Calculating Parabolic SAR from Heikin-Ashi Candles

Summary

This post investigates why a Parabolic SAR calculation appears unchanged when supplied with Heikin-Ashi candles instead of the original price records. It shows JavaScript code that derives Heikin-Ashi open, high, low, and close values from regular candle data, then calculates SAR for both series with the same parameters. Logged values show identical SAR readings at one indexed point, even though some displayed candle price values differ.

The post raises the possibility that the platform’s technical-analysis library affects the calculation, but does not establish the cause or provide a fix. The code also skips the first input candle when creating the transformed series, so the two series have different lengths and matching array indexes may not refer to equivalent timestamps. The example is a debugging observation rather than a validated trading method, and it offers no backtest or evidence about strategy performance.

Key ideas

• The post compares Parabolic SAR computed on regular candles and derived Heikin-Ashi candles.
• Its JavaScript transforms candle prices before passing the records to the SAR function.
• The sample logs show identical SAR values at one index despite differences in some candle prices.
• Skipping the first candle changes the series length, so index-based comparisons may not align in time.
• The post does not resolve whether the library causes the matching values.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.