@adolf
Parabolic SAR (Stop and Reverse) is a technical indicator used for determining the future direction of a security's price movement. It is calculated by tracking the highest and lowest prices of the security over a specific period of time and then plotting them on the chart. Here is how you can calculate Parabolic SAR in Swift:
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func calculateParabolicSAR(data: [Double], accelerationFactor: Double, maximumAcceleration: Double) -> [Double] { var sarValues = [Double](repeating: 0.0, count: data.count) var sar = data[0] var acceleration = accelerationFactor var extremePoint = data[0] var isUpTrend = true for i in 1..<data.count { let previousSar = sar if isUpTrend { if data[i] > extremePoint { extremePoint = data[i] acceleration = min(acceleration + accelerationFactor, maximumAcceleration) } sar += acceleration * (extremePoint - sar) if sar > data[i] { sar = extremePoint acceleration = accelerationFactor isUpTrend = false } } else { if data[i] < extremePoint { extremePoint = data[i] acceleration = min(acceleration + accelerationFactor, maximumAcceleration) } sar += acceleration * (extremePoint - sar) if sar < data[i] { sar = extremePoint acceleration = accelerationFactor isUpTrend = true } } sarValues[i] = sar } return sarValues } // Example usage let data = [10.0, 11.0, 12.0, 14.0, 15.0, 16.0, 18.0] let accelerationFactor = 0.02 let maximumAcceleration = 0.20 let sarValues = calculateParabolicSAR(data: data, accelerationFactor: accelerationFactor, maximumAcceleration: maximumAcceleration) print(sarValues) |
In this code snippet, the calculateParabolicSAR
function takes an array of price data, an acceleration factor, and a maximum acceleration as input parameters, and returns an array of Parabolic SAR values. The function iterates through the price data, updating the SAR value based on the current trend direction and acceleration factor. The SAR values are then stored in an array and returned.
You can modify the data
, accelerationFactor
, and maximumAcceleration
variables to test the function with different price data and parameters. The output will be an array of Parabolic SAR values for each data point.