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Parabolic SAR Amibroker AFL

Parabolic SAR Amibroker AFL
Parabolic SAR Amibroker AFL
//www.aflcode.com

IAF = 0.02;       // acceleration factor
MaxAF = 0.2;     // max acceleration

psar = Close;  // initialize
long = 1;        // assume long for initial conditions
af = IAF;         // init acelleration factor
ep = Low[ 0 ];   // init extreme point
hp = High [ 0 ];
lp = Low [ 0 ];

for( i = 2; i < BarCount; i++ )
{
 if ( long )
 {
  psar [ i ] = psar [ i-1 ] + af * ( hp - psar [ i-1 ] );
 }
 else
 {
  psar [ i ] = psar [ i-1 ] + af * ( lp - psar [ i-1 ] );
 }

 reverse =  0;
 //check for reversal
 if ( long )
 {
  if ( Low [ i ] < psar [ i ]  )
  {
   long = 0; reverse = 1; // reverse position to Short
   psar [ i ] =  hp;       // SAR is High point in prev trade
   lp = Low [ i ];
   af = IAF;
  }
 }
 else
 {
  if ( High [ i ] > psar [ i ]  )
  {
   long = 1; reverse = 1;        //reverse position to long
   psar [ i ] =  lp;
   hp = High [ i ];
   af = IAF;
  }
 }

 if ( reverse == 0 )
 {
  if ( long )
  {
   if ( High [ i ] > hp ) 
   {
    hp = High [ i ]; 
    af = af + IAF; 
    if( af > MaxAF ) af = MaxAF; 
   }
             
   if( Low[ i - 1 ] < psar[ i ] ) psar[ i ] = Low[ i - 1 ];
   if( Low[ i - 2 ] < psar[ i ] ) psar[ i ] = Low[ i - 2 ];
  }
       else
  {
   if ( Low [ i ] < lp )  
   { 
    lp = Low [ i ]; 
    af = af + IAF; 
    if( af > MaxAF ) af = MaxAF; 
   } 
    
   if( High[ i - 1 ] > psar[ i ] ) psar[ i ] = High[ i - 1 ];
   if( High[ i - 2 ] > psar[ i ] ) psar[ i ] = High[ i - 2 ];

  }
 }
}

Plot( Close, "Price", colorBlack, styleCandle );
Plot( psar, "SAR", colorRed, styleDots | styleNoLine | styleThick );
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