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]
// usage IEnumerable<DpoResult> results = quotes.GetDpo(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.
- This method returns a time series of all available indicator values for the
- 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+1periods will be
nullsince they cannot be calculated.
DateTime - Date from evaluated
double - Simple moving average offset by
double - Detrended Price Oscillator (DPO)
See Utilities and helpers for more information.
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(..);