Struct ParabolicSarEngine 

pub struct ParabolicSarEngine { /* private fields */ }

Parabolic SAR.

Starts long on the first bar with SAR = low, EP = high, AF = step, and publishes that first SAR. On every following bar the next SAR is SAR + AF * (EP - SAR):

• Long: a low below it reverses to short — the SAR becomes the EP, the EP this bar’s low, and AF = step. Otherwise a new high moves the EP and raises AF by step up to max_step, and the SAR is held at or below the previous and the current low.
• Short: symmetric, with highs.

The hold uses the previous bar’s extreme only (the current one is already excluded by the reversal check before it). The original rule holds the SAR beyond the extremes of the two previous bars, so after a sharp two-bar move this SAR can sit closer to price.

value: the SAR; extra["is_long"] (1/0) and extra["af"]. First output: with the first bar. Indicator::reset returns to the long start.

Implementations

impl ParabolicSarEngine

pub fn new(step: f64, max_step: f64) -> Self

Trait Implementations

impl Indicator for ParabolicSarEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.