Parabolic SAR Indicator

[keepdchange]

Hello...

I am trying to write a strategy using the PSAR indicator. Previously, I had this strategy on my TD Ameritrade Strategy Desk. I noticed a difference between the functionality of the PSAR on both platforms. On TD Ameritrade, once the bar penetrates the dot, it pushes it until the previous PSAR dot and once it passes the previous dot, it changes direction. However, in NinjaTrader chart, when I use the PSAR with the same parameters, once the bar reaches the dot, it pushes it further, then it starts flipping back & forth between the two directions or the bar keeps pushing the dot further passes the previous bar's dot and leaves it there. Another words, it does not function correctly....Am I missing something...I hope I was clear in explaining.

Appreciate a response...

[NinjaTrader_JoshP]

keepdchange,

Please try with CalculateOnBarClose = true. The implementation we use is the generally accepted one outlined here: http://www.fmlabs.com/reference/default.htm?url=SAR.htm

Please also ensure you are on at least NT6.5.1000.8.

[NinjaTrader_JoshP]

keepdchange,

Please try this version of ParabolicSAR and see if it addresses your issues. Let me know if you run into any additional issues. Thank you.

Edit: A more up-to-date version has been uploaded. Please redownload.