MTF and issue with SAR formula

• 06/14/2021 at 4:30 PM #171756
  pavix

  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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  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]

  

  pavix

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  06/15/2021 at 9:08 AM #171780
  Nicolas

  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

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  timeframe(1 hour,updateonclose) isar = SAR[0.02,0.02,0.2]   return isar

  

  Nicolas

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  06/15/2021 at 4:48 PM #171816
  pavix

  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

  

  pavix

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