I have tried using the Aroon Pipeline Factor and get nothing but an All-NaN Slice ValueType Error. I have tried
up, down = Aroon(window_length=20)
factor = Aroon(window_length=20)
None of these seem to work. Anyone know what's going on? I'm using default inputs and trying to assign outputs to the up,down variables
Maybe use a mask to filter out the securities being passed to the Aroon factor. Not sure, but the error you are getting implies all NaNs in the input data which the Aroon factor doesn't seem to gracefully handle. Also, you may want to explicitly assign the up and down outputs and not assume they will get assigned correctly by position. It appears your code has them reversed. Maybe something like this.
universe = Q500US()
aroon = Aroon(window_length=20, mask=universe)
down = aroon.down
up = aroon.up
factor = up - down
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