In addition to RSI and AROON, which indicator or oscillator can I associate with this strategy to increase its return?
You can use ADX and ATR to filter out trades.
Should I combine these signals provided by ADX with those provided by the Divegence Strategy, correct?
Note: Green DM+ and Red DM-
Yes, increasing ADX indicates a strong trend, so a good chance of making a profit. While decreasing ADX indicates a range bound market which will result in many noise trades. But again, this analysis will depend on the stock that you are trading and a through backtest is needed to evaluate if this hypothesis is true.