Aroon Oscillator (AROONOSC)

Summary

Aroon Oscillator: AroonUp minus AroonDown over a lookback window. Measures trend direction and strength on a -100..+100 scale. Positive when the high is more recent than the low (up-trend); negative when the low is more recent (down-trend).

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line · zero · positive · negative

Formula

factor = 100 / optInTimePeriod AroonUp = factor * (period - (today - highestIdx)) AroonDown = factor * (period - (today - lowestIdx)) AroonOsc = AroonUp - AroonDown = factor * (highestIdx - lowestIdx) highestIdx/lowestIdx = bar index of the highest high / lowest low in the last (period+1) bars.

Inputs

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

Outputs

outReal — Aroon oscillator value (AroonUp - AroonDown)

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	14	2–100000	Lookback window for locating the highest high and lowest low

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

#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 out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_AROONOSC( 0, n - 1, high, low, 14, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[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 out = vec![0.0; 252];

let core = Core::new();
let range = core.aroonosc(0, high.len() - 1, &high, &low, 14, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[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[] out = new double[252];

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

using System;
using TALib;

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

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

TypeScript

import { aroonosc } from 'ta-lib';

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

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

Implementation

Added in 0.4.0.

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

Native	File
C	`ta_AROONOSC.c`
Rust	`aroonosc.rs`
Java	`Core_AROONOSC.java`
C#	`Core_AROONOSC.cs`
TypeScript	`aroonosc.ts`

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

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

Aliases

Aroon Oscillator

References

Tushar S. Chande