MTF and issue with SAR formula

pavix · 2021-06-14T15:30:33+00:00

Hello everyone I am using the SAR formula as here below. My main timeframe is 15minutes, But I am trying to use this SAR indicator in the 1H timeframe. I have therefore created an basic indicator to view the in the 15m window the values of that 1h SAR I am using the GRAPHONPRICE function to check the values used for my strategy However, if i am facing several issue: – in the 15m timeframe window – the extreme SAR of the 1H timeframe(Lowest or highest in a trend) is delayed by 1 or 2 periods – this is the only issue with the indicator – the delay – but with the stratagy, there is the delay with the extreme point, but then every steps / variation is different from the 1h window I have of course expanded my 15min chart to 10k, then 50k then 200k units, but no changes; Please note than I am facing the same Delay issue with the basic SAR (1 period delay) Please not as well I have teste those configurations with the updateonclose function or not ANy idea ? Thank you in advance DEFPARAM CALCULATEONLASTBARS = 50000 once facteur=0.02 once increment=0.02 once maxfacteur=0.2 extreme1=extreme[1] tendance1=tendance[1] tmpsar1=tmpSAR[1] high1=high[1] low1=low[1] if tendance1 = 1 then extreme = max(extreme1, high) if tmpsar1 > low then tendance = -1 facteur = 0.02 tmpSAR = extreme extreme = low else if extreme > extreme1 and facteur <maxfacteur then facteur = min( maxfacteur, facteur + increment) endif tmpSAR =tmpsar1+facteur*(extreme-tmpsar1) tmpSAR = min(tmpSAR,min(low,low1)) endif elsif tendance1 = -1 then extreme = min(extreme1, low ) if tmpsar1 <high then tendance = 1 facteur = 0.02 tmpSAR = extreme extreme = high else if extreme < extreme1 and facteur <maxfacteur then facteur = min( maxfacteur, facteur + increment ) endif tmpSAR = tmpsar1+facteur*(extreme-tmpsar1) tmpSAR = max(tmpSAR,max(high,high1)) endif else facteur = 0.02 tmpSAR = low extreme = high tendance = 1 endif If tendance[1]= 1 then Col=1 Else col=-1 Endif return tmpSAR[1]

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06/14/2021 at 4:30 PM #171756 quote
pavix
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Hello everyone

I am using the SAR formula as here below.
My main timeframe is 15minutes, But I am trying to use this SAR indicator in the 1H timeframe.

I have therefore created an basic indicator to view the in the 15m window the values of that 1h SAR
I am using the GRAPHONPRICE function to check the values used for my strategy

However, if i am facing several issue:
– in the 15m timeframe window
– the extreme SAR of the 1H timeframe(Lowest or highest in a trend) is delayed by 1 or 2 periods
– this is the only issue with the indicator – the delay
– but with the stratagy, there is the delay with the extreme point, but then every steps / variation is different from the 1h window

I have of course expanded my 15min chart to 10k, then 50k then 200k units, but no changes;

Please note than I am facing the same Delay issue with the basic SAR (1 period delay)
Please not as well I have teste those configurations with the updateonclose function or not
ANy idea ?
Thank you in advance
```
DEFPARAM CALCULATEONLASTBARS = 50000

once facteur=0.02
once increment=0.02
once maxfacteur=0.2
extreme1=extreme[1]
tendance1=tendance[1]
tmpsar1=tmpSAR[1]
high1=high[1]
low1=low[1]

if tendance1 = 1 then
extreme = max(extreme1, high)
if tmpsar1 > low then
tendance = -1
facteur = 0.02
tmpSAR = extreme
extreme = low
else
if extreme > extreme1 and facteur <maxfacteur then
facteur = min( maxfacteur, facteur + increment)
endif
tmpSAR =tmpsar1+facteur*(extreme-tmpsar1)
tmpSAR = min(tmpSAR,min(low,low1))
endif
elsif tendance1 = -1 then
extreme = min(extreme1, low )
if tmpsar1 <high then
tendance = 1
facteur = 0.02
tmpSAR = extreme
extreme = high
else
if extreme < extreme1 and facteur <maxfacteur then
facteur = min( maxfacteur, facteur + increment )
endif
tmpSAR = tmpsar1+facteur*(extreme-tmpsar1)
tmpSAR = max(tmpSAR,max(high,high1))
endif
else
facteur = 0.02
tmpSAR = low
extreme = high
tendance = 1
endif
If tendance[1]= 1 then
Col=1
Else
col=-1
Endif
 
return tmpSAR[1]
```
06/15/2021 at 9:08 AM #171780 quote
Nicolas
Keymaster

Legend
Je ne suis pas certain de bien comprendre, mais pourquoi ne pas utiliser directement l’instruction SAR avec le MTF dans un indicateur:
```
timeframe(1 hour,updateonclose)
isar = SAR[0.02,0.02,0.2]

return isar
```
06/15/2021 at 4:48 PM #171816 quote

pavix
Participant

Average

Thank you Nicolas

I agree : with the SAR function, this is working.
However, there is a slight difference in terms of value between the SRA function and the SAR formula mentioned here above ; moreoverthe value is totally different when the SAR is touched by the price.

Point is that I Still do not understand why in this case this formula gievs different results as an indicator or a called function under a strategy.
I am still investigating – I am moving forward in the meanwhile with the basic SAR function
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