Feature : Implements Parabolic SAR Extended (SAREXT) #8818
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| if (_sarInit != 0) | ||
| return Math.Abs(_sarInit); // Force SAR to be non-negative to maintain compatibility with SAR logic assumptions |
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See this comment about using Abs here
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The extended version can return negative values to indicate the short positioning, but the -ve values are handled in HandleLongPosition and HandleShortPosition. so removing this, thanks.
| if (Samples == 2) | ||
| { | ||
| Init(input); | ||
| _previousBar = input; |
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See this comment about _previousBar. Should it be returning here right away? Or just not set the previous bar at this point?
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if _previousBar is not set before calling HandleLongPosition or HandleShortPosition , the tests break because those methods rely on _previousBar being initialized.
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I understand, but _previousBar is set when the first sample comes in. The issue is that on sample 2, HandleLongPosition and HandleShortPosition will use input both as previous and current input, does that make sense?
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@jhonabreul On the second sample, using input as both the current and previous bar is intentional, it's part of the warm-up phase where trend direction and initial values are set (i.e., indicator initialization). Real SAR calculations begin from sample 3 (Samples >= 3), where _previousBar and input truly differ. The indicator is marked IsReady only after two samples.
Description
Implements Parabolic SAR Extended (SAREXT) IndicatorRelated Issue
#6987 Reference PR - #7528How Has This Been Tested?
Comparison against talib generated data for SAREXT - spy_sarext.csv
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