How To Compute Parabolic SAR (Stop and Reverse) using R?

@leonor 

Here is an example code that demonstrates how to compute Parabolic SAR using R:

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# Load required libraries
library(quantmod)

# Load sample data
data <- get(getSymbols("AAPL", auto.assign = FALSE))

# Calculate Parabolic SAR
sar <- SAR(data$AAPL.High, data$AAPL.Low, acceleration = 0.02, maximum = 0.2)

# Plotting the result
plot(data$AAPL.Close, type = "l", col = "blue", xlab = "Date", ylab = "Price")
lines(sar$up, col = "green")
lines(sar$dn, col = "red")

In this code snippet, we first load the required libraries, then load sample data (in this case, stock price data for Apple Inc.). We then calculate the Parabolic SAR using the SAR() function provided by the quantmod package.

The SAR() function requires the high and low prices of the asset, as well as parameters for acceleration and maximum values. The result is then plotted on a chart along with the closing prices of the stock.

You can modify the code to use your own data and parameters as needed.