Overlap studies

Parabolic SAR

Trend-following stop-and-reversal level derived from recent highs and lows.

Engine
TA-Lib
Function
SAR
Input series
high, low
Outputs
1

How it works

Parabolic SAR recursively moves a stop level toward the trend's extreme point using an acceleration factor that increases up to the configured maximum and reverses sides when price crosses the stop.

Use case

Use Parabolic SAR as a trend-direction, trailing-stop, and reversal-level feature, with caution in sideways markets.

Parameters

ParameterTypeDefaultBounds or optionsDescription
Accelerationnumber0.020…1.7976931348623157e+308Acceleration-factor step applied as the trend extends.
Maximum Accelerationnumber0.20…1.7976931348623157e+308Maximum acceleration factor allowed during a trend.

Outputs

OutputTypeDescription
SARnumberParabolic stop-and-reversal level for the bar.

Reading the result

Parabolic SAR produces a trailing price-level series whose internal state accelerates as a directional move extends and resets when the model reverses direction. The output is best interpreted relative to price and the inferred trend side.

Because the calculation is path-dependent, an earlier repaired or revised bar can affect later values even when the recent bars themselves did not change.

Common mistakes

  1. Treating the output as a guaranteed stop level or execution instruction.
  2. Using aggressive acceleration settings without evaluating frequent reversals.
  3. Comparing only the latest value from datasets with different starting history.
  4. Applying crossover logic without accounting for gaps and price discontinuities.

DataCat workflow notes

For research, derive distance from close and side-of-price as explicit downstream features. Keep the raw price-level output and quality state so transformations remain reproducible.

Resources

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