aroon indicator calculation

[rrphotosoft]

Hi,
Aroon indicator calculation produces unexpected result:
Consider this timeseries

TimeSeries ts = new TimeSeries();
for(int i = 0; i < 100; i ++){
	ZonedDateTime zdt = ZonedDateTime.now().plusDays(i);
	Tick t = new Tick(zdt, Decimal.valueOf("NaN"),Decimal.valueOf("NaN"),Decimal.valueOf("NaN"),Decimal.valueOf("NaN"),Decimal.valueOf("NaN"));
	ts.addTick(t);
}

Attempting to calculate a 25 day aroon up indicator:

AroonUpIndicator aru = new AroonUpIndicator(ts, 25);
for(int i = 0; i  < 100; i++){
    System.out.println(String.valueOf(i) + ":" + std.getValue(i));
}

It prints 0 for every tick.
A value of 0 in aroon terminology is generally a strong bearish sign.
A similarly unexpected result is noted on RSI (built on the close price indicator), with the value being 100 on every tick, and zero on the first tick.

Could you please add your thoughts on this.

Best Regards,
RR.

[mdeverdelhan]

Sorry but no. You are in a limit case.
Reading the code and debugging, try to find out in which way the calculations are incorrect AND if a change would be relevant. Do not hesitate to make a pull request if you are able to fix those indicators.

[rrphotosoft]

Hi,
Thanks for you reply, I will get back to you with a pull request.
Best Regards,
RR.

[dpalic]

@rrphotosoft do you have any updates on this issue?
Since this repository was dropped, we have moved to a new organisation. See #192
Could you please repost your question there, if it is still needed? https://github.com/ta4j/ta4j
If not, could you do me a favour and close this issue here?

[rrphotosoft]

Hi,
Unfortunately the issue cannot be closed. The indicator is calculated even when null values are provided for the prices.
I am working on refactoring the relevant code , but it is complicated.
I will need more time, perhaps till the end of september.
@dpalic

[team172011]

@rrphotosoft please continue this discussion on the new repository. You can also open a new issue and make a pull-request to the develop branch

[mdeverdelhan]

Closed. @rrphotosoft Please make your future PR in the new repository https://github.com/ta4j/ta4j. (and good luck)