Momentum indicators
Aroon
Paired oscillators measuring the recency of recent lows and highs.
- Engine
- TA-Lib
- Function
AROON- Input series
- high, low
- Outputs
- 2
How it works
Aroon Down and Aroon Up measure how recently the lowest low and highest high occurred within the configured period and scale each result from 0 to 100.
Use case
Use Aroon as a paired trend-recency feature for detecting emerging trends, consolidations, and changes in directional dominance.
Parameters
| Parameter | Type | Default | Bounds or options | Description |
|---|---|---|---|---|
| Time Period | integer | 14 | 2…100000 | Number of bars searched for the most recent highest high and lowest low. |
Outputs
| Output | Type | Description |
|---|---|---|
| Aroon Down | number | Recency score for the lowest low, ranging from 0 to 100. |
| Aroon Up | number | Recency score for the highest high, ranging from 0 to 100. |
Reading the result
Aroon describes how recently the rolling window produced a highest high and a lowest low. Its two outputs therefore represent recency of opposing extremes rather than the size of the move between them.
The relationship between the two lines can describe whether fresh highs or fresh lows dominate the selected horizon. It does not measure return magnitude or volatility directly.
Common mistakes
- Interpreting a high line as a large price move rather than a recent extreme.
- Ignoring ties or repeated equal highs/lows when comparing implementations.
- Reducing both outputs to one crossing and discarding their levels.
- Assuming range-bound and trending markets produce the same useful thresholds.
DataCat workflow notes
Keep the two output mappings explicit. Derived features such as their difference can be useful, but retain the original pair for auditability and avoid confusing line order in SQL.