« »

Detrended Price Oscillator (DPO)

---

get_dpo(quotes, lookback_periods)

Parameters

name	type	notes
quotes	Iterable[Quote]	Iterable(such as list or an object having __iter__()) of the Quote class or its sub-class. • Need help with pandas.DataFrame?
lookback_periods	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 an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

DPOResults[DPOResult]

• This method returns a time series of all available indicator values for the quotes provided.
• DPOResults is just a list of DPOResult.
• 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 None since they cannot be calculated.

DPOResult

name	type	notes
date	datetime	Date
sma	float, Optional	Simple moving average offset by N/2+1 periods
dpo	float, Optional	Detrended Price Oscillator (DPO)

Utilities

• .to_quotes() [deprecated]
• .find(lookup_date)
• .remove_warmup_periods(qty)

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("SPY")

# Calculate
results = indicators.get_dpo(quotes, 14)

About 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]

Sources

• C# core
• Python wrapper