Engineering Alpha

Engineering Alpha

The Detrended Price Oscillator

Coding the Detrended Price Oscillator in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Aug 19, 2022
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Contrarian indicators come in different shapes and colors. The detrended price oscillator is one famous color that aims to capture peaks and troughs through market cycle concepts. In this article, we will create the indicator from scratch.

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