It seems initGap has a forward looking bias for the SAR indicator

[ivannp]

If I am reading the code correctly, it's sd over the Hi - Lo series. That's forward looking in a way.

[joshuaulrich]

It is forward-looking. But it's better than the prior setting, which was always 0.01. That didn't work well for data that tended to have smaller changes (e.g. foreign exchange). I'm open to alternatives.

[ivannp]

It seems stockcharts.com use something like previous day low. That seems reasonable. One can always throw away a few days and use the computed sd. A third one is to do some magic using HLC from one day to come up with some sd approximation.

I was looking at the code just as a reference while implementing something similar. Otherwise I might have coded one of the above alternatives.

[HFDave]

I was wondering about the same "issue" and dumb enough to overlook the ahead looking in the code.

http://stackoverflow.com/questions/37745430/r-parabolic-sar-and-look-ahead-bias/