SarExt

Parabolic SAR Extended (SAREXT) — Wilder's Parabolic SAR with a start value, a reversal offset, independent long/short acceleration, and a signed output.

Quick reference

Field	Value
Family	Trailing Stops
Input type	Candle (uses high, low)
Output type	f64 (signed: > 0 long, < 0 short)
Output range	price scale; sign encodes trade direction
Default parameters	Wilder's (0.02, 0.02, 0.20) both directions, no start value or offset
Warmup period	2 (the first candle only seeds the trend)
Interpretation	A trailing stop whose sign is the position: positive (below price) in a long, negative (above price) in a short.

Formula

SarExt is Psar with TA-Lib's extended controls. Each bar the stop advances toward the extreme point by the acceleration factor:

SAR_next = SAR + AF · (EP − SAR)        // clamped not to cross the last two bars

On a reversal the stop flips to the prior extreme point, the acceleration factor resets, and an optional offset pushes the new stop further from price. Beyond Psar it adds:

• start_value — the initial SAR. 0 auto-seeds long (like Psar); a positive value starts a long phase at that SAR, a negative value starts a short phase at its absolute value.
• offset_on_reverse — a fractional offset applied to the new SAR on each reversal (0 disables it).
• separate long / short acceleration — independent (init, step, max) schedules.

The output is signed: positive during a long phase (SAR below price), negative during a short phase (SAR above price), so the sign alone encodes the current direction. See crates/wickra-core/src/indicators/sar_ext.rs.

Parameters

Name	Type	Default	Valid range	Description	Source
start_value	f64	0.0	finite	0 auto-seeds long; > 0 starts long at that SAR; < 0 starts short at its absolute value.	sar_ext.rs:110
offset_on_reverse	f64	0.0	finite, >= 0	Fractional offset added to the new SAR on each reversal.	sar_ext.rs:110
accel_init_long / accel_long / accel_max_long	f64	0.02 / 0.02 / 0.20	> 0, finite, init <= max	Long-phase acceleration (init, step, max).	sar_ext.rs:23
accel_init_short / accel_short / accel_max_short	f64	0.02 / 0.02 / 0.20	> 0, finite, init <= max	Short-phase acceleration (init, step, max).	sar_ext.rs:23

Non-positive or non-finite acceleration terms error with Error::NonPositiveMultiplier; an init above its max errors with Error::InvalidPeriod. SarExt::classic() builds the Wilder defaults.

Inputs / Outputs

From crates/wickra-core/src/indicators/sar_ext.rs:

use wickra::{Indicator, SarExt, Candle};
// SarExt: Input = Candle, Output = f64
const _: fn(&mut SarExt, Candle) -> Option<f64> = <SarExt as Indicator>::update;

SarExt is a candle-input indicator that reads high and low. In Python the constructor takes the eight parameters with defaults (so wickra.SarExt() gives the Wilder configuration); update accepts a candle and batch the high/low/close columns. Node and WASM expose update(high, low, close) and the matching batch.

Warmup

SarExt::classic().warmup_period() == 2. The first candle only seeds the trend and the extreme point and returns None; the first signed stop is emitted on the second candle. The unit tests accessors_and_metadata (pins warmup_period() == 2) and seed_returns_none_then_emits pin this.

Edge cases

• Long phase stays positive and below the low. Every emitted value in a clean up-trend is positive and <= the bar's low. The unit test uptrend_is_positive_and_below_lows pins this.
• Short phase stays negative and above the high. The unit test downtrend_is_negative_and_above_highs pins the mirror image.
• Explicit start direction. A positive start_value forces a long start, a negative one a short start. The unit tests positive_start_value_begins_long and negative_start_value_begins_short pin this.
• Invalid parameters. Non-positive, non-finite, or init > max acceleration terms — and a non-finite start_value or negative offset_on_reverse — are rejected at construction. The unit test rejects_invalid_params pins this.
• Reset. s.reset() returns the indicator to its un-seeded state. The unit test reset_allows_clean_reuse pins this.

Examples

Rust

use wickra::{BatchExt, Candle, Indicator, SarExt};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let c = |h: f64, l: f64, cl: f64| Candle::new(cl, h, l, cl, 1.0, 0).unwrap();
    let mut s = SarExt::classic();
    let out: Vec<Option<f64>> = s.batch(&[c(11.0, 9.0, 10.0), c(12.0, 10.0, 11.0)]);
    println!("{:?}", out);
    Ok(())
}

Output:

[None, Some(9.0)]

The first candle seeds a long phase at SAR = low = 9, EP = high = 11. The second candle advances SAR = 9 + 0.02·(11 − 9) = 9.04, clamped not to exceed the prior low (9), so the long-phase (positive) stop is 9.0. This is the seed_returns_none_then_emits contract; uptrend_is_positive_and_below_lows pins the "positive and below the low" invariant.

Python

import numpy as np
import wickra as ta

s = ta.SarExt()  # Wilder defaults
high  = np.array([11.0, 12.0])
low   = np.array([9.0,  10.0])
close = np.array([10.0, 11.0])
print(s.batch(high, low, close))

Output:

[nan  9.]

Node

const ta = require('wickra');
const s = new ta.SarExt(0, 0, 0.02, 0.02, 0.2, 0.02, 0.02, 0.2);
console.log(s.update(11, 9, 10));   // null  (seeds)
console.log(s.update(12, 10, 11));  // 9

Output:

null
9

Interpretation

SarExt is a stop-and-reverse trailing stop: as long as the trend holds the stop ratchets toward price, accelerating the longer the trend runs; when price touches the stop the position flips. The signed output makes it directly usable as a position signal — read the sign for direction and the magnitude for the stop level. The extended controls let you (a) seed an existing position with start_value, (b) widen post-reversal stops with offset_on_reverse to avoid immediate whipsaw, and (c) tune long and short aggressiveness independently for asymmetric markets.

Prefer plain Psar when you want Wilder's original unsigned behaviour; reach for SarExt when you need the signed output or the extra knobs.

Common pitfalls

• Ignoring the sign. Unlike Psar, SarExt returns a signed value; taking the absolute value discards the direction it encodes.
• init above max. The acceleration init must not exceed its max, or construction fails — an easy mistake when tuning aggressive schedules.
• Whipsaw in ranges. Like every SAR, it performs poorly in sideways markets; the offset_on_reverse knob mitigates but does not eliminate this.

References

J. Welles Wilder Jr., New Concepts in Technical Trading Systems (1978) for the base SAR; the extended controls match TA-Lib's SAREXT.

See also

• Indicator-Psar — the classic unsigned Parabolic SAR.
• Indicator-SuperTrend — an ATR-based trailing stop.
• Indicators-Overview — the full taxonomy.