There is a predefined class in zipline. That might be easier as that exports all needed vars

Could you put a link to the documentation for this? Would be very helpful :)

Here it is:
https://github.com/quantopian/zipline/blob/master/zipline/pipeline/factors/technical.py

That shows the Aroon class that I'm using in my get_aroon(s) method. But for this to work, it has to be within the Pipeline. If you try to slice the stock data you want out of it, it returns the error I mentioned above.

Like in the pipeline, you can do

aroon = Aroon(mask=base_universe, window_length=15)  
up = aroon.up  
down = aroon.down  
osc = up - down  

And then add it to your pipeline. I'm wanting this for trading decisions so I'm trying to slice to values for the calculation of the current stock that needs to be determined as you can see where I did aroon[s].up. Only problem is that the .up and .down aren't available when you slice it.

Dustin ,

If you want to create Aroon oscillator outside of the pipeline
then try this:

# Aroon Oscilator

import talib

def initialize(context):  
    schedule_function(trade, date_rules.every_day(), time_rules.market_open(minutes = 65)) 

def trade(context, data):  
    assets, period, lev = symbols('AAPL', 'AMZN', 'TLT'), 14, 1.0  
    wt = lev/len(assets)

    for asset in assets:  
        H = data.history(asset, 'high', period + 1, '1d')  
        L = data.history(asset, 'low', period + 1, '1d')  
        AroonDown, AroonUp = talib.AROON(H, L, period)  
        Aroon_Osc = AroonUp[-1] - AroonDown[-1]

        if get_open_orders(asset): continue  
        if data.can_trade(asset):  
            if Aroon_Osc > 0:  
                order_target_percent(asset, wt)  
            else:  
                order_target_percent(asset, 0)  

I get an "init() takes exactly 4 arguments (3 given)" error with this

Dustin ,

Can you attach the backtest of the algo I just published above?

Here's the backtest of your code you wrote. Not sure why it's not working for me.....

I got it working finally. Had to do something with me trying to use RSI as well.

Dustin ,

Can you attach the backtest ?

After getting rid of the code for RSI checking, I added it back in and now it's working. Don't know what is different because I wrote it the same other than the aroon oscillator being the first in the check rather than the RSI