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Parabolic SAR

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    Parabolic SAR

    I hope someone here is familiar with the Parabolic SAR indicator. I am trying to model my parabolic SAR indicator to be identical to that of BarChart.com's. However, I am having trouble getting them to match up.

    Attached are 2 images, one of mine using the values I believe BarChart is using and one of BarChart's actual Parabolic SAR on a chart for the same period.

    This is the information I have found detailing how they use it.

    http://acs.barchart.com/sample/suppo...ies/paratp.htm
    Attached Files

    #2
    Hello albazzaztariq,

    Thank you for your post.

    What are the exact parameters used in BarChart for the Parabolic SAR?
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      "Barchart.com uses a default step of 50 periods and automatically sets the maximum step to 10% of the step value (5 periods with default)"

      Other than that, I do not know and that is the issue. I am hoping someone familiar with the indicator can advise

      Comment


        #4
        Hello albazzaztariq,

        Thank you for your response.

        If you just want to use the default settings then NinjaTrader is already set to these settings as well.
        Wilder recommends setting the step at .02 (50 periods) and the maximum step at .20 (5 periods).
        This is exactly how BarChart's default is and NinjaTrader's where in NinjaTrader the Acceleration (initial step) is 0.02, the max is 0.2 and the Acceleration Step (interval at which it accelerates) is set to 0.02.
        Patrick H.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_PatrickH View Post
          Hello albazzaztariq,

          Thank you for your response.

          If you just want to use the default settings then NinjaTrader is already set to these settings as well.

          This is exactly how BarChart's default is and NinjaTrader's where in NinjaTrader the Acceleration (initial step) is 0.02, the max is 0.2 and the Acceleration Step (interval at which it accelerates) is set to 0.02.
          I don't understand, are you saying this is already correct?

          Add(ParabolicSAR(0.02, 0.2, 0.02));

          Because that doesn't give the same result as shown in the 2 pictures I attached in the original post.

          Comment


            #6
            Hello albazzaztariq,

            Thank you for your response.

            Are you connected to BarChart in NinjaTrader? If you switch to the ES 03-14 on NinjaTrader do the charts match?
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_PatrickH View Post
              Hello albazzaztariq,

              Thank you for your response.

              Are you connected to BarChart in NinjaTrader? If you switch to the ES 03-14 on NinjaTrader do the charts match?
              I am not connected to BarChart, I use Vision Financial Markets. I just subscribe to BarChart and read it on the side.

              Comment


                #8
                Sorry, let me elaborate. The chart I posted is from BarChart's website, not from data drawn into NinjaTrader from BarChart. If you have a membership, you can access it here

                http://www.barchart.com/chart.php?sy...tted=1&ov1=064

                Comment


                  #9
                  Hello albazzaztariq,

                  Thank you for your response.

                  It is possible for the data to differ on two different platforms with two different data feeds. Please try connecting to BarChart in NinjaTrader and test the data again: http://www.ninjatrader.com/Connectio...tion-Guide.php
                  Patrick H.NinjaTrader Customer Service

                  Comment


                    #10
                    Originally posted by NinjaTrader_PatrickH View Post
                    Hello albazzaztariq,

                    Thank you for your response.

                    It is possible for the data to differ on two different platforms with two different data feeds. Please try connecting to BarChart in NinjaTrader and test the data again: http://www.ninjatrader.com/Connectio...tion-Guide.php
                    That is not the issue. I do not have BarChart as a market data provider so I can't do that anyway. If you look at the chart, the data is the same; I already checked that.

                    Comment


                      #11
                      Hello albazzaztariq,

                      Thank you for your response.

                      Please increment the Acceleration Step by .01 and test until you see the same results as in BarChart.
                      Patrick H.NinjaTrader Customer Service

                      Comment


                        #12
                        Originally posted by albazzaztariq View Post
                        I hope someone here is familiar with the Parabolic SAR indicator. I am trying to model my parabolic SAR indicator to be identical to that of BarChart.com's. However, I am having trouble getting them to match up.

                        Attached are 2 images, one of mine using the values I believe BarChart is using and one of BarChart's actual Parabolic SAR on a chart for the same period.

                        This is the information I have found detailing how they use it.

                        http://acs.barchart.com/sample/suppo...ies/paratp.htm

                        You were comparing two different instruments. In BarChart you opened the ES Mini March contract, in NinjaTrader you opened a continuous contract for ES, which has different data.

                        If you apply identical indicators to different sets of data, you obtain different results.

                        Comment

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