Parabolic SAR (Wilder clamp / TA-Lib reference)
Parabolic SAR matching TA-Lib’s reference implementation
TradingView’s built-in ta.sar() omits one of Wilder’s rules: the SAR may not sit inside the current or prior bar’s range. Without that clamp the SAR can land where price has already traded, and the flip arrives a bar late. On SPY daily I found two flips that landed late for this reason.
Wilder left three things open. This script follows TA-Lib on all three:
Seeding — start long unless Wilder’s −DM between bars 0 and 1 exceeds +DM. First SAR is bar 0’s low (long) or high (short). Bar 1 isn’t checked for penetration; bar 2’s SAR is clamped against bar 1 only.
Ties — a low exactly equal to the SAR, or a high equal to it, counts as a reversal.
Reversal SAR — the prior trend’s extreme point, clamped outside the current and prior bar’s range.
Acceleration matches TA-Lib’s SAR(acceleration, maximum): the starting factor and the step are the same number.
Verified by reading the plotted values off the chart against TA-Lib 0.8.1 on SPY daily, 250 bars (2025-08-25 to 2026-08-21): agreement to 1.1e-13, no long/short disagreements, and the SAR never sits inside a bar’s range.
Not verified on-chart: seeding is checked only in the Python model this script follows line for line. With more history loaded than the test window, the first nine bars differ from TA-Lib because the two start on different bars; they agree from there.
MIT license.
TradingView’s built-in ta.sar() omits one of Wilder’s rules: the SAR may not sit inside the current or prior bar’s range. Without that clamp the SAR can land where price has already traded, and the flip arrives a bar late. On SPY daily I found two flips that landed late for this reason.
Wilder left three things open. This script follows TA-Lib on all three:
Seeding — start long unless Wilder’s −DM between bars 0 and 1 exceeds +DM. First SAR is bar 0’s low (long) or high (short). Bar 1 isn’t checked for penetration; bar 2’s SAR is clamped against bar 1 only.
Ties — a low exactly equal to the SAR, or a high equal to it, counts as a reversal.
Reversal SAR — the prior trend’s extreme point, clamped outside the current and prior bar’s range.
Acceleration matches TA-Lib’s SAR(acceleration, maximum): the starting factor and the step are the same number.
Verified by reading the plotted values off the chart against TA-Lib 0.8.1 on SPY daily, 250 bars (2025-08-25 to 2026-08-21): agreement to 1.1e-13, no long/short disagreements, and the SAR never sits inside a bar’s range.
Not verified on-chart: seeding is checked only in the Python model this script follows line for line. With more history loaded than the test window, the first nine bars differ from TA-Lib because the two start on different bars; they agree from there.
MIT license.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.