wickra/docs/wiki/indicators/momentum/Indicator-AroonOscillator.md

AroonOscillator

Aroon Oscillator — the single-line difference AroonUp − AroonDown, condensing the two Aroon lines into one trend gauge.

Quick reference

Field	Value
Family	Momentum (trend strength)
Sub-category	Bounded oscillators
Input type	Candle (uses high, low)
Output type	f64
Output range	[−100, 100]
Default parameters	period = 14 (Python)
Warmup period	period + 1
Interpretation	Positive = up-trend, negative = down-trend, near zero = range.

Formula

AroonOscillator = AroonUp − AroonDown

where Aroon reports two [0, 100] lines measuring how recently the window's highest high and lowest low occurred. Their difference lives in [−100, 100]: strongly positive means the most recent high is much fresher than the most recent low (an up-trend); strongly negative is the mirror image; near zero means neither extreme is recent.

Parameters

Name	Type	Default	Valid range	Description
period	usize	14 (Python)	>= 1	Aroon lookback window. 0 errors with Error::PeriodZero.

The Python binding defaults period to 14.

Inputs / Outputs

From crates/wickra-core/src/indicators/aroon_oscillator.rs:

impl Indicator for AroonOscillator {
    type Input = Candle;
    type Output = f64;
    // update(&mut self, input: Candle) -> Option<f64>
}

AroonOscillator is a candle-input indicator: it reads high and low. In Python the streaming update accepts a 6-tuple or a dict; the batch helper takes high and low numpy arrays. Node and WASM expose update(high, low) and batch(high, low).

Warmup

AroonOscillator::new(period).warmup_period() == period + 1 — identical to the underlying Aroon, which needs a period + 1-bar window before the first reading.

Edge cases

• Pure trend. A series of fresh highs gives AroonUp = 100, AroonDown = 0, so the oscillator is +100; a series of fresh lows is −100 (pure_uptrend_yields_plus_100 / pure_downtrend_yields_minus_100 pin this).
• Bounds. The output is always within [−100, 100] (output_stays_within_minus_100_and_100 pins this).
• Candle validation. Candle::new rejects invalid bars before update ever sees them.
• Reset. osc.reset() clears the underlying Aroon window.

Examples

Rust

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

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut osc = AroonOscillator::new(5)?;
    // 30 bars, each a fresh high.
    let candles: Vec<Candle> = (0..30)
        .map(|i| {
            let p = 100.0 + f64::from(i);
            Candle::new(p, p + 1.0, p - 1.0, p, 1.0, i64::from(i)).unwrap()
        })
        .collect();
    let out = osc.batch(&candles);
    println!("last = {:?}", out.last().unwrap());
    Ok(())
}

Output:

last = Some(100.0)

Every bar is a fresh high and never a fresh low, so the oscillator pins at +100. This matches the pure_uptrend_yields_plus_100 test in crates/wickra-core/src/indicators/aroon_oscillator.rs.

Python

import numpy as np
import wickra as ta

osc = ta.AroonOscillator(14)
high = np.arange(100.0, 140.0)
low = high - 2.0
print(osc.batch(high, low)[-1])  # steady uptrend -> 100

Output:

100.0

Node

const ta = require('wickra');
const osc = new ta.AroonOscillator(14);
const high = Array.from({ length: 40 }, (_, i) => 100 + i);
const low = high.map((h) => h - 2);
console.log(osc.batch(high, low).at(-1)); // 100

Interpretation

AroonOscillator is a compact trend gauge. The two canonical reads are the zero-line cross (AroonUp overtaking AroonDown or vice versa — a trend change) and the magnitude (values pinned near ±100 confirm a strong, uninterrupted trend; values oscillating near zero confirm a range). Use it where the two-line Aroon is more detail than you need.

Common pitfalls

• Feeding it scalar prices. It needs high/low; it takes a Candle, not an f64.
• Expecting the [0, 100] Aroon scale. The oscillator is signed and spans [−100, 100].

References

Tushar Chande's Aroon system (1995); the oscillator is the standard AroonUp − AroonDown difference.

See also

• Indicator-Aroon.md — the two-line indicator this collapses.
• Indicator-Adx.md — another trend-strength gauge.
• Indicators-Overview.md — the full taxonomy.