Parabolic SAR (SAR)

Summary

Wilder's Parabolic SAR (Stop And Reverse): a trailing stop/reverse level that accelerates toward price via an acceleration factor. Signals trend direction and trailing exit points. SAR below price = uptrend (long); SAR above price = downtrend (short). Price crossing SAR flips direction.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: dot

Formula

SAR_next = SAR + af * (EP - SAR) EP = extreme point (highest high in long / lowest low in short); af starts at Acceleration, += Acceleration each new EP, capped at Maximum. On penetration: reverse, SAR := prior EP, reset af = Acceleration. SAR clamped each bar so it does not penetrate the prior/current bar's range.

Inputs

• inHigh — High price of each bar
• inLow — Low price of each bar

Outputs

• outReal — Parabolic SAR stop/reverse level per bar

Parameters

Parameter	Type	Default	Accepted values	Description
optInAcceleration	real	0.02	≥ 0	Step added to the acceleration factor on each new extreme point
optInMaximum	real	0.2	≥ 0	Ceiling on the acceleration factor

Properties

Numerical Stability: Path-Dependent

✅ Overlap Input i
☐ Independent Y-Axis
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_SAR( 0, n - 1, high, low, 0.02, 0.2, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let high = vec![0.0; 252]; // your data, oldest first
let low = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.sar(0, high.len() - 1, &high, &low, 0.02, 0.2, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.sar(0, high.length - 1, high, low, 0.02, 0.2, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

using System;
using TALib;

var high = new double[252]; // your data, oldest first
var low = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Sar(0, high.Length - 1, high, low, 0.02, 0.2, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { sar } from 'ta-lib';

const high = new Float64Array(252); // your data, oldest first
const low = new Float64Array(252); // your data, oldest first

const { begIdx, values } = sar({ high, low }, {
  acceleration: 0.02,
  maximum: 0.2,
});
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: sar.c · sar.yaml

Native	File
C	ta_SAR.c
Rust	sar.rs
Java	Core_SAR.java
C#	Core_SAR.cs
TypeScript	sar.ts

Python: talib.SAR, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Parabolic SAR, PSAR, Stop and Reverse

See Also

SAREXT · MINUS_DM · PLUS_DM

References

• J. Welles Wilder, New Concepts in Technical Trading Systems, Trend Research (ISBN 0894590278)