Aroon

Technical Analysis Indicator: aroon

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Function Prototype

/* Aroon */
/* Type: indicator */
/* Input arrays: 2    Options: 1    Output arrays: 2 */
/* Inputs: high, low */
/* Options: period */
/* Outputs: aroon_down, aroon_up */
int ti_aroon_start(TI_REAL const *options);
int ti_aroon(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Aroon indicator calculates two results: aroon-down and aroon-up. In combination, they can help determine when a trend is developing. It takes one parameter: period n.

$$aroon^{down}_{t} = 100\frac{n-l_{t}}{n}$$
$$aroon^{up}_{t} = 100\frac{n-h_{t}}{n}$$

where l is the number of bars back to the lowest value in the previous n bars, and h is the number of bars back to the highest value in the previous n bars.

See Also

References

Example Usage

Calling From C

/* Example usage of Aroon */
/* Assuming that 'high' and 'low' are pre-loaded arrays of size 'in_size'. */
TI_REAL *inputs[] = {high, low};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[2]; /* aroon_down, aroon_up */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_aroon_start(options);

/* Allocate memory for each output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* aroon_down */
outputs[1] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[1] != 0); /* aroon_up */

/* Run the actual calculation. */
const int ret = ti_aroon(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Aroon
aroon_down, aroon_up = ti.aroon(high, low, 5)

Example Calculation

period = 5

datehighlowaroon_downaroon_up
2005-11-0182.1581.29
2005-11-0281.8980.64
2005-11-0383.0381.31
2005-11-0483.3082.65
2005-11-0783.8583.07
2005-11-0883.9083.1120.00100.00
2005-11-0983.3382.490.0080.00
2005-11-1084.3082.300.00100.00
2005-11-1184.8484.1580.00100.00
2005-11-1485.0084.1160.00100.00
2005-11-1585.9084.0340.00100.00
2005-11-1686.5885.3920.00100.00
2005-11-1786.9885.760.00100.00
2005-11-1888.0087.1740.00100.00
2005-11-2187.8787.0120.0080.00

Chart

 

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