Aroon

Created by Tushar Chande, Aroon is a oscillator view of how long ago the new high or low price occurred. [Discuss] 💬

chart for Aroon

// C# usage syntax
IEnumerable<AroonResult> results =
  quotes.GetAroon(lookbackPeriods);

Parameters

lookbackPeriods int - Number of periods (N) for the lookback evaluation. Must be greater than 0. Default is 25.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IEnumerable<AroonResult>

This method returns a time series of all available indicator values for the quotes provided.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first N-1 periods will have null values for Aroon since there’s not enough data to calculate.

AroonResult

Date DateTime - Date from evaluated TQuote

AroonUp double - Based on last High price

AroonDown double - Based on last Low price

Oscillator double - AroonUp - AroonDown

Utilities

See Utilities and helpers for more information.

Chaining

Results can be further processed on Oscillator with additional chain-enabled indicators.

// example
var results = quotes
    .GetAroon(..)
    .GetSlope(..);

This indicator must be generated from quotes and cannot be generated from results of another chain-enabled indicator or method.