AROON OSCILLATOR Гайд по трейдингу
The Aroon Oscillator measures how recently price made a high versus a low and converts that relationship into a momentum oscillator. It helps separate early trend starts from range-bound mean reversion and weaker knee-style continuation signals.
What does the indicator show?
- Aroon Oscillator Line: Positive values show that recent highs dominate, while negative values show that recent lows dominate.
- Signal Line: A smoothed reference for trend continuation and cross checks.
- Long / Short Markers: Directional triggers based on oscillator regime changes.
- Mean Reversion Dots: Optional markers that highlight exhaustion after stretched positive or negative legs.
Key Settings
- Aroon Length: Sets the high and low lookback window.
- Smooth: Controls smoothing of the oscillator for cleaner signals.
- Signal Line: Defines the smoothing length of the secondary confirmation line.
- Show Mean Reversion Dots / Show Trend Signals: Toggles the main visual signal types.
How to use Strategy Parameters (Condition Source)
Within the Strategy Tester module, Aroon outputs can be used for directional entries, zero-line regime filters, and exhaustion exits.
1. Directional Signals
longSignal- A bullish oscillator event.shortSignal- A bearish oscillator event.longSmallKneeSignalandshortSmallKneeSignal- Smaller continuation or knee signals.longZeroCrossandshortZeroCross- Zero-line regime changes.
Strategy Example: Enter Long when longZeroCross is true, then require osc > signal to confirm that momentum is still improving.
2. Mean Reversion Context
meanRevUp- A bullish mean-reversion marker after downside pressure.meanRevDown- A bearish mean-reversion marker after upside pressure.oscandsignal- Main oscillator and smoothed signal values.
Strategy Example: Use meanRevDown is true as an exit filter for open Long positions when the oscillator has become extended.