So I started toying with strategies again and while I wasn't able to actually turn a profit using the preset Aroon strategy, I did see some positive results when I applied it to intervals of a few days.
It  seemed to do a very good job of detecting entry and exit points (in backtesting); I think that the only reason it wasn't profitable was because of the binary trade execution (i.e. sell 100% once signal is determined and vice versa). I'd like to use the code as a starting point and try to add a basic algorithm to make incremental buys and sells rather than all or nothing. I'm pretty sure that by just adding a set of a few simplistic rules you could turn the algo profitable.

The one thing that I'm a little confused on is the MathUtil.Aroon method. First, in the code I see three parameters: high, low, 22 - what is the 22 for? Also I'm not sure exactly how the overarching code uses the call to this method to make trades. From the code, it seems like you're just getting the aroon.up and aroon.down, finding the difference and then calling a buy or sell method depending on whether the result is positive or negative.

I have to imagine that's pretty close to what's happening, but I know I'm missing something. For instance, if that was the case then a trade would be initiated at every interval except for the case where aroon.up = aroon.down, which I would think would be fairly uncommon. But the strategy is obviously not making trades at every interval so I know that there has to be more to it than that. Maybe you could help point me in the right direction? Thanks!