Parabolic SAR Strategy (on close) [QuantNomad]

2019年12月18日

Created a Parabolic SAR strategy where price has to close under/above the level before for it to reverse. This way it should be a bit more stable and protect you from false breakouts.
It was impossible to adjust the built-in "sar" function so I implemented PSAR from scratch. So if you're interested in how it's work inside you can check the code and probably adjust to your need if you have a custom modification of PSAR in your mind.

2020年4月25日

版本注释

Added "Entry on Nth trend bar" parameter. Now you can specify on which trends bar do you want to reverse position. That can help you to filter out noice and skip 1-2 bars trends.