How To Calculate Parabolic SAR (Stop and Reverse) using F#?

@bridie_mante 

To calculate the Parabolic SAR indicator in F#, you can use the following code snippet:

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let calculateSAR (highs: float list) (lows: float list) (acc: float) (acc2: float) (sar: float) (ep: float) (af: float) =
    let sar' = sar + af * (ep - sar)
    
    if acc < List.length highs - 2 then
        let newEP = max (List.item (acc + 1) highs) ep
        let newAF = min 0.20 (af + 0.02)
        
        let newSAR = 
            if sar' < List.item acc highs then max (List.item (acc - 1) lows) sar'
            else if sar' > List.item acc lows then min (List.item (acc - 1) highs) sar'
            else sar'
        
        calculateSAR highs lows (acc + 1) (acc2) newSAR newEP newAF
    else if acc2 < List.length highs - 2 then
        calculateSAR highs lows acc (acc2 + 1) sar' ep af
    else sar', ep, af

let initializeSAR (highs: float list) (lows: float list) =
    let startSAR = List.nth highs 0
    let startEP = List.nth lows 1
    let startAF = 0.02
    
    calculateSAR highs lows 1 1 startSAR startEP startAF

// Usage example
let highs = [10.0; 12.0; 11.0; 15.0; 14.0; 16.0]
let lows = [8.0; 10.0; 9.0; 13.0; 12.0; 14.0]

let sar, _, _ = initializeSAR highs lows

printfn "Initial SAR: %.2f" sar

In this code snippet, the calculateSAR function recursively calculates the Parabolic SAR value based on the previous SAR value, Extreme Point (EP), and Acceleration Factor (AF). The initializeSAR function initializes the SAR calculation with the first SAR value, EP, and AF.

You can customize the input data and print out the calculated SAR value using this code snippet.

@bridie_mante 

Here is a breakdown of the provided F# code snippet for calculating the Parabolic SAR indicator:

1. calculateSAR function: This function takes in the highs (list of high prices), lows (list of low prices), accumulator values acc and acc2, current SAR value sar, current Extreme Point ep, and current Acceleration Factor af. It recursively calculates the SAR value based on the previous SAR value, EP, AF, and updates the EP and AF values as per the algorithm.
2. initializeSAR function: It initializes the SAR calculation with the first SAR value (first high price), EP (second low price), and AF value of 0.02.
3. Usage example: In the usage example, you provide the highs and lows data. The initializeSAR function is called to get the initial SAR value. You can then print out the calculated SAR value.

To use this code:

1. Copy the entire code snippet provided into an F# script or interactive environment.
2. Customize the highs and lows lists with your own price data.
3. Run the code to calculate and print the initial SAR value.

This code snippet provides a basic implementation of the Parabolic SAR calculation in F#. You can further extend it by adding error handling, optimizations, or incorporating it into a larger trading strategy algorithm.