НЕФТЬ торговля интрадей - ждем Дембеля!

День ВОСЬМОГО ноября - 
Красный день календаря?

Parabolic (Para)

Welles Wilder's Parabolic SAR study is a time/price reversal system. The letters «SAR» stand for «stop and reverse» meaning that the position is reversed when the protective stop is hit.

It is a trend-following system. As prices trend higher, the SARs tend to start out slower and then accelerate with the trend. In a downtrend, the same thing happens but in the opposite direction. The SAR numbers are calculated and available to the user for the following day based on the following equation:

where: AF begins at 0.020 (default value) and is increased by .02 each bar that a new high/low is made (depending on the trend direction) until a value of 0.20 is reached; EP = Extreme Price point for the trade made so far (if Long, EP is the extreme high price for the trade; if Short, EP is the extreme low price for the trade).

Thus, the Parabolic Time/Price System rides the trend until the SAR price is penetrated. Then the existing position is closed out and the reverse position is opened.