PPO
Summary
Percentage Price Oscillator: the difference between a fast and slow moving average expressed as a percentage of the slow MA. A normalized (scale-invariant) variant of APO. Positive when the fast MA is above the slow MA (upward momentum), negative otherwise; magnitude is the % deviation.
Formula
PPO = ((fastMA(inReal) - slowMA(inReal)) / slowMA(inReal)) * 100, both MAs of type optInMAType; output = 0 when slowMA == 0
Inputs
inReal— Input data series
Outputs
outReal— PPO value in percent
Parameters
optInFastPeriod— Period of the fast MAoptInSlowPeriod— Period of the slow MAoptInMAType— Moving average type used for both MAs
Implementation
TA-Lib Definition: ppo.c · ppo.yaml
| Native | File |
|---|---|
| C | ta_PPO.c |
| Rust | ppo.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Percentage Price Oscillator