Parabolic SAR And Price Versus Supertrend

What SteadyEdge calculates

This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.

- Registry filter IDs: price_vs_psar_pct , price_vs_supertrend_pct

Exact formula

PSAR_t = PSAR_(t-1) + AF*(EP - PSAR_(t-1)); AF increases by increment to maximum and resets on reversal

PSAR distance = 100 * (C_t - PSAR_t) / PSAR_t

Supertrend distance = 100 * (C_t - Supertrend_t) / Supertrend_t

Parameters, defaults, and bounds

- start : default 0.02 ; 0.001–1

- increment : default 0.02 ; 0.001–1

- maximum : default 0.2 ; 0.01–10

- period : default 10 ; 1–100

- mult : default 3 ; 0.01–20

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

cross_above requires the previous value below the threshold and the current value at or above it.

cross_below requires the previous value above the threshold and the current value at or below it.

Data, timing, and warm-up

Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.

Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.

- Filters Reference

- How Entry Filters Work

- Timeframe, Operator, Value, And Params