PSAR indicator and multiple timeframes
Thanks @backtrader. That will cover most cases. Maybe the
SAREXTindicator should also be added?
In my case I'm working with a very large datasheet so to avoid performance issues I've coded something like:
def next(self): self.psar0._lookback = min(100, len(self.data0))
so I have a "dynamic"
_lookbackfrom 1 to 100
And why 100?... newbie here! just by observation, it seems to be a good value to calculate a real