# NEOTICKER DATA BEGIN
ScriptType=Indicator
Description=Parabolic SAR Ex Source
Name=parabolicex_source
Language=DelphiScript
Links=1
MinBars=0
TimerInterval=100
MetaStyle=Normal
ValueRange=Same as Source
Placement=Smart
Multiplot_num_plots=1
Multiplot_color_0=255
Multiplot_style_0=Dot
Multiplot_width_0=1
Multiplot_enabled_0=1
Multiplot_breakstyle_0=0
UpdateByTick=0
TradingSystemUI=0
PrimaryLinkOnly=0
NotifyOnRemoval=0
Param_count=2
Param_name_0=Factor
Param_inuse_0=1
Param_type_0=real
Param_default_0=0.02
Param_name_1=Max
Param_inuse_1=1
Param_type_1=real
Param_default_1=0.2
Explanation_Lines=0
# NEOTICKER DATA END

function parabolicex_source  : double;
var op : integer; // direction of last bar
    hi, lo : double;
    sar : double;
    af : double;
    addf : double;
begin
   if not data1.valid [0] then
   begin
      itself.success := false;
      exit;
   end;

   // initialization

   if heap.size = 0 then
   begin
      heap.allocate(5);
      heap.fill(0,4,0);
      heap.value [0] := 1; // assume SAR long to start

      heap.value [0] := data1.open [0];
      heap.value [1] := data1.high [0];
      heap.value [2] := data1.low [0];
      heap.value [4] := data1.close [0];

      itself.success := false;
      exit;
   end;

   // previous direction
   op := trunc (heap.value [0]);
   hi := heap.value [1];
   lo := heap.value [2];
   af := heap.value [3];

   // Replace high with higher high and lower with lower low
   if data1.high [0] > hi then hi := data1.high [0];
   if data1.low [0] < lo then lo := data1.low [0];

   // switch direction when high or low of previous day
   // cross over parabolic line
   if heap.value [0] = 1 then
   begin
      if data1.low [0] <= heap.value [4] then
         heap.value [0] := -1;
   end // if
   else
   begin
      if data1.high [0] >= heap.value [4] then
         heap.value [0] := 1;
   end; // else

   if heap.value [0] = 1 then // SAR long
   begin
      if op <> 1 then // switch from long to short
      begin
         sar := lo;
         lo := data1.low [0];
         hi := data1.high [0];
         af := param1.real;
      end
      else
      begin
         sar := itself.value[1] + af * (hi - itself.value[1]);
         if (hi > heap.value[1]) and (af < param2.real) then
         begin
            // find Min of afactor and 0.2-af
            addf := param2.real - af;
            if addf > param1.real then addf := param1.real;
            af := af + addf;
         end;
      end;
      if sar > data1.low [0] then sar := data1.low [0];
      if sar > data1.low [1] then sar := data1.low [1];
   end
   else
   begin
      if op <> -1 then // switch from short to long
      begin
         sar := hi;
         lo := data1.low [0];
         hi := data1.high [0];
         af := param1.real;
      end
      else
      begin
         sar := itself.value [1] + af * (lo - itself.value[1]);
         if (lo < heap.value[2]) and (af < param2.real) then
         begin
            addf := param2.real - af;
            if addf > param1.real then addf := param1.real;
            af := af + addf;
         end;
      end;
      if sar < data1.high [0] then sar := data1.high [0];
      if sar < data1.high [1] then sar := data1.high [1];
   end;

   result := sar;
   heap.value[1] := hi;
   heap.value[2] := lo;
   heap.value[3] := af;
   heap.value[4] := sar;
end;