추세 TrendTrailing StopReversal Builder에서 사용 가능
Parabolic SAR
SAR
Parabolic SAR prints a dot on the opposite side of price and pulls it closer every bar, until price touches it and the dot jumps to the other side. It was designed as a trailing stop first and an entry signal second, and MT5 exposes it with two acceleration inputs and no period at all.
- Step / maximum
- 0.02 / 0.2
- Period
- None
- Scale
- Price
예시용 — 합성 데이터로, 실시간 호가가 아닙니다.
What Parabolic SAR tells you
SAR answers one question per bar: where would the stop have to sit for this trend to still be intact? It places that level on the far side of price and drags it closer every bar, faster each time the trend makes a new extreme. When price finally reaches the level, the indicator declares the trend over and puts the dot on the other side.
- Dots below price: the current trend reading is up
- Dots above price: it is down
- SAR is always on one side or the other — it never reports 'no trend'
- 1 Track the extreme reached in the current trend
- 2 Pull the stop toward it, accelerating each new extreme
- 3 Flip sides the moment price touches the stop
공식 및 계산 세부 정보 표시
Parabolic SAR is a stop level that walks toward price, and it is defined recursively rather than as an average:
- Fix the direction of the current trend and the extreme point (EP) reached so far — the highest high in an uptrend, the lowest low in a downtrend. Set the acceleration factor (AF) to the step, 0.02 by default.
- Move the stop a fraction of the way to that extreme:
SAR = SARprev + AF × (EP − SARprev). - Every time the trend posts a new extreme, raise AF by one step, up to the maximum (0.2 by default). The stop therefore closes in faster the longer the trend runs.
- Clamp the result so the stop can never sit inside the previous two bars’ range — without this, a wide bar could place the stop where it would be triggered immediately.
- If price reaches the stop, flip: the trend direction reverses, the new SAR becomes the old EP, the EP resets to the current bar’s extreme, and AF resets to the step.
The consequence of step 3 is the whole character of the indicator. Early in a move the dots trail loosely; by the time the trend has posted many new extremes they are tight against price, so the same setting that gives a young trend room will exit a mature one on a shallow pullback. That is deliberate — Wilder’s point was that a trend that has already run deserves less rope.
In MQL5 the call is iSAR(symbol, period, step, maximum) and it returns a handle to one buffer. There is no applied-price argument, because the calculation reads highs and lows directly, and there is no period argument at all — step and maximum are rates of acceleration, not lookback windows. That makes SAR one of the few MT5 indicators where “what period should I use?” has no answer, and where tuning changes how quickly the tool gives up on a trade rather than how much history it considers.
신호
SAR이 제공하는 백테스트 가능한 뚜렷한 신호 — 및 각 신호에 적합한 시장 상황.
Which Side the Dots Are On
Builder로 구현 가능SAR as the Trailing Stop
Builder로 구현 가능Acceleration and Dot Spacing
고급 로직MT5 구현
MetaTrader 5가 실제로 계산하고 그리는 내용 — 이 페이지의 모든 규칙이 기준으로 삼는 사양입니다.
버퍼
| 인덱스 | 버퍼 | MT5 표시 방식 | 저장 값 |
|---|---|---|---|
| 0 | MAIN_LINE | Dots | The stop level for the current bar, plotted on the price scale. MT5 draws it as one dot per bar and never joins them, because the series jumps sides on a flip — there is no continuous line to draw. |
플랫폼 참고
가장 잘 작동하는 경우 / 주의해서 사용
어떤 지표도 보편적인 우위를 가지지 않습니다. SAR이 도움이 되는 곳 — 그리고 오해를 일으키는 곳.
가장 잘 작동하는 경우
- Sustained, directional trends
- As a trailing-stop rule rather than an entry
- Higher timeframes where flips are rarer
- Paired with something that says whether a trend exists
주의해서 사용
- Ranges, where it flips on nearly every swing
- As a standalone entry with no trend filter
- Treating the dots as support or resistance
- Raising step to 'make it faster' without re-testing
SAR 전략 구축
신호를 진입 및 청산 규칙에 연결하고, 컴파일 가능한 MT5 EA를 내보내세요 — 코드 없이.
- Parabolic SAR (step 0.02 / maximum 0.2)
- Bid price crossing the SAR
- ADX above 25
- Price crosses above the SAR and ADX confirms → Open Buy · SL 50 / TP 150
- Price crosses below the SAR and ADX confirms → Open Sell
- Stop then trails behind the SAR dots for the life of the position
SAR을 다른 지표와 결합
하나의 지표만으로는 충분하지 않습니다. 이 조합들이 SAR의 취약점을 보완합니다.
SAR + ADX
- ADX > 25
- Price crosses the SAR
- Buy
SAR + Moving Average
- Price above the MA
- SAR flips below price
- Buy
No single-flow template pairs SAR with a moving average. Start from SAR Flip + ADX and swap the ADX condition for an MA node with a Compare against price, or add it as a third input to the And gate.
Builder 열기 →SAR + ATR
- Price crosses the SAR
- ATR sets the initial stop
- Buy
No single-flow template pairs SAR with ATR. Start from SAR Flip + ADX and add an ATR node feeding a risk-based lot or stop node — the Fractal Breakout + ATR template shows that wiring.
Builder 열기 →매개변수
자신의 통화쌍과 시간 프레임에서 검증할 초기값 — 보장된 설정이 아닙니다.
| 매개변수 | 기본값 | 권장 테스트 범위 | 기능 |
|---|---|---|---|
| Step | 0.02 | 0.005–0.05 | How much the acceleration factor grows each time the trend posts a new extreme. Larger values drag the stop in faster, so trends are cut shorter and flips happen more often. This is a rate, not a lookback window. |
| Maximum | 0.2 | 0.1–0.5 | The ceiling on the acceleration factor. It bounds how tight the stop can ever get, which matters most in long trends where the factor would otherwise keep climbing until the stop sits on top of price. |
| Shift | 0 | 0–3 | Which bar back the node reads the buffer from. Shift 1 evaluates against a fully closed bar. This is the node's read offset, not an argument to iSAR. |
초기 프리셋
Patient 0.01 / 0.1 Wider stop, fewer flips, later exits
Standard 0.02 / 0.2 Wilder's original and MT5's default
Aggressive 0.04 / 0.4 Tight stop, many flips — usually too many
시장 예시
SAR이 작동하는 곳, 실패하는 곳, 그리고 필터가 결과를 어떻게 바꾸는지.
One flip, one long trend
SAR flips below price as a range resolves and the dots stay under price for the whole leg, tightening as the move extends — the case the indicator was designed for.
Flipping every other bar
In a tight range price keeps touching the dots and SAR reverses repeatedly. Each flip is a full reversal in the classic system, which is why an unfiltered SAR bleeds in chop.
Strength filter suppresses the flips
With a trend-strength condition attached, the same cluster of flips is ignored while the market goes nowhere, and only the flip that begins the real move is acted on.
FAQ
- What do step and maximum actually change?
- They control the acceleration factor, which is the fraction of the distance between the stop and the trend's extreme that the stop closes each bar. Step is how much that fraction grows on every new extreme; maximum is its ceiling. A larger step tightens the stop sooner and produces more flips; a larger maximum lets a long trend eventually be stopped out on a small pullback. Neither is a lookback period, and neither makes the indicator 'see' more history.
- Why does SAR whipsaw so badly?
- Because it has no concept of a market without a trend. SAR is always on one side of price or the other, so in a range it simply alternates, and in the classic stop-and-reverse form every alternation is a full position reversal. The indicator is not malfunctioning — it is answering the question it was built for, which assumes a trend exists. Deciding whether one exists is a job for something else, which is why the Builder template gates it behind ADX.
- Are the dots support and resistance levels?
- No. A SAR dot is a stop level derived from the trend's own extreme and an acceleration factor — it has nothing to do with where buyers or sellers previously transacted. It can coincide with a structural level, but treating it as one leads to placing entries at dots, which is the opposite of what the value means.
- Can SAR be used as a trailing stop in an EA?
- Yes, and that is its original purpose. The Builder's trailing-stop node has a Parabolic SAR mode that moves the stop to the current dot each bar, with its own step and maximum exposed as EA inputs. The SAR Flip + ADX template uses exactly that for the exit, so the indicator manages the trade after entry instead of a fixed pip distance doing it.
- Can I build a Parabolic SAR EA without coding?
- Yes for the flip and for the trailing stop. The SAR Flip + ADX template wires a SAR node against the Bid price with Cross nodes, gates both directions on ADX above 25, and trails the stop with a second SAR — step, maximum and the ADX period are all EA inputs. Counting flips or measuring dot spacing over several bars is the exception and needs custom MQL5.
- How should I validate settings before going live?
- Backtest on quality tick data first, then run the EA on a demo account before risking money. Be especially careful optimising step and maximum: because they change trade count as well as trade quality, a setting can look better purely by trading less on one window. Hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak. No default or preset here is a performance promise.