Aroon Indicator

[Screpuh]

Describe the bug
The Aroon Indicator has the following error:

given the list of highs (lows the same but only use high in this example) it first calculates the highs with the Max function. This returns a list for i ... n where i the high for i - 25. Next it uses the function Since but this is not correct. The function since checks for value i when it last changed. But this is not what you want. You want to know for point i how many days was the last high.

Example high [48, 52, 50, 49, 10]

lets say window is 3 in this example. Max will return:

[48, 52, 52, 52, 50]

Since would be in this case:
[0, 0, 1, 2, 0]

In the aroon calculation you do 3 - sinceLastHigh / 3 * 100

for n this would be (3 - 0) / 3 * 100

It thinks the amount of days since the last high is 0 which is wrong. I think you don't want to check since when the value changed but for value i how many days ago was the last high in a given period.

so for example instead of the function since() and max() use something like the following:

func SinceHigh(period int, values []float64) []int {
	result := make([]int, len(values))

	for i := 0; i < len(values); i++ {
		startIndex := i - period
		if startIndex < 0 {
			startIndex = 0
		}

		highest := math.Inf(-1)
		highestIndex := startIndex

		for j := startIndex; j <= i; j++ {
			if values[j] > highest {
				highest = values[j]
				highestIndex = j
			}
		}

		result[i] = i - highestIndex
	}

	return result
}

func SinceLow( period int, values []float64) []int {
	result := make([]int, len(values))

	for i := 0; i < len(values); i++ {
		startIndex := i - period
		if startIndex < 0 {
			startIndex = 0
		}

		lowest := math.Inf(1)
		lowestIndex := startIndex

		for j := startIndex; j <= i; j++ {
			if values[j] < lowest {
				lowest = values[j]
				lowestIndex = j
			}
		}

		result[i] = i - lowestIndex
	}

	return result
}

And then in Aroon do:
sinceLastHigh25 := SinceHigh(25, high)
sinceLastLow25 := SinceLow(25, low)

[cinar]

Thank you very much for your detailed bug report. I think you are correct. If you want to send a PR, please feel free to do so. Otherwise, I'll fix it aligned with your note here. If you happen to have some test data that can be used for unit testing here please let me know as well.

[Screpuh]

It's ok to copy and paste this code so please feel free to do so,

you can test for SinceHigh

values := []float64{29503, 29515, 29527, 29579, 29631, 29665, 29490, 29449, 29420, 29438}
for period := 3
expected := []int{0, 0, 0, 0, 0, 0, 1, 2, 3, 3}

and for period = 5
expected := [0 0 0 0 0 0 1 2 3 4]

I guess you can make many more if you like :)

Please let me know if you need any more help