In this post I describe how to do it. And here is the XML defining triangle:
<?xml version="1.0" encoding="utf-8"?>
<layer-list xmlns:android="http://schemas.android.com/apk/res/android" >
<item>
<rotate
android:fromDegrees="45"
android:toDegrees="45"
android:pivotX="-40%"
android:pivotY="87%" >
<shape
android:shape="rectangle" >
<stroke android:color="@color/transparent" android:width="10dp"/>
<solid
android:color="@color/your_color_here" />
</shape>
</rotate>
</item>
</layer-list>
Refer to my post if something is unclear or you need explanation how it is built. It is rotated an cutout rectangle :) it is very smart and well working solution.
EDIT:
to create an arrow pointing like --> use:
...
android:fromDegrees="45"
android:toDegrees="45"
android:pivotX="13%"
android:pivotY="-40%" >
...
And to create an arrow pointing like <-- use:
android:fromDegrees="45"
android:toDegrees="45"
android:pivotX="87%"
android:pivotY="140%" >
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