stock indicatorsfor .NET

Aroon ​

Created by Tushar Chande, Aroon (Up/Down) is a oscillator view that tracks how recently each lookback window saw a new high (Up) and low (Down). Aroon Oscillator is the difference Up − Down, presented as a single oscillator that crosses zero when the dominant trend flips. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<AroonResult> results =
  bars.ToAroon(lookbackPeriods);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) for the lookback evaluation. Must be greater than 0. Default is 25.

Historical price bars requirements ​

You must have at least N periods of bars to cover the warmup periods.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<AroonResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first N-1 periods will have null values for Aroon since there's not enough data to calculate.

AroonResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
AroonUpdoubleBased on last High price
AroonDowndoubleBased on last Low price
OscillatordoubleAroonUp - AroonDown

Utilities ​

See Utilities and helpers for more information.

Chaining ​

Results can be further processed on Oscillator with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToAroon(..)
    .ToSlope(..);

This indicator must be generated from bars and cannot be generated from results of another chain-enabled indicator or method.

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
AroonList aroonList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  aroonList.Add(bar);
}

// based on `ICollection<AroonResult>`
IReadOnlyList<AroonResult> results = aroonList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
AroonHub observer = barHub.ToAroonHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<AroonResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.