Aroon (AROON)

Summary

Aroon reports how recently the highest high and lowest low occurred within a rolling window of length optInTimePeriod, as two 0-100 oscillators. Indicates trend strength and direction. Up near 100 = a very recent new high (strong uptrend); Down near 100 = a very recent new low. Up/Down crossovers signal trend shifts.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outAroonDown: dash_line · zero · positive
• outAroonUp: line · zero · positive · levels: 30, 70

Formula

Up = 100*(period-(today-highestIdx))/period; Down = 100*(period-(today-lowestIdx))/period, where highestIdx/lowestIdx index the highest high / lowest low over the window [today-period .. today].

Inputs

• inHigh — High price of each bar
• inLow — Low price of each bar

Outputs

• outAroonDown — Recency of the lowest low (100 = it is the current bar, decaying as it ages)
• outAroonUp — Recency of the highest high (100 = it is the current bar, decaying as it ages)

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	14	2–100000	Lookback window length

Properties

Numerical Stability: Start-Independent

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double aroonDown[252], aroonUp[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_AROON( 0, n - 1, high, low, 14, &outBegIdx, &outNBElement, aroonDown, aroonUp );
printf( "%d values from bar %d; last aroonDown = %f\n", outNBElement, outBegIdx, aroonDown[outNBElement - 1] );

Rust

use ta_lib::Core;

let high = vec![0.0; 252]; // your data, oldest first
let low = vec![0.0; 252]; // your data, oldest first
let mut aroon_down = vec![0.0; 252];
let mut aroon_up = vec![0.0; 252];

let core = Core::new();
let range = core.aroon(0, high.len() - 1, &high, &low, 14, &mut aroon_down, &mut aroon_up)?;
println!("{} values from bar {}; last aroon_down = {}", range.count, range.beg_idx, aroon_down[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] aroonDown = new double[252];
double[] aroonUp = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.aroon(0, high.length - 1, high, low, 14, aroonDown, aroonUp);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last aroonDown = " + aroonDown[r.count() - 1]);

C#

using System;
using TALib;

var high = new double[252]; // your data, oldest first
var low = new double[252]; // your data, oldest first
var aroonDown = new double[252];
var aroonUp = new double[252];

var core = Core.Default;
OutRange r = core.Aroon(0, high.Length - 1, high, low, 14, aroonDown, aroonUp);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last aroonDown = {aroonDown[r.Count - 1]}");

TypeScript

import { aroon } from 'ta-lib';

const high = new Float64Array(252); // your data, oldest first
const low = new Float64Array(252); // your data, oldest first

const { begIdx, outAroonDown, outAroonUp } = aroon({ high, low }, {
  timePeriod: 14,
});
console.log(outAroonDown.length + ' values from bar ' + begIdx + '; last outAroonDown = ' + outAroonDown[outAroonDown.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: aroon.c · aroon.yaml

Native	File
C	ta_AROON.c
Rust	aroon.rs
Java	Core_AROON.java
C#	Core_AROON.cs
TypeScript	aroon.ts

Python: talib.AROON, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

See Also

AROONOSC · MINMAXINDEX · MIN · MAX

References

• Tushar S. Chande