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Detrended Price Oscillator (DPO)

The Detrended Price Oscillator (DPO) is used to eliminate the long-term trends in prices by comparing the price to a shifted moving average.

Formula

DPO = Price − SMA(shifted)

  • The SMA is shifted back by (period / 2 + 1) bars

Parameters

  • period (default: 20): Period for SMA

Usage Example

import { DPO } from '../src/dpo';

const dpo = new DPO();
const result = dpo.nextValue(close);
// result: DPO value

Returns

A single number: the DPO value for the current input.