PPO Pass Node

Percentage Price Oscillator — Series Input

MomentumPercentage OscillatorPass

Overview

The PPO Pass Node computes the Percentage Price Oscillator on a series input. PPO is the MACD-equivalent expressed as a percentage — the difference between two EMAs divided by the slower EMA, making it scale-independent and directly comparable across different price levels.

PPO is especially useful for comparing momentum across assets at different price levels (e.g., comparing a $10 stock to a $500 stock). Zero-line crossovers signal trend direction; divergences from price warn of momentum changes; histogram analysis reveals acceleration and deceleration.

Formula

EMA_fast[i] = EMA(series, fastPeriod)
EMA_slow[i] = EMA(series, slowPeriod)
PPO[i] = (EMA_fast − EMA_slow) / EMA_slow × 100
Output is in percentage. Warm-up: slowPeriod bars.

Parameters

ParameterDefaultDescription
fastPeriod12Fast EMA period
slowPeriod26Slow EMA period (also the denominator for normalization)

Inputs & Outputs

SlotDirectionTypeDescription
inputInput{ values, timestamps }Price or any numeric series
valuesOutput(number | null)[]PPO percentage values; nulls during warm-up
timestampsOutputnumber[]Unix timestamps aligned to input

Use Cases

Cross-Asset Momentum Comparison

Because PPO is percentage-based, you can directly compare momentum across stocks at different price levels — rank multiple assets by PPO to find relative momentum leaders and laggards.

Zero-Line Trend Signals

PPO above zero means the fast EMA is above the slow EMA — bullish momentum. Below zero means fast is below slow — bearish momentum. Combine with a signal line EMA for crossover entries.

Histogram Analysis

Compute PPO minus its EMA signal line to create a histogram equivalent to MACD histogram — expanding bars indicate accelerating momentum; contracting bars warn of deceleration before a crossover.

Tips & Best Practices

PPO vs MACD

PPO is preferred over MACD for backtesting across different time periods or assets, as MACD magnitude changes with price level while PPO remains percentage-normalized throughout.

Add Signal Line Downstream

This node outputs the PPO line only. Add an EMA node downstream (period=9) to compute the signal line, then compare PPO vs signal for crossover signals.

Historical Level Comparison

PPO values are historically comparable for the same asset. If PPO reached +5% at a previous major top, similar readings at current highs suggest comparable overbought conditions.

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