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
- 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).