I was interested in trying to calculate Wilder’s Parabolic SAR. The description in Stock Charts Chart School is a bit abbreviated, and I don’t have a copy of his book. I have created a spreadsheet that seems to calculate correctly for S&P 500 index for the last year or so. The spreadsheet is: PSAR SPX . Columns A-G are from a download that includes the SAR value. Column H is whether the trend is up or down [cell H3 is =IF(I3<E3,1,-1) ]. Column I is the calculated SAR [cell I3 is =IF(H4=1,IF(MIN(D4:D5,L3+I4)>D3,MAX(OFFSET(C4,0,0,MATCH(-1,H4:H104,0),1)),MIN(D4:D5,L3+I4)),IF(MAX(C4:C5,L3+I4)<C3,MIN(OFFSET(D4,0,0,MATCH(1,H4:H104,0),1)),MAX(C4:C5,L3+I4))) ], Column J is the extended point value [ J3 is =IF(H4=1,MAX(C4,J4),MIN(D4,J4)) ], Column K is the acceleration factor [K3 is =MIN(IF(H4+H5=0,$K$2,IF(OR(AND(H4=1,J3=C4,J3<>J4),AND(H4 = -1, J3=D4,J3<>J4)),$K$2,0)+K4),$L$2) ], with K2 being the starting factor and L2 being the max factor value. Column L is the adjustment to the previous SAR to get the current SAR [ L3 is =(J3-I4)*K3 ]. Column M is just the difference between the downloaded value and calculated value.

Beware, I don’t have Wilder’s book to verify the formula, so the calculations might not be correct in all cases – use at your own risk!

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August 19, 2013 at 9:35 am |

I have the Excel formula for PSAR if it is of any use.