wickra/docs/wiki/indicators/trend-directional/Indicator-Aroon.md

Aroon

Tushar Chande's Aroon indicator — tracks the bars-since-highest-high and bars-since-lowest-low inside a period + 1-bar window, reported as percentages.

Quick reference

Field	Value
Family	Trend & Directional
Input type	Candle
Output type	AroonOutput { up, down }
Output range	up, down ∈ [0, 100]
Default parameters	period = 14 (Python)
Warmup period	period + 1 (15 for period = 14)
Interpretation	up > 70 && down < 30 strong uptrend (mirror for downtrend); crossovers as turn signals

Formula

Scan the rolling period + 1-bar window for the position of the highest high and the position of the lowest low (with 0 = oldest, period = newest):

hh_idx_t  =  argmax_{i in 0..period}  high_{t-period+i}
ll_idx_t  =  argmin_{i in 0..period}  low_{t-period+i}

up_t      =  100 · hh_idx_t / period
down_t    =  100 · ll_idx_t / period

When the highest high lands on the most-recent bar (hh_idx == period), up == 100; when it lands on the oldest bar in the window, up == 0. The same holds for down.

In Wickra's implementation the scan uses >= / <=, so ties go to the latest matching bar — which is why a perfectly flat window produces up = down = 100 rather than 0 (the latest bar is always tied with the oldest).

Parameters

Name	Type	Default (Python)	Valid range	Description
period	usize	14	>= 1	Lookback length. The internal window holds period + 1 candles.

Aroon::new(0) returns Error::PeriodZero.

Inputs / Outputs

From impl Indicator for Aroon:

type Input  = Candle;
type Output = AroonOutput;
fn update(&mut self, candle: Candle) -> Option<AroonOutput>;

AroonOutput:

Field	Description
up	100 · bars_since_oldest_HH / period, in [0, 100]. High = recent new high.
down	100 · bars_since_oldest_LL / period, in [0, 100]. High = recent new low.

Python's Aroon.batch(high, low) returns a (n, 2) float64 array with columns [up, down]; warmup rows are [NaN, NaN]. Streaming update(candle) returns a (up, down) tuple or None.

Node's Aroon.batch(high, low) returns a flat number[] of length n * 2, interleaved [up_0, down_0, up_1, down_1, …]. Only batch is exposed on the Node binding.

Warmup

warmup_period() returns period + 1. Aroon scans period + 1 bars to find "bars since highest high" (which ranges over 0..period), so the indicator is not ready until exactly period + 1 candles have arrived. This is the same off-by-one as RSI and ROC, but for a window-position reason rather than a diff reason.

Edge cases

• Pure uptrend. Every new candle is a new high — hh_idx is always the latest position, up == 100. The lowest low is the oldest candle in the window, down == 0. Tests pure_uptrend_aroon_up_100 pin this.
• Constant input. Every candle's high is equal to every other candle's high. The >= tiebreak in the scan means the most-recent candle always wins both the HH and LL positions — both up and down end up at 100. (Be careful: this is not a neutral reading; it is an artefact of the tiebreak rule.)
• Reset. reset() clears the candle buffer; the next period + 1 updates return None.

Examples

Rust

use wickra::{Aroon, BatchExt, Candle, Indicator};

let candles: Vec<Candle> = (1..=15)
    .map(|i| Candle::new(i as f64, i as f64 + 1.0, i as f64 - 1.0, i as f64, 1.0, 0).unwrap())
    .collect();
let mut aroon = Aroon::new(14)?;
let out = aroon.batch(&candles);
let v = out[14].unwrap();
println!("uptrend row 14  up={} down={}", v.up, v.down);
# Ok::<(), wickra::Error>(())

Verified output:

uptrend row 14  up=100 down=0

Python

import numpy as np
import wickra as ta

i = np.arange(1, 16, dtype=float)
high = i + 1.0
low  = i - 1.0
aroon = ta.Aroon(14)
out = aroon.batch(high, low)
print('warmup:', aroon.warmup_period())
print('shape :', out.shape)
print('row 14:', out[14])

Verified output:

warmup: 15
shape : (15, 2)
row 14: [100.   0.]

Node

const wickra = require('wickra');

const high = [], low = [];
for (let i = 1; i <= 15; i++) {
  high.push(i + 1);
  low.push(i - 1);
}
const a = new wickra.Aroon(14);
const out = a.batch(high, low);
console.log('len   :', out.length);
console.log('row 14:', { up: out[14 * 2], down: out[14 * 2 + 1] });

Verified output:

len   : 30
row 14: { up: 100, down: 0 }

Interpretation

• Strong trend bands. up > 70 with down < 30 indicates a strong uptrend (new highs are recent, new lows are old); mirror for a downtrend.
• Crossover. up crossing above down is a bullish trend-shift signal; the mirror is bearish. Crossovers near 50/50 are weak (the window has no clear leader); crossovers from 0/100 extremes are strong.
• Consolidation. Both lines wandering near 50 means neither recent highs nor recent lows are dominating — typical of a range-bound market.

Common pitfalls

• Constant input gives up == down == 100, not 0 or 50. The >= / <= tiebreak in the scan rewards the most-recent candle. Treat constant or near-constant windows as a degenerate case; a reading of (100, 100) is not a strong trend in both directions — it is "no information".
• period + 1 warmup, not period. Same off-by-one trap as RSI: the indicator looks at a window of size period + 1 so that bars_since_high can range from 0 to period. Indexing your output array as if it were ready at the period-th input gives you one NaN / None row at the start you didn't expect.

References

• Tushar Chande, "A New Tool for Technical Traders: The Aroon Indicator", Technical Analysis of Stocks & Commodities, September 1995 — the original publication.

See also

• Indicator: Adx — alternative trend-strength measure with explicit +DI / −DI direction.
• Indicator: Stochastic — also range-window based, but reports close position rather than extremum age.
• Warmup Periods — the period + 1 family.