Function Prototype
/* Percentage Price Oscillator */
/* Type: indicator */
/* Input arrays: 1 Options: 2 Output arrays: 1 */
/* Inputs: real */
/* Options: short period, long period */
/* Outputs: ppo */
int ti_ppo_start(TI_REAL const *options);
int ti_ppo(int size,
TI_REAL const *const *inputs,
TI_REAL const *options,
TI_REAL *const *outputs);
Description
This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.
Percentage Price Oscillator helps follow trends and has several uses.
It takes two parameters: a short period n
and a long period m
.
Percentage Price Oscillator is calculated as follows.
$$short_{t} = ema(n, input)$$
$$long_{t} = ema(m, input)$$
$$apo_{t} = 100\frac{short_{t} - long_{t}}{long_{t}}$$
See Also
References
Example Usage
Calling From C
/* Example usage of Percentage Price Oscillator */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {2, 5}; /* short period, long period */
TI_REAL *outputs[1]; /* ppo */
/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_ppo_start(options);
/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* ppo */
/* Run the actual calculation. */
const int ret = ti_ppo(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);
Calling From Lua (with Tulip Chart bindings)
-- Example usage of Percentage Price Oscillator
ppo = ti.ppo(input, 2, 5)
Example Calculation
short period = 2, long period = 5
date | input | ppo |
---|---|---|
2005-11-01 | 81.59 | |
2005-11-02 | 81.06 | -0.22 |
2005-11-03 | 82.87 | 0.52 |
2005-11-04 | 83.00 | 0.62 |
2005-11-07 | 83.61 | 0.75 |
2005-11-08 | 83.15 | 0.42 |
2005-11-09 | 82.84 | 0.13 |
2005-11-10 | 83.99 | 0.50 |
2005-11-11 | 84.55 | 0.69 |
2005-11-14 | 84.36 | 0.50 |
2005-11-15 | 85.53 | 0.81 |
2005-11-16 | 86.54 | 1.09 |
2005-11-17 | 86.89 | 1.04 |
2005-11-18 | 87.77 | 1.13 |
2005-11-21 | 87.29 | 0.72 |
Chart
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