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).

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

inPriceHL — High and low price series

Outputs

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

Parameters

optInStartValue — Initial SAR/direction: 0 auto, >0 start long at value, <0 start short at |value|
optInOffsetOnReverse — Fractional offset applied to the stop on each reversal
optInAccelerationInitLong — Initial acceleration factor when long
optInAccelerationLong — AF increment per new long extreme
optInAccelerationMaxLong — Cap on the long acceleration factor
optInAccelerationInitShort — Initial acceleration factor when short
optInAccelerationShort — AF increment per new short extreme
optInAccelerationMaxShort — Cap on the short acceleration factor

Implementation

TA-Lib Definition: sarext.c · sarext.yaml

Native	File
C	`ta_SAREXT.c`
Rust	`sarext.rs`
Java	`Core.java`

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

Aliases

Parabolic SAR Extended, Extended Parabolic Stop and Reverse