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Detrended Price Oscillator (DPO) has missing Values depending on the offset / Lookback

See original GitHub issue


I’m trying to use the DPO for my Backtests and observed some strange behavior. Its missing the latest Values depending on the lookback.

Lets say I have a lookback of 21, then the list is missing the latest 10 values.

its calculated like this: int offset = lookbackPeriods / 2 + 1;

but then:

if (i >= lookbackPeriods - offset - 1 && i < size - offset)
                    SmaResult s = sma[i + offset];
                    r.Sma = s.Sma;
                    r.Dpo = q.Close - s.Sma;

It is trying to add the offset to the SMA “i” (SmaResult s = sma[i + offset]😉 instead of subtracting it. At least if I’m not wrong, or missing something.

Thank you 😃

Issue Analytics

  • State:closed
  • Created 2 years ago
  • Comments:9 (6 by maintainers)

github_iconTop GitHub Comments

DaveSkendercommented, Dec 7, 2021

I didn’t knew there was another “way” of calculating the DPO.

Me neither! I’ve not seen that before. Community contributions on TV tend to have some creative interpretations or additions, not all make sense and are often not part of the original definition. I tend to stick with the original definitions from the original source but have made a few exceptions. I generally prefer to not add things just because someone else did it, especially if I don’t understand its added value, just to keep things simpler.

github-actions[bot]commented, Mar 8, 2022

This Issue has been automatically locked since there has not been any recent activity after it was closed. Please open a new Issue for related bugs.

Read more comments on GitHub >

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