The Wilder's Parabolic Stop-and-Reverse (SAR) Indicator

Trading using the Parabolic Stop-and-Reverse (SAR) Indicator

  • This model has been built in order to understand the intuition behind this indicator frequently used by traders ;
  • A wide range of costs are considered in order to obtain a reasonably reliable net return over the period (i.e. Bid/Ask Spread, Leverage Cost, Transaction Cost, Fees, etc.) ;
  • All computations and approximations are ran through the macro, just update the market information and desired parameters (yellow highlighted in the spreadsheet).

Download
Wilder's Parabolic Stop-and-Reverse.xlsm
Compressed Archive in ZIP Format 302.3 KB