Parabolic SAR (sar)

[[sar]] computes the Parabolic SAR (Stop and Reverse), a trailing level represented as a numeric series around price. During an upward phase it moves below price; during a downward phase it moves above price. When price crosses the calculated level, SAR switches sides and a new phase begins.

The level accelerates as the phase reaches new extremes. start sets the initial acceleration, increment increases it at each new extreme, and max_value caps its growth. This makes the level close the gap to price more quickly as the move continues. When SAR switches sides, the acceleration resets to its initial value.

Block declaration#

A strategy can contain multiple [[sar]] blocks. Each block outputs one numeric series named by id.

The [[sar]] block has no source parameter: it is always computed from the candle high, low, and close prices of the selected symbol and timeframe.

Examples#

Minimal setup#

This block uses the default parameters: start = 0.02, increment = 0.02, and max_value = 0.2.

[[sar]]
id = "sar"

Custom fixed setup#

This block uses a more reactive SAR than the default setup.

[[sar]]
id        = "sar"
start     = 0.03
increment = 0.04
max_value = 0.3

Search for optimal parameters#

This block explores several starting values and acceleration caps while keeping the increment fixed.

[[sar]]
id              = "sar"
start.start     = 0.01
start.stop      = 0.04
start.step      = 0.01
increment       = 0.02
max_value.start = 0.1
max_value.stop  = 0.3
max_value.step  = 0.05

Bullish context filter#

This example uses SAR as a trend filter and optimizes max_value to test several levels of reactivity. The strategy only moves to the next block when the closing price is above SAR, which usually corresponds to a bullish context.

[[sar]]
id              = "sar"
start           = 0.02
increment       = 0.02
max_value.start = 0.1
max_value.stop  = 0.3
max_value.step  = 0.05

[[condition]]
id            = "price_above_sar"
condition     = "close > sar"
next_block_id = "..."

Dedicated symbol and timeframe#

This block computes SAR from the daily candles of BINANCE:ETHUSDT. The high, low, and close prices come from this symbol and timeframe, independently of the primary symbol and timeframe defined in [backtest]. See Exchanges, Symbols and Timeframes for alignment rules.

[[sar]]
id        = "sar"
symbol    = "BINANCE:ETHUSDT"
timeframe = "D"

Parameters#

Available variables#

The SAR block exposes one numeric series and its parameters, along with its input sources, symbol, and timeframe.

Assume the block is configured as:

[[sar]]
id = "sar"

Then:

Notes

• Numeric variables support arithmetic, comparisons, and logical operators.
• Text variables are strings intended for equality/inequality checks only.