Using Array to replace my own version of PSAR

AFL Programming
1

Hi All,

I use loop to execute my exit strategy which in fact heavily copying the idea of PSAR, except....

  1. use the BB channel to set the starting point of each parabolic line(BB bottom for buy signal, while BB top for short signal....)
  2. accelerate only when zscore of this bar is higher than previous bar.

Attached below is my full version of codes. It works ok, but it takes a very long time to optimize as no surprise while loop is being used. I want to use array or existing built-in function to achieve the same goal, but the problem I am having is there is no way, by far I know, to set the starting point of the current SAR() function for each signal, and also no way to make it only accelerate when the zscore ceritieria is met.

I think it is not the limitation of the software but only I am not clever enough. Really hope some people here could give me some hints......

English is not my first language but hope I could still manage to make my questions clear....thanks!!

Buy1 = cross( close, ema( close, 45 ) );
Short1 = cross( ema( close, 45 ), close );

exitBBtop = BBandTop( O, 100); 
exitBBbot = BBandBot( O, 100);

zscore = ( Close - MA( Close, 100 ) ) / StDev( Close, 100 );

// use the BB channel to set the starting point of each parabolic line
// accelerate only when zscore of this bar is higher than periouvs bar

longpos = 0;                // these two variable  serves as a flag, to tell inside the loop what is the current position,  
shortpos = 0;       
IAF = 0.02;//



for( i = 2; i < BarCount; i++ ) 
{ 
	


///////////////////////////////D2.) Part one - postion entry/////////////////////////////////// 
    //    Check for new long position 
    if (  (longpos == 0) AND Buy1[i] AND shortpos == 0) // entry when not having a Long position, and when Buy1 is true
    {											 
		Buy[i] = 1;		// Buy signal generate
		Psar[i] = exitBBbot[i];	// use BB channel bottom to set the starting point of PSAR 
		zscoretemp = zscore[i]; // record down the zscore of the entry bar. 
	 
        Hp = High[i];		//record down the entry high 
        af = IAF;			//reset the af 
        longpos = 1;		// set the flag to be true	 
    } 
    //    Check for new short position   
    if (  (shortpos == 0) AND Short1[i] AND longpos == 0)// entry when not having a short position, and when Short1 is true     
    { 
        Short[i] = 1; // Short signal generate 
		Psar[i] = exitBBtop[i];	// use another BB channel top to set the starting point of PSAR 
		zscoretemp = zscore[i];// the zscore of the entry bar 
		 
        Lp = Low[i];        //record down the entry low 
        af = IAF; 			//reset the af 
        shortpos = 1;		// set the flag to be true	 

    } 	 
 
///////////////////////////////A.) Part two - postion exit/////////////////////////////////// 
    //    Check for exit from long position 
    if ((longpos == 1) AND (Low[i] < Psar[i-1])) // use the PSAR as an exit condition 
    { 
        Sell[i] = 1;	// generate the sell signal 
        SellPrice[i] = Psar[i-1]; 
        longpos = 0;	// reset the flag, to tell the loop it is under zero position. 
    } 
 
    //    Check for exit from short position 
    if ((shortpos == 1) AND (High[i] > Psar[i-1])) // use the PSAR as an exit condition 
    { 
        Cover[i] = 1; // generate the cover signal 
        coverPrice[i] = Psar[i-1]; 
        shortpos = 0;//reset the flag 
    } 
 
///////////////////////////////B.) Part three - postion continuation/////////////////////////////////// 
    //    Continuation of long position -- adjust stop 
    if ( longpos == 1 ) 
    { 
		if (High[i] > hp)		// under the long position, to reset the hp if we have a higher high, for the calucation of next PSAR. 
		{ 
			hp = High[i]; 
		} 
        if (zscore[i] > zscoretemp)	// zscoretemp is directly from your idea, to record down the zscore when enter the trade, and compare it on every bar  
        {	    
            zscoretemp = zscore[i];
            af = af + IAF;       			// to accelerate only when this bar has higher zscore then the entry bar  
            if (af > MaxAF) af = MaxAF; 
        }  
        psar [ i ] = psar[i-1] + af * ( hp - psar[i-1] );	//PSAR calculation		 
    } 
     
    //    Continuation of Short position -- adjust stop 
    if ( shortpos == 1 ) 
    { 
        if (Low[i] < lp) 	// under the short position, to reset the lp if we have a lower low, for the calucation of next PSAR. 
        { 
			lp = Low[i]; 
        } 
        
        if (zscore[i] > zscoretemp) // to compare the zscore of this bar againest the zscore of the entry bar 
        {   
            zscoretemp = zscore[i];
            af = af + IAF;       // to accelerate only when this bar has higher zscore then the entry bar  
            if (af > MaxAF) af = MaxAF; 
        } 
        psar [ i ] = psar[i-1]  + af * ( lp - psar[i-1]); //PSAR calculation        
    } 
    

///////////////////////////////C.) Part four - take care the variable when not holding position/////////////////////////////////// 
 
    if (longpos == 0 AND shortpos == 0) 
    { 
        psar[i] = Null;	 
    } 
 



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