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Solution for f(n) in recurrence equation

  1. Feb 14, 2016 #1
    Exist solution for SAR(n+1) in this equation:

    5d3067fc0eb6fe426183193d6e3c0cb5.png

    https://en.wikipedia.org/wiki/Parabolic_SAR

    ?

    I want to eliminate SAR(n), but I never saw this kind of equation before...
     
  2. jcsd
  3. Feb 14, 2016 #2

    fresh_42

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    Staff: Mentor

    If you substitute ##SAR_n## by ##SAR_n = SAR_{n-1}+\alpha (EP-SAR_{n-1})## and so on, you will get the following (where I substituted ##n+1## by ##n## and if I made no mistake):
    $$SAR_{n}=(1-\alpha)^{n}SAR_0+(1-(1-\alpha)^{n})EP$$
     
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