Parabolic SAR problem

[Rollo]

I got a problem with SAR reverse condition. By looking at the indicator definition, the position will be reverse if the low of the bar breach the last SAR. However, I find some cases when the low of the bar never touch the SAR but the trend get reversed.

eg: On Feb 24th, 2014 using historical data from esignal.
the day low is 0.8925 and SAR is 0.8923, so it never touch the SAR point of 0.8923 but it get reverse. It happened also in other places as well. Is it expected or i missed sth ? Thanks for help in advance.

thanks
Rollo

[NinjaTrader_PatrickH]

Hello Rollo,

Thank you for your post and welcome to the NinjaTrader Support Forum!

Is this a strategy you have built? May I review the code used for entries?

I look forward to your response.

[Rollo]

Hi Patrick,

Your response is quick! It's the parobolic SAR indicator in NT's library, I didn't modify anything on it. If you just run it on 6A with the same indicator's setting in the chart you will this strange thing.

[NinjaTrader_PatrickH]

Hello Rollo,

Thank you for your response.

This is the expected behavior of the ParabolicSAR in the NinjaTrader 7 platform. If you are looking for different behavior you can custom code your own ParabolicSAR. You can take a look at the code for ParabolicSAR under Tools > Edit NinjaScript > Indicator > ParabolicSAR.