All kinds of indicators are filters. Most of them are plain vanilla expectations, like Bollinger bands or ATR or MACD etc.
I can imagine that if I generate BB with set of parameters, for example period={7, 14, 28, 42}, then I can interpolate BB at 10 (with some error, but ok).
Now, can I do the same for Parabolic SAR?
Generally, it follows recursion where SAR_t depends on SAR_t-1 and {OHLC}_t, t-1, t-2 and Long(t-1)/Short(t-1). Long/Short is a state which is triggered by SAR vs High-Low.
How to interpolate that? Any idea/hint?