Any math people here?
How to calculate parabolic SAR given an input data array?
SAR(i) = SAR(i-1)+ACCELERATION*(EPRICE(i-1)-SAR(i-1))
SAR(i-1) â is the value of the indicator on the previous bar;
ACCELERATION â is the acceleration factor;
EPRICE(i-1) â is the highest (lowest) price for the previous period (EPRICE=HIGH for long positions and EPRICE=LOW for short positions).
The question is what to take as SAR(initial) ?
Often in these situations people take the first price (close) N periods back.