Weekly Parabolic SAR Trend Signals Across Multiple Timeframes

Summary

This strategy calculates Parabolic SAR on 15-minute, daily, weekly, and monthly data, but bases its described trading signals on the weekly series. It places a long stop entry when weekly SAR is at or above the bar high and a short stop entry when SAR is at or below the bar low; the SAR level is described as the stop. The stated SAR settings use an initial acceleration factor of 0.02, increasing to a maximum of 0.2 as the trend continues.

The document explains the intended appeal of following longer-term direction and keeping stops tied to SAR, while acknowledging that SAR can lag, stops may be breached, and higher-timeframe trades can experience long drawdowns. It suggests wider stops, a cap on acceleration, and smaller positions as possible responses. Published backtest settings specify BTC/USDT futures over roughly a year, but no performance results or evaluation are provided. The source plots weekly SAR; the other calculated timeframes are not used in the shown entry rules, so the claimed multi-timeframe analysis is limited.

Key ideas

• The strategy calculates SAR on four timeframes but uses weekly SAR for its stated entries.
• A long stop entry is specified when weekly SAR is at or above the bar high, while a short is specified when it is at or below the bar low.
• The SAR acceleration factor starts at 0.02 and can increase to 0.2 as a trend extends.
• The document identifies indicator lag and long drawdowns as risks and proposes adjusting stops or reducing position size.
• The published backtest configuration gives a market and date range but reports no performance evidence.

Tags

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