Please fix Parabolic SAR once and for all!

[abarb26]

To NinjaTrader,

For a while now I’ve been working with NinjaTrader to resolve the problems with Parabolic SAR. Looking at other posts I see I’m not the only user having the same issue. First I was e-mailed a “fixed” indicator, then was advised to download the latest version of NinjaTrader and more recently to check if the indicator is calculated CalculateOnBarClose = true, which it is, since that’s the way it’s provided in the software.

Through all of this, each of your versions since v7 (didn’t check previous ones), show that you’ve added fixes to this indicator, which leads me to believe that, 1- fixing it takes more that what you’ve been advising users to do (noted above) and 2- you are basically wasting everyone’s time by having user go after empty solutions.

Whatever the reason, the fact remains that Parabolic SAR is still showing wrong values, as compared against Esignal, VT Charts and your own charts! Yes, your own charts, if I leave the charts running through the day, I get the wrong values, but when I close and open again, the new chart shows the correct values for the day that just passed.

My apologies if I’m being harsh on you guys, but I’m getting frustrated that so much time is being wasted on the same issue. You do reply at requests on a timely manner, which users appreciate, but final solutions are not given. Let’s fix this indicator once and for all and move on!

Regards,
abarb26

[NinjaTrader_Ray]

We had put in a fix several versions ago however, we just re-tested this today based on your post and have indeed found an issue when using the PSAR indicator. We will resolve this shortly.

[NinjaTrader_JoshP]

abarb26,

Please try this version and let us know if you run into any problems. Thank you.

Edit: A more up-to-date version has been uploaded. Please redownload. (This is the same file as in post #20.)

[abarb26]

Josh, parabolic sar is now working properly. By the way, the folder you attached below also contained two other indicators @MIN & @MAX. Am I supposed to install those as well?

Thank you for your help.

[NinjaTrader_Ray]

Glad to hear its fixed. When you import the file, you can skip over importing MIN and MAX.

[keepdchange]

In regards to the PSAR

Hi abarb,

I have also been frustrated with this issue on PSAR. I tried the latest version that NinjaTrader provided (ParabolicSARFix). I do not think that s correct either. When the current bar passes the PSAR dot, I believe, it is suppose to move the dot with it. In this version, once the price bar moves pass the dot, it just keeps going without taking the dot with it. However, if the price bar moves further up/down, and passes the PSAR dot of the previous price bar, then it reverses the PSAR (which is correct). So the only part that is not working is the fact that if the price bar does not move enough to pass the previous bar's dot, then the PSAR dot on that current bar remains unchanged. This significantly effects the position of the future bars. I have compared it with the PSAR on TD Ameritrade, and my friend has checked it with the TradeStation one. I have attached a chart for you to see how the dot stays behind, eventhough the price has moved passed it. Please let me know what you think.

[NinjaTrader_Ray]

We are still working on the issue and believe we have it nailed down as of Friday. The issue as we recently discovered is that there are two variations of the PSAR formula. The one we used uses the current bar high. This caused issues running tick by tick. I will not go into the granular details but we should have something in a day or so. Sorry for the frustration and inconvenience.

[kocmodpom]

I can't wait to see the solution.

[kocmodpom]

[roonius]

Removed due to NT fix release

[kocmodpom]

I believe I found a problem (not 100% sure)
Please test and report if there are more bugs.

What was the change? I imported it and still got the following chart

[roonius]

What was the change? I imported it and still got the following chart

Looks like you are applying original ParabolicSAR. The indicator's name with fix is ParSAR

[RJay]

ParSar indicator code from post 10 in this thread.

[Description("Parabolic SAR")]
publicclassParSAR : Indicator


This may be confusing to some...

RJay

[NinjaTrader_JoshP]

kocmodpom,

I do not follow your lower left circle. The low price did not penetrate the PSAR and so it should not have reversed there.

[roonius]

If price just touches SAR it does not have to reverse.
For reversal you need the price to penetrate.