Detrended Price Oscillator (DPO)

[DaveSkender]

Community discussion about Detrended Price Oscillator (DPO)

[ksathur]

When I calculate DPO value for the data in a csv file, I think it uses the future data to computer the DPO value at the current price point.

[DaveSkender]

This one is a bit unusual as it shifts the values back by N/2+1 periods, so every DPO value is definitively using future prices, by design. This is also why you’ll never see the last few bars calculated.