Aroon
get_aroon(quotes, lookback_periods=25)
Parameters
| name | type | notes |
|---|---|---|
quotes | Iterable[Quote] | Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame |
lookback_periods | int, default 25 | Number of periods (N) for the lookback evaluation. Must be greater than 0. |
Historical quotes requirements
You must have at least N periods of quotes to cover the warmup periods.
quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
Returns
AroonResults[AroonResult]
- This method returns a time series of all available indicator values for the
quotesprovided. AroonResultsis just a list ofAroonResult.- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will haveNonevalues forAroonsince there’s not enough data to calculate.
AroonResult
| name | type | notes |
|---|---|---|
date | datetime | Date |
aroon_up | float, Optional | Based on last High price |
aroon_down | float, Optional | Based on last Low price |
oscillator | float, Optional | AroonUp - AroonDown |
Utilities
See Utilities and Helpers for more information.
Example
from stock_indicators import indicators
# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")
results = indicators.get_aroon(quotes, lookback_periods)
About Aroon
Created by Tushar Chande, Aroon is a oscillator view of how long ago the new high or low price occurred over a lookback window. [Discuss] 💬
