Supported Indicators

Aroon Oscillator

Introduction

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.

To view the implementation of this indicator, see the LEAN GitHub repository.

Using AROON Indicator

To create an automatic indicator for AroonOscillator, call the AROONaroon helper method from the QCAlgorithm class. The AROONaroon method creates a AroonOscillator object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initializeinitialize method.

public class AroonOscillatorAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AroonOscillator _aroon;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _aroon = AROON(_symbol, 10, 20);
    }

    public override void OnData(Slice data)
    {

        if (_aroon.IsReady)
        {
            // The current value of _aroon is represented by itself (_aroon)
            // or _aroon.Current.Value
            Plot("AroonOscillator", "aroon", _aroon);
            // Plot all properties of abands
            Plot("AroonOscillator", "aroonup", _aroon.AroonUp);
            Plot("AroonOscillator", "aroondown", _aroon.AroonDown);
        }
    }
}
class AroonOscillatorAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._aroon = self.aroon(self._symbol, 10, 20)

    def on_data(self, slice: Slice) -> None:

        if self._aroon.is_ready:
            # The current value of self._aroon is represented by self._aroon.current.value
            self.plot("AroonOscillator", "aroon", self._aroon.current.value)
            # Plot all attributes of self._aroon
            self.plot("AroonOscillator", "aroon_up", self._aroon.aroon_up.current.value)
            self.plot("AroonOscillator", "aroon_down", self._aroon.aroon_down.current.value)

For more information about this method, see the QCAlgorithm classQCAlgorithm class.

You can manually create a AroonOscillator indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.

Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Updateupdate method. The indicator will only be ready after you prime it with enough data.

public class AroonOscillatorAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AroonOscillator _aroonoscillator;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _aroonoscillator = new AroonOscillator(10, 20);
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGetValue(_symbol, out var bar))
            _aroonoscillator.Update(bar);

        if (_aroonoscillator.IsReady)
        {
            // The current value of _aroonoscillator is represented by itself (_aroonoscillator)
            // or _aroonoscillator.Current.Value
            Plot("AroonOscillator", "aroonoscillator", _aroonoscillator);
            // Plot all properties of abands
            Plot("AroonOscillator", "aroonup", _aroonoscillator.AroonUp);
            Plot("AroonOscillator", "aroondown", _aroonoscillator.AroonDown);
        }
    }
}
class AroonOscillatorAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._aroonoscillator = AroonOscillator(10, 20)

    def on_data(self, slice: Slice) -> None:
        bar = slice.bars.get(self._symbol)
        if bar:
            self._aroonoscillator.update(bar)

        if self._aroonoscillator.is_ready:
            # The current value of self._aroonoscillator is represented by self._aroonoscillator.current.value
            self.plot("AroonOscillator", "aroonoscillator", self._aroonoscillator.current.value)
            # Plot all attributes of self._aroonoscillator
            self.plot("AroonOscillator", "aroon_up", self._aroonoscillator.aroon_up.current.value)
            self.plot("AroonOscillator", "aroon_down", self._aroonoscillator.aroon_down.current.value)

For more information about this indicator, see its referencereference.

Visualization

The following plot shows values for some of the AroonOscillator indicator properties:

AroonOscillator line plot.

Indicator History

To get the historical data of the AroonOscillator indicator, call the IndicatorHistoryself.indicator_history method. This method resets your indicator, makes a history request, and updates the indicator with the historical data. Just like with regular history requests, the IndicatorHistoryindicator_history method supports time periods based on a trailing number of bars, a trailing period of time, or a defined period of time. If you don't provide a resolution argument, it defaults to match the resolution of the security subscription. 

public class AroonOscillatorAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AroonOscillator _aroon;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _aroon = AROON(_symbol, 10, 20);

        var indicatorHistory = IndicatorHistory(_aroon, _symbol, 100, Resolution.Minute);
        var timeSpanIndicatorHistory = IndicatorHistory(_aroon, _symbol, TimeSpan.FromDays(10), Resolution.Minute);
        var timePeriodIndicatorHistory = IndicatorHistory(_aroon, _symbol, new DateTime(2024, 7, 1), new DateTime(2024, 7, 5), Resolution.Minute);

        // Access all attributes of indicatorHistory
        var aroonUp = indicatorHistory.Select(x => ((dynamic)x).AroonUp).ToList();
        var aroonDown = indicatorHistory.Select(x => ((dynamic)x).AroonDown).ToList();
    }
}
class AroonOscillatorAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._aroon = self.aroon(self._symbol, 10, 20)

        indicator_history = self.indicator_history(self._aroon, self._symbol, 100, Resolution.MINUTE)
        timedelta_indicator_history = self.indicator_history(self._aroon, self._symbol, timedelta(days=10), Resolution.MINUTE)
        time_period_indicator_history = self.indicator_history(self._aroon, self._symbol, datetime(2024, 7, 1), datetime(2024, 7, 5), Resolution.MINUTE)
    
        # Access all attributes of indicator_history
        indicator_history_df = indicator_history.data_frame
        aroon_up = indicator_history_df["aroonup"]
        aroon_down = indicator_history_df["aroondown"]

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