Does anyone use the detrended price osciallator?
I was playing around with it in combination with a couple of other things I use to trigger signals and I inadvertently found myself in backtest with a really robust system producing unbelievable results. Then I realized the DPO is actually shifted back a number of bars based on the length of the moving average you choose. Thus my backtest was cherrypicking signals 300 bars after they had happened instead of in realtime, which obviously would have produced different results.
Anyway to cut a long story short, does anyone know of a way to simulate similar results to the DPO using another oscillator in realtime? Or does anyone wish to share how they use this indicator in their trading when it lags and will repaint when used in combination with other indicators?
Cheers,
Bob
I was playing around with it in combination with a couple of other things I use to trigger signals and I inadvertently found myself in backtest with a really robust system producing unbelievable results. Then I realized the DPO is actually shifted back a number of bars based on the length of the moving average you choose. Thus my backtest was cherrypicking signals 300 bars after they had happened instead of in realtime, which obviously would have produced different results.
Anyway to cut a long story short, does anyone know of a way to simulate similar results to the DPO using another oscillator in realtime? Or does anyone wish to share how they use this indicator in their trading when it lags and will repaint when used in combination with other indicators?
Cheers,
Bob