Aroon (aroon)

Aroon measures how recently the selected high and low occurred within a window, not the size of the movements that produced them. It exposes two series ranging from 0 to 100. Aroon Up is 100 when the occurrence used for the window high is on the current candle, then falls as that occurrence ages; Aroon Down applies the same reading to the low. If the same extreme occurs more than once, the block keeps the oldest occurrence still present in the window.

An Aroon Up above Aroon Down means that the selected high is more recent than the selected low; the reverse means that the low is more recent. Two high values indicate that both extremes are recent, while two low values indicate that both are old within the window. length defines that window as the current candle and the preceding length candles, and therefore controls how quickly the lines return toward zero when no new extreme appears.

Block declaration#

A strategy can declare multiple [[aroon]] blocks. Each block produces two numeric series, Aroon Up and Aroon Down, identified by up_id and down_id, respectively.

No source parameter is needed because the indicator always uses candle high and low prices.

Examples#

Minimal setup#

This block computes Aroon Up and Aroon Down with the default length 14.

[[aroon]]
up_id   = "aroon_up"
down_id = "aroon_down"

Custom fixed setup#

This block uses a custom length value.

[[aroon]]
up_id   = "aroon_up"
down_id = "aroon_down"
length  = 21

Finding the optimal length#

This block declares several possible values for length.

[[aroon]]
up_id        = "aroon_up"
down_id      = "aroon_down"
length.start = 7
length.stop  = 28

Filtering long entries during an uptrend#

This example places Aroon before a long entry as a filter. The strategy moves to the next block when the market has made a recent high without also making a recent low: Aroon Up must reach its minimum threshold while Aroon Down stays below its maximum threshold.

The grid search compares 75 versions of this filter by varying its lookback (length) and both thresholds. A shorter length focuses on recent market structure; raising aroon_up_min or lowering aroon_down_max makes the entry more selective.

[[aroon]]
up_id        = "aroon_up"
down_id      = "aroon_down"
length.start = 14
length.stop  = 28
length.step  = 7

[[constant]]
id    = "aroon_up_min"
start = 70
stop  = 90
step  = 5

[[constant]]
id    = "aroon_down_max"
start = 10
stop  = 30
step  = 5

[[condition]]
id            = "long_trend_filter"
condition     = "aroon_up >= aroon_up_min and aroon_down <= aroon_down_max"
next_block_id = "..."

Dedicated symbol and timeframe#

This Aroon block uses the daily candles from BINANCE:ETHUSDT. The high and low prices come from this symbol and timeframe, independently of the primary symbol and timeframe defined in [backtest]. See Exchanges, Symbols and Timeframes for alignment rules.

[[aroon]]
up_id     = "aroon_up"
down_id   = "aroon_down"
symbol    = "BINANCE:ETHUSDT"
timeframe = "D"

Parameters#

The source key is not accepted in [[aroon]]. The indicator always uses the high and low price series from the selected market and timeframe.

Available variables#

The identifiers below are available directly in expressions. The Aroon block exposes two numeric series, the length used for the calculation, and its symbol and timeframe.

Assume the block is configured as follows:

[[aroon]]
up_id   = "aroon_up"
down_id = "aroon_down"

Then:

Notes

• Numeric variables support arithmetic, comparisons, and logical operators.
• Text variables are strings intended for equality and inequality checks.