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Lean
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The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction. More...
Public Member Functions | |
| AroonOscillator (int upPeriod, int downPeriod) | |
| Creates a new AroonOscillator from the specified up/down periods. More... | |
| AroonOscillator (string name, int upPeriod, int downPeriod) | |
| Creates a new AroonOscillator from the specified up/down periods. More... | |
| override void | Reset () |
| Resets this indicator and both sub-indicators (AroonUp and AroonDown) More... | |
Public Attributes | |
| override bool | IsReady => AroonUp.IsReady && AroonDown.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the next value of this indicator from the given state More... | |
Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| IndicatorBase< IndicatorDataPoint > | AroonUp [get] |
| Gets the AroonUp indicator More... | |
| IndicatorBase< IndicatorDataPoint > | AroonDown [get] |
| Gets the AroonDown indicator More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction.
Definition at line 27 of file AroonOscillator.cs.
| QuantConnect.Indicators.AroonOscillator.AroonOscillator | ( | int | upPeriod, |
| int | downPeriod | ||
| ) |
Creates a new AroonOscillator from the specified up/down periods.
| upPeriod | The lookback period to determine the highest high for the AroonDown |
| downPeriod | The lookback period to determine the lowest low for the AroonUp |
Definition at line 54 of file AroonOscillator.cs.
| QuantConnect.Indicators.AroonOscillator.AroonOscillator | ( | string | name, |
| int | upPeriod, | ||
| int | downPeriod | ||
| ) |
Creates a new AroonOscillator from the specified up/down periods.
| name | The name of this indicator |
| upPeriod | The lookback period to determine the highest high for the AroonDown |
| downPeriod | The lookback period to determine the lowest low for the AroonUp |
Definition at line 65 of file AroonOscillator.cs.
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protected |
Computes the next value of this indicator from the given state
| input | The input given to the indicator |
Definition at line 90 of file AroonOscillator.cs.
| override void QuantConnect.Indicators.AroonOscillator.Reset | ( | ) |
Resets this indicator and both sub-indicators (AroonUp and AroonDown)
Definition at line 127 of file AroonOscillator.cs.
| override bool QuantConnect.Indicators.AroonOscillator.IsReady => AroonUp.IsReady && AroonDown.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 42 of file AroonOscillator.cs.
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get |
Gets the AroonUp indicator
Definition at line 32 of file AroonOscillator.cs.
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get |
Gets the AroonDown indicator
Definition at line 37 of file AroonOscillator.cs.
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get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 47 of file AroonOscillator.cs.