Detection

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Francesco @f-malagrida Participant
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This topic contains 7 replies,
has 4 voices, and was last updated by JS
3 years, 3 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 09/25/2017
Status: Active
Attachments: 5 files
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