Parabolic SAR - Extended (SAREXT)

Summary

Extended Parabolic SAR (stop and reverse) giving the caller full control over the initial state and separate acceleration factors for long and short positions. Unlike SAR, it returns negative values while short so reversals are distinguishable. Sign flip of the output marks a trend reversal (positive=long stop, negative=short stop).

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: dot

Formula

SAR_next = SAR + AF*(EP - SAR), then clamped within the prior and current bar's range. On penetration, reverse: set SAR=EP (clamped), reset AF to its Init value, EP=extreme of the new direction. Output is +SAR when long, -SAR when short. On reversal an optional offset is applied: long->short SAR*(1+offset), short->long SAR*(1-offset).

Inputs

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

Outputs

outReal — SAR stop level; positive while long, negative while short

Parameters

Parameter	Type	Default	Accepted values	Description
`optInStartValue`	real	0	any real	Initial SAR/direction: 0 auto, >0 start long at value, <0 start short at -value
`optInOffsetOnReverse`	real	0	≥ 0	Fractional offset applied to the stop on each reversal
`optInAccelerationInitLong`	real	0.02	≥ 0	Initial acceleration factor when long
`optInAccelerationLong`	real	0.02	≥ 0	AF increment per new long extreme
`optInAccelerationMaxLong`	real	0.2	≥ 0	Cap on the long acceleration factor
`optInAccelerationInitShort`	real	0.02	≥ 0	Initial acceleration factor when short
`optInAccelerationShort`	real	0.02	≥ 0	AF increment per new short extreme
`optInAccelerationMaxShort`	real	0.2	≥ 0	Cap on the short 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

#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_SAREXT( 0, n - 1, high, low, 0.0, 0.0, 0.02, 0.02, 0.2, 0.02, 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.sarext(0, high.len() - 1, &high, &low, 0.0, 0.0, 0.02, 0.02, 0.2, 0.02, 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.sarext(0, high.length - 1, high, low, 0.0, 0.0, 0.02, 0.02, 0.2, 0.02, 0.02, 0.2,
                         out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

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.Sarext(0, high.Length - 1, high, low, 0.0, 0.0, 0.02, 0.02, 0.2, 0.02, 0.02, 0.2,
                         outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { sarext } from 'ta-lib';

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

const { begIdx, values } = sarext({ high, low }, {
  startValue: 0,
  offsetOnReverse: 0,
  accelerationInitLong: 0.02,
  accelerationLong: 0.02,
  accelerationMaxLong: 0.2,
  accelerationInitShort: 0.02,
  accelerationShort: 0.02,
  accelerationMaxShort: 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: sarext.c · sarext.yaml

Native	File
C	`ta_SAREXT.c`
Rust	`sarext.rs`
Java	`Core_SAREXT.java`
C#	`Core_SAREXT.cs`
TypeScript	`sarext.ts`

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

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

Aliases

Parabolic SAR Extended, Extended Parabolic Stop and Reverse