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lib/dynamics/aroonosc/AroonOsc.md

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-# AROONOSC: Aroon Oscillator
+# AROONOSC: Aroon Oscillator
+
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Dynamic                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | `period`                      |
+| **Outputs**      | Single series (AroonOsc)                       |
+| **Output range** | $-100$ to $+100$                     |
+| **Warmup**       | `period` bars                          |
+
+### TL;DR
+
+- The Aroon Oscillator condenses the dual-line Aroon system into a single zero-centered value by computing $\text{AroonUp} - \text{AroonDown}$.
+- Parameterized by `period`.
+- Output range: $-100$ to $+100$.
+- Requires `period` bars of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 The Aroon Oscillator condenses the dual-line Aroon system into a single zero-centered value by computing $\text{AroonUp} - \text{AroonDown}$. This distills the temporal battle between fresh highs and fresh lows into a bounded $[-100, +100]$ metric where positive values indicate bullish recency dominance and negative values indicate bearish. Unlike recursive indicators that accumulate floating-point drift, the Aroon Oscillator is purely windowed — its value depends only on data within the lookback period, making it stateless in the long term and immune to initialization poisoning. The step-function output reflects discrete events (new extremes appearing or aging out) rather than smooth price trajectories.