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QuantConnect.Indicators.AroonOscillator Class Reference

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...

Inheritance diagram for QuantConnect.Indicators.AroonOscillator:
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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< IndicatorDataPointAroonUp [get]
 Gets the AroonUp indicator More...
 
IndicatorBase< IndicatorDataPointAroonDown [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...
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ AroonOscillator() [1/2]

QuantConnect.Indicators.AroonOscillator.AroonOscillator ( int  upPeriod,
int  downPeriod 
)

Creates a new AroonOscillator from the specified up/down periods.

Parameters
upPeriodThe lookback period to determine the highest high for the AroonDown
downPeriodThe lookback period to determine the lowest low for the AroonUp

Definition at line 54 of file AroonOscillator.cs.

◆ AroonOscillator() [2/2]

QuantConnect.Indicators.AroonOscillator.AroonOscillator ( string  name,
int  upPeriod,
int  downPeriod 
)

Creates a new AroonOscillator from the specified up/down periods.

Parameters
nameThe name of this indicator
upPeriodThe lookback period to determine the highest high for the AroonDown
downPeriodThe lookback period to determine the lowest low for the AroonUp

Definition at line 65 of file AroonOscillator.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.AroonOscillator.ComputeNextValue ( IBaseDataBar  input)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator
Returns
A new value for this indicator

Definition at line 90 of file AroonOscillator.cs.

◆ Reset()

override void QuantConnect.Indicators.AroonOscillator.Reset ( )

Resets this indicator and both sub-indicators (AroonUp and AroonDown)

Definition at line 127 of file AroonOscillator.cs.

Member Data Documentation

◆ IsReady

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.

Property Documentation

◆ AroonUp

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.AroonOscillator.AroonUp
get

Gets the AroonUp indicator

Definition at line 32 of file AroonOscillator.cs.

◆ AroonDown

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.AroonOscillator.AroonDown
get

Gets the AroonDown indicator

Definition at line 37 of file AroonOscillator.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.AroonOscillator.WarmUpPeriod
get

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 47 of file AroonOscillator.cs.


The documentation for this class was generated from the following file: