How To Compute Parabolic SAR (Stop and Reverse) in Ruby?

Member

by melvina , in category: Technology , 8 months ago

How To Compute Parabolic SAR (Stop and Reverse) in Ruby?

Facebook Twitter LinkedIn Telegram Whatsapp

1 answer

by oda.tromp , 8 months ago

@melvina 

Here is a simple implementation of computing Parabolic SAR (Stop and Reverse) in Ruby:

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
def parabolic_sar(high_values, low_values, acceleration_factor = 0.02, max_acceleration_factor = 0.2)
  sar = 0
  sar_values = []
  trend = 1
  acceleration = acceleration_factor
  max_high = high_values.max
  min_low = low_values.min

  high_values.each_with_index do |high, i|
    low = low_values[i]

    if i == 0
      sar = low
      sar_values << sar
    else
      prev_sar = sar_values.last

      if trend == 1
        if high > max_high
          max_high = high
          acceleration = [acceleration + acceleration_factor, max_acceleration_factor].min
        end

        sar = prev_sar + acceleration * (max_high - prev_sar)
        
        if low < sar
          sar = max_high
          trend = -1
          acceleration = acceleration_factor
          max_high = high_values[0..i].max
          min_low = low_values[0..i].min
        end
      else
        if low < min_low
          min_low = low
          acceleration = [acceleration + acceleration_factor, max_acceleration_factor].min
        end

        sar = prev_sar + acceleration * (min_low - prev_sar)
        
        if high > sar
          sar = min_low
          trend = 1
          acceleration = acceleration_factor
          max_high = high_values[0..i].max
          min_low = low_values[0..i].min
        end
      end
      
      sar_values << sar
    end
  end

  return sar_values
end

# Example usage
high_values = [10, 12, 14, 16, 18]
low_values = [8, 9, 10, 12, 14]
sar_values = parabolic_sar(high_values, low_values)

puts sar_values


In this implementation, we define a parabolic_sar function that takes in arrays of high and low values as input. It computes the Parabolic SAR values based on the high and low values, acceleration factor, and max acceleration factor. The function returns an array of SAR values corresponding to the input data.


You can customize the input high and low values as well as the acceleration factors to suit your specific requirements.