Struct AroonEngine 

pub struct AroonEngine { /* private fields */ }

Aroon: how recently the highest high and the lowest low of the last period + 1 bars occurred.

Within the window the most recent bar holding the highest high respectively the lowest low counts (ties go to the later bar). With bars_since its distance from the current bar, Aroon Up = (period - bars_since_high) / period * 100, Aroon Down likewise for the low, and the oscillator is Up - Down.

value: the oscillator; extra["aroon_up"], extra["aroon_down"] (clamped to 0..=100) and extra["oscillator"]. First output: with the period + 1-th bar. Indicator::reset clears the window.

Implementations

impl AroonEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Indicator for AroonEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.