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).
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
inPriceHL— High and low price series
Outputs
outReal— Aroon oscillator value (AroonUp - AroonDown)
Parameters
optInTimePeriod— Lookback window for locating the highest high and lowest low
Implementation
TA-Lib Definition: aroonosc.c · aroonosc.yaml
| Native | File |
|---|---|
| C | ta_AROONOSC.c |
| Rust | aroonosc.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Aroon Oscillator
See Also
References
- Tushar S. Chande