mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 12:38:06 +00:00
pine files
This commit is contained in:
@@ -4,23 +4,15 @@ using System.Runtime.CompilerServices;
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// Aroon Indicator
|
||||
/// AROON: Aroon Indicator
|
||||
/// </summary>
|
||||
/// <remarks>
|
||||
/// The Aroon indicator is used to identify trend changes in the price of an asset, as well as the strength of that trend.
|
||||
/// It consists of two lines: Aroon Up and Aroon Down.
|
||||
/// Trend timing indicator measuring bars since period high/low (Chande).
|
||||
/// Outputs Up [0-100], Down [0-100], and Oscillator (Up - Down).
|
||||
///
|
||||
/// Calculation:
|
||||
/// Aroon Up = ((Period - Days Since Period High) / Period) * 100
|
||||
/// Aroon Down = ((Period - Days Since Period Low) / Period) * 100
|
||||
/// Aroon Oscillator = Aroon Up - Aroon Down
|
||||
///
|
||||
/// The indicator requires Period + 1 samples to fully calculate "Period" days ago.
|
||||
///
|
||||
/// Sources:
|
||||
/// https://www.investopedia.com/terms/a/aroon.asp
|
||||
/// Tushar Chande (1995)
|
||||
/// Calculation: <c>Up = (Period - DaysSinceHigh) / Period × 100</c>; <c>Down = (Period - DaysSinceLow) / Period × 100</c>.
|
||||
/// </remarks>
|
||||
/// <seealso href="Aroon.md">Detailed documentation</seealso>
|
||||
[SkipLocalsInit]
|
||||
public sealed class Aroon : ITValuePublisher
|
||||
{
|
||||
|
||||
Reference in New Issue
Block a user