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Detrended Price Oscillator (DPO)

Detrended Price Oscillator depicts the difference between price and an offset simple moving average. It is used to identify trend cycles and duration. [Discuss] 💬

// C# usage syntax
IEnumerable<DpoResult> results =
  quotes.GetDpo(lookbackPeriods);

Parameters

lookbackPeriods int - Number of periods (N) in the moving average. Must be greater than 0.

Historical quotes requirements

You must have at least N historical quotes to cover the warmup periods.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IEnumerable<DpoResult>

• This method returns a time series of all available indicator values for the quotes provided.
• It always returns the same number of elements as there are in the historical quotes.
• It does not return a single incremental indicator value.
• The first N/2-2 and last N/2+1 periods will be null since they cannot be calculated.

DpoResult

Date DateTime - Date from evaluated TQuote

Sma double - Simple moving average offset by N/2+1 periods

Dpo double - Detrended Price Oscillator (DPO)

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods(qty)

See Utilities and helpers for more information.

Chaining

This indicator may be generated from any chain-enabled indicator or method.

// example
var results = quotes
    .Use(CandlePart.HL2)
    .GetDpo(..);

Results can be further processed on Dpo with additional chain-enabled indicators.

// example
var results = quotes
    .GetDpo(..)
    .GetRsi(..);