ezyquant.indicators.ta.TA.psar#

static TA.psar(high: DataFrame, low: DataFrame, close: DataFrame, step: float = 0.02, max_step: float = 0.2, fillna: bool = False) → Tuple[DataFrame, DataFrame, DataFrame, DataFrame, DataFrame]#

Parabolic SAR (Parabolic Stop and Reverse)

Parameters:

  • high (pd.DataFrame) – dataset ‘High’ dataframe.

  • low (pd.DataFrame) – dataset ‘Low’ dataframe.

  • close (pd.DataFrame) – dataset ‘Close’ dataframe.

  • step (float = 0.02) – the Acceleration Factor used to compute the SAR.

  • max_step (float = 0.20) – the maximum value allowed for the Acceleration Factor.

  • fillna (bool = False) – if True, fill nan values.

Returns:

Contains:

  • PSAR value

  • PSAR down trend value

  • PSAR down trend value indicator

  • PSAR up trend value

  • PSAR up trend value indicator

Return type:

Tuple[pd.DataFrame]