From 54148cad5b5b0da4993491eecc90ed6f7870a04d Mon Sep 17 00:00:00 2001
From: kingchenc <kingchencp@gmail.com>
Date: Fri, 22 May 2026 18:09:10 +0200
Subject: [PATCH] F5: add PPO, DPO and Coppock Curve price oscillators
MIME-Version: 1.0
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Completes the F5 family (Price oscillators) end to end:

- Rust core: ppo.rs (Percentage Price Oscillator — MACD as a percentage
  of the slow EMA), dpo.rs (Detrended Price Oscillator — shifted price
  minus its SMA), coppock.rs (Coppock Curve — WMA of two summed ROCs).
  Each with a full Indicator impl, runnable doctest and reference /
  constant-series / warmup / reset / batch==streaming / non-finite tests.
- Python: PyPpo / PyDpo / PyCoppock PyO3 classes + module registration
  + .pyi stubs (defaults PPO=(12,26), DPO=20, Coppock=(14,11,10)).
- Node: DpoNode via the scalar macro, explicit PpoNode and CoppockNode;
  index.d.ts and index.js updated.
- WASM: WasmDpo / WasmPpo / WasmCoppock via the scalar macro.
- Wiki: Indicator-Ppo/Dpo/Coppock.md plus rows in Indicators-Overview.md
  and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 300 core tests,
25 data tests and 42 doctests green.
---
 bindings/node/index.js                        |   5 +-
 bindings/node/src/lib.rs                      |  76 +++++++
 bindings/python/python/wickra/__init__.pyi    |  40 ++++
 bindings/python/src/lib.rs                    | 165 ++++++++++++++
 bindings/wasm/src/lib.rs                      |   3 +
 crates/wickra-core/src/indicators/coppock.rs  | 198 +++++++++++++++++
 crates/wickra-core/src/indicators/dpo.rs      | 208 ++++++++++++++++++
 crates/wickra-core/src/indicators/mod.rs      |   6 +
 crates/wickra-core/src/indicators/ppo.rs      | 205 +++++++++++++++++
 crates/wickra-core/src/lib.rs                 |   4 +-
 docs/wiki/Home.md                             |   3 +
 docs/wiki/Indicators-Overview.md              |   5 +-
 .../indicators/momentum/Indicator-Coppock.md  | 154 +++++++++++++
 .../wiki/indicators/momentum/Indicator-Dpo.md | 162 ++++++++++++++
 .../wiki/indicators/momentum/Indicator-Ppo.md | 155 +++++++++++++
 15 files changed, 1385 insertions(+), 4 deletions(-)
 create mode 100644 crates/wickra-core/src/indicators/coppock.rs
 create mode 100644 crates/wickra-core/src/indicators/dpo.rs
 create mode 100644 crates/wickra-core/src/indicators/ppo.rs
 create mode 100644 docs/wiki/indicators/momentum/Indicator-Coppock.md
 create mode 100644 docs/wiki/indicators/momentum/Indicator-Dpo.md
 create mode 100644 docs/wiki/indicators/momentum/Indicator-Ppo.md

diff --git a/bindings/node/index.js b/bindings/node/index.js
index 2474e4b2..16a9977f 100644
--- a/bindings/node/index.js
+++ b/bindings/node/index.js
@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, T3, VWMA, MOM, CMO, TSI, PMO, StochRSI, UltimateOscillator, PPO, DPO, Coppock, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, AwesomeOscillator, Aroon, KAMA } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -333,6 +333,9 @@ module.exports.TSI = TSI
 module.exports.PMO = PMO
 module.exports.StochRSI = StochRSI
 module.exports.UltimateOscillator = UltimateOscillator
+module.exports.PPO = PPO
+module.exports.DPO = DPO
+module.exports.Coppock = Coppock
 module.exports.MACD = MACD
 module.exports.BollingerBands = BollingerBands
 module.exports.ATR = ATR
diff --git a/bindings/node/src/lib.rs b/bindings/node/src/lib.rs
index 8d91b254..9a820503 100644
--- a/bindings/node/src/lib.rs
+++ b/bindings/node/src/lib.rs
@@ -107,6 +107,7 @@ node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
 node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
 node_scalar_indicator!(MomNode, "MOM", wc::Mom);
 node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
+node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
 
 // ============================== MACD ==============================
 
@@ -1238,6 +1239,81 @@ impl UltimateOscillatorNode {
     }
 }
 
+// ============================== PPO ==============================
+
+#[napi(js_name = "PPO")]
+pub struct PpoNode {
+    inner: wc::Ppo,
+}
+
+#[napi]
+impl PpoNode {
+    #[napi(constructor)]
+    pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::Ppo::new(fast as usize, slow as usize).map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    #[napi]
+    pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
+        flatten(self.inner.batch(&prices))
+    }
+    #[napi]
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[napi(js_name = "isReady")]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[napi(js_name = "warmupPeriod")]
+    pub fn warmup_period(&self) -> u32 {
+        self.inner.warmup_period() as u32
+    }
+}
+
+// ============================== Coppock ==============================
+
+#[napi(js_name = "Coppock")]
+pub struct CoppockNode {
+    inner: wc::Coppock,
+}
+
+#[napi]
+impl CoppockNode {
+    #[napi(constructor)]
+    pub fn new(roc_long: u32, roc_short: u32, wma_period: u32) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::Coppock::new(roc_long as usize, roc_short as usize, wma_period as usize)
+                .map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    #[napi]
+    pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
+        flatten(self.inner.batch(&prices))
+    }
+    #[napi]
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[napi(js_name = "isReady")]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[napi(js_name = "warmupPeriod")]
+    pub fn warmup_period(&self) -> u32 {
+        self.inner.warmup_period() as u32
+    }
+}
+
 #[napi(js_name = "VWMA")]
 pub struct VwmaNode {
     inner: wc::Vwma,
diff --git a/bindings/python/python/wickra/__init__.pyi b/bindings/python/python/wickra/__init__.pyi
index 15739908..9a0a908b 100644
--- a/bindings/python/python/wickra/__init__.pyi
+++ b/bindings/python/python/wickra/__init__.pyi
@@ -76,6 +76,46 @@ class TRIMA:
     @property
     def value(self) -> Optional[float]: ...
 
+class PPO:
+    def __init__(self, fast: int = 12, slow: int = 26) -> None: ...
+    def update(self, value: float) -> Optional[float]: ...
+    def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
+    def reset(self) -> None: ...
+    def is_ready(self) -> bool: ...
+    def warmup_period(self) -> int: ...
+    @property
+    def periods(self) -> Tuple[int, int]: ...
+    @property
+    def value(self) -> Optional[float]: ...
+
+class DPO:
+    def __init__(self, period: int = 20) -> None: ...
+    def update(self, value: float) -> Optional[float]: ...
+    def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
+    def reset(self) -> None: ...
+    def is_ready(self) -> bool: ...
+    def warmup_period(self) -> int: ...
+    @property
+    def period(self) -> int: ...
+    @property
+    def shift(self) -> int: ...
+    @property
+    def value(self) -> Optional[float]: ...
+
+class Coppock:
+    def __init__(
+        self, roc_long: int = 14, roc_short: int = 11, wma_period: int = 10
+    ) -> None: ...
+    def update(self, value: float) -> Optional[float]: ...
+    def batch(self, prices: NDArray[np.float64]) -> NDArray[np.float64]: ...
+    def reset(self) -> None: ...
+    def is_ready(self) -> bool: ...
+    def warmup_period(self) -> int: ...
+    @property
+    def periods(self) -> Tuple[int, int, int]: ...
+    @property
+    def value(self) -> Optional[float]: ...
+
 class StochRSI:
     def __init__(self, rsi_period: int = 14, stoch_period: int = 14) -> None: ...
     def update(self, value: float) -> Optional[float]: ...
diff --git a/bindings/python/src/lib.rs b/bindings/python/src/lib.rs
index 49e78946..89b316c0 100644
--- a/bindings/python/src/lib.rs
+++ b/bindings/python/src/lib.rs
@@ -1519,6 +1519,168 @@ impl PyAroon {
     }
 }
 
+// ============================== PPO ==============================
+
+#[pyclass(name = "PPO", module = "wickra._wickra")]
+#[derive(Clone)]
+struct PyPpo {
+    inner: wc::Ppo,
+}
+
+#[pymethods]
+impl PyPpo {
+    #[new]
+    #[pyo3(signature = (fast=12, slow=26))]
+    fn new(fast: usize, slow: usize) -> PyResult<Self> {
+        Ok(Self {
+            inner: wc::Ppo::new(fast, slow).map_err(map_err)?,
+        })
+    }
+    fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        prices: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray1<f64>>> {
+        let slice = prices
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
+    }
+    #[getter]
+    fn periods(&self) -> (usize, usize) {
+        self.inner.periods()
+    }
+    #[getter]
+    fn value(&self) -> Option<f64> {
+        self.inner.value()
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+    fn __repr__(&self) -> String {
+        let (f, s) = self.inner.periods();
+        format!("PPO(fast={f}, slow={s})")
+    }
+}
+
+// ============================== DPO ==============================
+
+#[pyclass(name = "DPO", module = "wickra._wickra")]
+#[derive(Clone)]
+struct PyDpo {
+    inner: wc::Dpo,
+}
+
+#[pymethods]
+impl PyDpo {
+    #[new]
+    #[pyo3(signature = (period=20))]
+    fn new(period: usize) -> PyResult<Self> {
+        Ok(Self {
+            inner: wc::Dpo::new(period).map_err(map_err)?,
+        })
+    }
+    fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        prices: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray1<f64>>> {
+        let slice = prices
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
+    }
+    #[getter]
+    fn period(&self) -> usize {
+        self.inner.period()
+    }
+    #[getter]
+    fn shift(&self) -> usize {
+        self.inner.shift()
+    }
+    #[getter]
+    fn value(&self) -> Option<f64> {
+        self.inner.value()
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+    fn __repr__(&self) -> String {
+        format!("DPO(period={})", self.inner.period())
+    }
+}
+
+// ============================== Coppock ==============================
+
+#[pyclass(name = "Coppock", module = "wickra._wickra")]
+#[derive(Clone)]
+struct PyCoppock {
+    inner: wc::Coppock,
+}
+
+#[pymethods]
+impl PyCoppock {
+    #[new]
+    #[pyo3(signature = (roc_long=14, roc_short=11, wma_period=10))]
+    fn new(roc_long: usize, roc_short: usize, wma_period: usize) -> PyResult<Self> {
+        Ok(Self {
+            inner: wc::Coppock::new(roc_long, roc_short, wma_period).map_err(map_err)?,
+        })
+    }
+    fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        prices: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray1<f64>>> {
+        let slice = prices
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        Ok(flatten(self.inner.batch(slice)).into_pyarray_bound(py))
+    }
+    #[getter]
+    fn periods(&self) -> (usize, usize, usize) {
+        self.inner.periods()
+    }
+    #[getter]
+    fn value(&self) -> Option<f64> {
+        self.inner.value()
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+    fn __repr__(&self) -> String {
+        let (l, s, w) = self.inner.periods();
+        format!("Coppock(roc_long={l}, roc_short={s}, wma_period={w})")
+    }
+}
+
 // ============================== StochRSI ==============================
 
 #[pyclass(name = "StochRSI", module = "wickra._wickra")]
@@ -2180,5 +2342,8 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_class::<PyPmo>()?;
     m.add_class::<PyStochRsi>()?;
     m.add_class::<PyUltimateOscillator>()?;
+    m.add_class::<PyPpo>()?;
+    m.add_class::<PyDpo>()?;
+    m.add_class::<PyCoppock>()?;
     Ok(())
 }
diff --git a/bindings/wasm/src/lib.rs b/bindings/wasm/src/lib.rs
index 62ee94a8..aee0f701 100644
--- a/bindings/wasm/src/lib.rs
+++ b/bindings/wasm/src/lib.rs
@@ -84,6 +84,9 @@ wasm_scalar_indicator!(WasmCmo, "CMO", wc::Cmo, period: usize);
 wasm_scalar_indicator!(WasmTsi, "TSI", wc::Tsi, long: usize, short: usize);
 wasm_scalar_indicator!(WasmPmo, "PMO", wc::Pmo, smoothing1: usize, smoothing2: usize);
 wasm_scalar_indicator!(WasmStochRsi, "StochRSI", wc::StochRsi, rsi_period: usize, stoch_period: usize);
+wasm_scalar_indicator!(WasmDpo, "DPO", wc::Dpo, period: usize);
+wasm_scalar_indicator!(WasmPpo, "PPO", wc::Ppo, fast: usize, slow: usize);
+wasm_scalar_indicator!(WasmCoppock, "Coppock", wc::Coppock, roc_long: usize, roc_short: usize, wma_period: usize);
 
 // ---------- KAMA (three params) ----------
 
diff --git a/crates/wickra-core/src/indicators/coppock.rs b/crates/wickra-core/src/indicators/coppock.rs
new file mode 100644
index 00000000..82fe75d0
--- /dev/null
+++ b/crates/wickra-core/src/indicators/coppock.rs
@@ -0,0 +1,198 @@
+//! Coppock Curve.
+
+use crate::error::{Error, Result};
+use crate::traits::Indicator;
+
+use super::{Roc, Wma};
+
+/// Coppock Curve — Edwin Coppock's long-term momentum indicator.
+///
+/// The Coppock Curve is a weighted moving average of the sum of two rates of
+/// change:
+///
+/// ```text
+/// Coppock = WMA( ROC(long) + ROC(short), wma_period )
+/// ```
+///
+/// Coppock designed it (1962) as a long-horizon buy signal for stock indices:
+/// on a monthly chart with the conventional `(long = 14, short = 11,
+/// wma_period = 10)`, a turn upward from below zero has historically marked
+/// the start of a new bull phase. The two ROCs blend a slightly longer and a
+/// slightly shorter momentum horizon; the WMA smooths the result.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Indicator, Coppock};
+///
+/// let mut indicator = Coppock::new(14, 11, 10).unwrap();
+/// let mut last = None;
+/// for i in 0..120 {
+///     last = indicator.update(100.0 + f64::from(i));
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct Coppock {
+    roc_long_period: usize,
+    roc_short_period: usize,
+    wma_period: usize,
+    roc_long: Roc,
+    roc_short: Roc,
+    wma: Wma,
+    current: Option<f64>,
+}
+
+impl Coppock {
+    /// Construct a new Coppock Curve with the two ROC periods and the WMA period.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if any period is `0`.
+    pub fn new(roc_long_period: usize, roc_short_period: usize, wma_period: usize) -> Result<Self> {
+        if roc_long_period == 0 || roc_short_period == 0 || wma_period == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            roc_long_period,
+            roc_short_period,
+            wma_period,
+            roc_long: Roc::new(roc_long_period)?,
+            roc_short: Roc::new(roc_short_period)?,
+            wma: Wma::new(wma_period)?,
+            current: None,
+        })
+    }
+
+    /// The `(roc_long, roc_short, wma)` periods.
+    pub const fn periods(&self) -> (usize, usize, usize) {
+        (self.roc_long_period, self.roc_short_period, self.wma_period)
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<f64> {
+        self.current
+    }
+}
+
+impl Indicator for Coppock {
+    type Input = f64;
+    type Output = f64;
+
+    fn update(&mut self, input: f64) -> Option<f64> {
+        if !input.is_finite() {
+            // Non-finite input is ignored; no component is advanced.
+            return self.current;
+        }
+        let long = self.roc_long.update(input);
+        let short = self.roc_short.update(input);
+        let result = match (long, short) {
+            (Some(l), Some(s)) => self.wma.update(l + s),
+            _ => None,
+        };
+        if result.is_some() {
+            self.current = result;
+        }
+        result
+    }
+
+    fn reset(&mut self) {
+        self.roc_long.reset();
+        self.roc_short.reset();
+        self.wma.reset();
+        self.current = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        // Both ROCs must be ready (the longer one is `period + 1`), then the
+        // WMA needs `wma_period` of their summed values.
+        self.roc_long_period.max(self.roc_short_period) + self.wma_period
+    }
+
+    fn is_ready(&self) -> bool {
+        self.current.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "Coppock"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    #[test]
+    fn new_rejects_zero_period() {
+        assert!(matches!(Coppock::new(0, 11, 10), Err(Error::PeriodZero)));
+        assert!(matches!(Coppock::new(14, 0, 10), Err(Error::PeriodZero)));
+        assert!(matches!(Coppock::new(14, 11, 0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn first_emission_at_warmup_period() {
+        let mut c = Coppock::new(6, 4, 3).unwrap();
+        assert_eq!(c.warmup_period(), 9);
+        let out = c.batch(&(1..=40).map(f64::from).collect::<Vec<_>>());
+        for v in out.iter().take(8) {
+            assert!(v.is_none());
+        }
+        assert!(out[8].is_some());
+    }
+
+    #[test]
+    fn constant_series_yields_zero() {
+        // Both ROCs are 0 on a flat series, so the WMA of zeros is 0.
+        let mut c = Coppock::new(6, 4, 3).unwrap();
+        let out = c.batch(&[100.0; 40]);
+        for v in out.iter().skip(c.warmup_period() - 1).flatten() {
+            assert_relative_eq!(*v, 0.0, epsilon = 1e-12);
+        }
+    }
+
+    #[test]
+    fn uptrend_is_positive() {
+        // A steady uptrend has positive ROCs, so the Coppock Curve is positive.
+        let mut c = Coppock::new(14, 11, 10).unwrap();
+        let prices: Vec<f64> = (1..=120).map(|i| 100.0 * 1.01_f64.powi(i)).collect();
+        let out = c.batch(&prices);
+        let last = out.iter().rev().flatten().next().unwrap();
+        assert!(
+            *last > 0.0,
+            "uptrend Coppock should be positive, got {last}"
+        );
+    }
+
+    #[test]
+    fn ignores_non_finite_input() {
+        let mut c = Coppock::new(6, 4, 3).unwrap();
+        let out = c.batch(&(1..=40).map(f64::from).collect::<Vec<_>>());
+        let last = *out.last().unwrap();
+        assert!(last.is_some());
+        assert_eq!(c.update(f64::NAN), last);
+        assert_eq!(c.update(f64::INFINITY), last);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut c = Coppock::new(6, 4, 3).unwrap();
+        c.batch(&(1..=40).map(f64::from).collect::<Vec<_>>());
+        assert!(c.is_ready());
+        c.reset();
+        assert!(!c.is_ready());
+        assert_eq!(c.update(1.0), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let prices: Vec<f64> = (1..=120)
+            .map(|i| 100.0 + (f64::from(i) * 0.2).sin() * 10.0)
+            .collect();
+        let batch = Coppock::new(14, 11, 10).unwrap().batch(&prices);
+        let mut b = Coppock::new(14, 11, 10).unwrap();
+        let streamed: Vec<_> = prices.iter().map(|p| b.update(*p)).collect();
+        assert_eq!(batch, streamed);
+    }
+}
diff --git a/crates/wickra-core/src/indicators/dpo.rs b/crates/wickra-core/src/indicators/dpo.rs
new file mode 100644
index 00000000..35b11597
--- /dev/null
+++ b/crates/wickra-core/src/indicators/dpo.rs
@@ -0,0 +1,208 @@
+//! Detrended Price Oscillator.
+
+use std::collections::VecDeque;
+
+use crate::error::{Error, Result};
+use crate::traits::Indicator;
+
+/// Detrended Price Oscillator — strips the trend out of price to expose its
+/// shorter cycles.
+///
+/// Instead of comparing price to a *current* moving average, DPO compares a
+/// **past** price — shifted back by `period / 2 + 1` bars — to the moving
+/// average of the window:
+///
+/// ```text
+/// shift = period / 2 + 1
+/// DPO_t = price_{t − shift} − SMA(period)_t
+/// ```
+///
+/// Because the price is taken from roughly half a cycle back, the dominant
+/// trend cancels out and what remains oscillates around zero — making the
+/// peak-to-peak cycle length easy to read. DPO is **not** a momentum
+/// indicator and is not meant to track the latest bar.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Indicator, Dpo};
+///
+/// let mut indicator = Dpo::new(20).unwrap();
+/// let mut last = None;
+/// for i in 0..80 {
+///     last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 10.0);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct Dpo {
+    period: usize,
+    shift: usize,
+    /// Window of the most recent `capacity` prices, oldest at the front.
+    capacity: usize,
+    window: VecDeque<f64>,
+    sum: f64,
+    last: Option<f64>,
+}
+
+impl Dpo {
+    /// Construct a new DPO with the given period.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `period == 0`.
+    pub fn new(period: usize) -> Result<Self> {
+        if period == 0 {
+            return Err(Error::PeriodZero);
+        }
+        let shift = period / 2 + 1;
+        // The window must cover both the SMA (`period` prices) and the
+        // look-back (`shift + 1` prices: the current bar plus `shift` history).
+        let capacity = period.max(shift + 1);
+        Ok(Self {
+            period,
+            shift,
+            capacity,
+            window: VecDeque::with_capacity(capacity),
+            sum: 0.0,
+            last: None,
+        })
+    }
+
+    /// Configured period.
+    pub const fn period(&self) -> usize {
+        self.period
+    }
+
+    /// The look-back shift `period / 2 + 1`.
+    pub const fn shift(&self) -> usize {
+        self.shift
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<f64> {
+        self.last
+    }
+}
+
+impl Indicator for Dpo {
+    type Input = f64;
+    type Output = f64;
+
+    fn update(&mut self, input: f64) -> Option<f64> {
+        if !input.is_finite() {
+            // Non-finite input is ignored; the window is left untouched.
+            return self.last;
+        }
+        self.window.push_back(input);
+        self.sum += input;
+        let len = self.window.len();
+        if len > self.period {
+            // The price that just left the SMA window.
+            self.sum -= self.window[len - 1 - self.period];
+        }
+        if self.window.len() > self.capacity {
+            self.window.pop_front();
+        }
+        if self.window.len() < self.capacity {
+            return None;
+        }
+        let sma = self.sum / self.period as f64;
+        // `price_{t - shift}` — index counts back from the newest bar.
+        let shifted = self.window[self.window.len() - 1 - self.shift];
+        let dpo = shifted - sma;
+        self.last = Some(dpo);
+        Some(dpo)
+    }
+
+    fn reset(&mut self) {
+        self.window.clear();
+        self.sum = 0.0;
+        self.last = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.capacity
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "DPO"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    #[test]
+    fn new_rejects_zero_period() {
+        assert!(matches!(Dpo::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn shift_is_half_period_plus_one() {
+        assert_eq!(Dpo::new(20).unwrap().shift(), 11);
+        assert_eq!(Dpo::new(4).unwrap().shift(), 3);
+    }
+
+    #[test]
+    fn reference_values() {
+        // DPO(4): shift = 3, capacity = max(4, 4) = 4.
+        // At input 4: window [1,2,3,4], SMA = 2.5, price[t-3] = 1 -> 1 - 2.5 = -1.5.
+        let mut dpo = Dpo::new(4).unwrap();
+        let out = dpo.batch(&[1.0, 2.0, 3.0, 4.0, 5.0, 6.0]);
+        assert_eq!(dpo.warmup_period(), 4);
+        assert_eq!(out[0], None);
+        assert_eq!(out[2], None);
+        assert_relative_eq!(out[3].unwrap(), -1.5, epsilon = 1e-12);
+        assert_relative_eq!(out[4].unwrap(), -1.5, epsilon = 1e-12);
+        assert_relative_eq!(out[5].unwrap(), -1.5, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn constant_series_yields_zero() {
+        // A flat series: the shifted price equals the SMA, so DPO is 0.
+        let mut dpo = Dpo::new(10).unwrap();
+        let out = dpo.batch(&[50.0; 40]);
+        for v in out.iter().skip(dpo.warmup_period() - 1).flatten() {
+            assert_relative_eq!(*v, 0.0, epsilon = 1e-12);
+        }
+    }
+
+    #[test]
+    fn ignores_non_finite_input() {
+        let mut dpo = Dpo::new(4).unwrap();
+        let out = dpo.batch(&[1.0, 2.0, 3.0, 4.0, 5.0]);
+        let last = *out.last().unwrap();
+        assert!(last.is_some());
+        assert_eq!(dpo.update(f64::NAN), last);
+        assert_eq!(dpo.update(f64::INFINITY), last);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut dpo = Dpo::new(4).unwrap();
+        dpo.batch(&[1.0, 2.0, 3.0, 4.0, 5.0, 6.0]);
+        assert!(dpo.is_ready());
+        dpo.reset();
+        assert!(!dpo.is_ready());
+        assert_eq!(dpo.update(1.0), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let prices: Vec<f64> = (1..=80)
+            .map(|i| 100.0 + (f64::from(i) * 0.4).sin() * 7.0)
+            .collect();
+        let batch = Dpo::new(20).unwrap().batch(&prices);
+        let mut b = Dpo::new(20).unwrap();
+        let streamed: Vec<_> = prices.iter().map(|p| b.update(*p)).collect();
+        assert_eq!(batch, streamed);
+    }
+}
diff --git a/crates/wickra-core/src/indicators/mod.rs b/crates/wickra-core/src/indicators/mod.rs
index 31abb838..a7f70825 100644
--- a/crates/wickra-core/src/indicators/mod.rs
+++ b/crates/wickra-core/src/indicators/mod.rs
@@ -11,8 +11,10 @@ mod awesome_oscillator;
 mod bollinger;
 mod cci;
 mod cmo;
+mod coppock;
 mod dema;
 mod donchian;
+mod dpo;
 mod ema;
 mod hma;
 mod kama;
@@ -22,6 +24,7 @@ mod mfi;
 mod mom;
 mod obv;
 mod pmo;
+mod ppo;
 mod psar;
 mod roc;
 mod rsi;
@@ -48,8 +51,10 @@ pub use awesome_oscillator::AwesomeOscillator;
 pub use bollinger::{BollingerBands, BollingerOutput};
 pub use cci::Cci;
 pub use cmo::Cmo;
+pub use coppock::Coppock;
 pub use dema::Dema;
 pub use donchian::{Donchian, DonchianOutput};
+pub use dpo::Dpo;
 pub use ema::Ema;
 pub use hma::Hma;
 pub use kama::Kama;
@@ -59,6 +64,7 @@ pub use mfi::Mfi;
 pub use mom::Mom;
 pub use obv::Obv;
 pub use pmo::Pmo;
+pub use ppo::Ppo;
 pub use psar::Psar;
 pub use roc::Roc;
 pub use rsi::Rsi;
diff --git a/crates/wickra-core/src/indicators/ppo.rs b/crates/wickra-core/src/indicators/ppo.rs
new file mode 100644
index 00000000..81d2a737
--- /dev/null
+++ b/crates/wickra-core/src/indicators/ppo.rs
@@ -0,0 +1,205 @@
+//! Percentage Price Oscillator.
+
+use crate::error::{Error, Result};
+use crate::traits::Indicator;
+
+use super::Ema;
+
+/// Percentage Price Oscillator — MACD expressed as a percentage.
+///
+/// PPO is the gap between a fast and a slow EMA, divided by the slow EMA and
+/// scaled to a percentage:
+///
+/// ```text
+/// PPO = 100 · (EMA_fast − EMA_slow) / EMA_slow
+/// ```
+///
+/// Dividing by the slow EMA makes PPO **scale-free**: a `PPO` of `1.5` means
+/// "the fast EMA is 1.5 % above the slow EMA" on any instrument, so PPO
+/// readings *are* comparable across assets — unlike the raw price-unit
+/// [`MacdIndicator`](crate::MacdIndicator). The classic PPO **signal line** is
+/// a 9-period EMA of this PPO line; compose it with [`Chain`](crate::Chain)
+/// and an [`Ema`] if you need it.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Indicator, Ppo};
+///
+/// let mut indicator = Ppo::new(12, 26).unwrap();
+/// let mut last = None;
+/// for i in 0..80 {
+///     last = indicator.update(100.0 + f64::from(i));
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct Ppo {
+    fast: usize,
+    slow: usize,
+    ema_fast: Ema,
+    ema_slow: Ema,
+    current: Option<f64>,
+}
+
+impl Ppo {
+    /// Construct a new PPO with the `fast` and `slow` EMA periods.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if either period is `0`, or
+    /// [`Error::InvalidPeriod`] if `fast >= slow`.
+    pub fn new(fast: usize, slow: usize) -> Result<Self> {
+        if fast == 0 || slow == 0 {
+            return Err(Error::PeriodZero);
+        }
+        if fast >= slow {
+            return Err(Error::InvalidPeriod {
+                message: "PPO fast period must be < slow period",
+            });
+        }
+        Ok(Self {
+            fast,
+            slow,
+            ema_fast: Ema::new(fast)?,
+            ema_slow: Ema::new(slow)?,
+            current: None,
+        })
+    }
+
+    /// The `(fast, slow)` periods.
+    pub const fn periods(&self) -> (usize, usize) {
+        (self.fast, self.slow)
+    }
+
+    /// Current value if available.
+    pub const fn value(&self) -> Option<f64> {
+        self.current
+    }
+}
+
+impl Indicator for Ppo {
+    type Input = f64;
+    type Output = f64;
+
+    fn update(&mut self, input: f64) -> Option<f64> {
+        if !input.is_finite() {
+            // Non-finite input is ignored; the EMAs are not advanced.
+            return self.current;
+        }
+        let fast = self.ema_fast.update(input);
+        let slow = self.ema_slow.update(input);
+        match (fast, slow) {
+            (Some(f), Some(s)) => {
+                let ppo = if s == 0.0 {
+                    // Undefined ratio against a zero slow EMA: report flat.
+                    0.0
+                } else {
+                    100.0 * (f - s) / s
+                };
+                self.current = Some(ppo);
+                Some(ppo)
+            }
+            _ => None,
+        }
+    }
+
+    fn reset(&mut self) {
+        self.ema_fast.reset();
+        self.ema_slow.reset();
+        self.current = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        // The slow EMA is the last to seed.
+        self.slow
+    }
+
+    fn is_ready(&self) -> bool {
+        self.current.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "PPO"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    #[test]
+    fn new_rejects_zero_period() {
+        assert!(matches!(Ppo::new(0, 26), Err(Error::PeriodZero)));
+        assert!(matches!(Ppo::new(12, 0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn new_rejects_fast_not_less_than_slow() {
+        assert!(matches!(Ppo::new(26, 12), Err(Error::InvalidPeriod { .. })));
+        assert!(matches!(Ppo::new(12, 12), Err(Error::InvalidPeriod { .. })));
+    }
+
+    #[test]
+    fn first_emission_at_warmup_period() {
+        let mut ppo = Ppo::new(3, 6).unwrap();
+        assert_eq!(ppo.warmup_period(), 6);
+        let out = ppo.batch(&(1..=30).map(f64::from).collect::<Vec<_>>());
+        for v in out.iter().take(5) {
+            assert!(v.is_none());
+        }
+        assert!(out[5].is_some());
+    }
+
+    #[test]
+    fn constant_series_yields_zero() {
+        // Both EMAs converge to the constant, so their gap is zero.
+        let mut ppo = Ppo::new(3, 6).unwrap();
+        let out = ppo.batch(&[100.0; 60]);
+        for v in out.iter().skip(5).flatten() {
+            assert_relative_eq!(*v, 0.0, epsilon = 1e-9);
+        }
+    }
+
+    #[test]
+    fn uptrend_is_positive() {
+        // In a rising series the fast EMA leads the slow EMA, so PPO > 0.
+        let mut ppo = Ppo::new(5, 12).unwrap();
+        let out = ppo.batch(&(1..=80).map(f64::from).collect::<Vec<_>>());
+        let last = out.iter().rev().flatten().next().unwrap();
+        assert!(*last > 0.0, "uptrend PPO should be positive, got {last}");
+    }
+
+    #[test]
+    fn ignores_non_finite_input() {
+        let mut ppo = Ppo::new(3, 6).unwrap();
+        let out = ppo.batch(&(1..=30).map(f64::from).collect::<Vec<_>>());
+        let last = *out.last().unwrap();
+        assert!(last.is_some());
+        assert_eq!(ppo.update(f64::NAN), last);
+        assert_eq!(ppo.update(f64::INFINITY), last);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut ppo = Ppo::new(3, 6).unwrap();
+        ppo.batch(&(1..=30).map(f64::from).collect::<Vec<_>>());
+        assert!(ppo.is_ready());
+        ppo.reset();
+        assert!(!ppo.is_ready());
+        assert_eq!(ppo.update(1.0), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let prices: Vec<f64> = (1..=120)
+            .map(|i| 100.0 + (f64::from(i) * 0.25).sin() * 9.0)
+            .collect();
+        let batch = Ppo::new(12, 26).unwrap().batch(&prices);
+        let mut b = Ppo::new(12, 26).unwrap();
+        let streamed: Vec<_> = prices.iter().map(|p| b.update(*p)).collect();
+        assert_eq!(batch, streamed);
+    }
+}
diff --git a/crates/wickra-core/src/lib.rs b/crates/wickra-core/src/lib.rs
index 9d464b80..07529e4a 100644
--- a/crates/wickra-core/src/lib.rs
+++ b/crates/wickra-core/src/lib.rs
@@ -45,8 +45,8 @@ pub mod indicators;
 pub use error::{Error, Result};
 pub use indicators::{
     Adx, AdxOutput, Aroon, AroonOutput, Atr, AwesomeOscillator, BollingerBands, BollingerOutput,
-    Cci, Cmo, Dema, Donchian, DonchianOutput, Ema, Hma, Kama, Keltner, KeltnerOutput,
-    MacdIndicator, MacdOutput, Mfi, Mom, Obv, Pmo, Psar, Roc, RollingVwap, Rsi, Sma, Smma,
+    Cci, Cmo, Coppock, Dema, Donchian, DonchianOutput, Dpo, Ema, Hma, Kama, Keltner, KeltnerOutput,
+    MacdIndicator, MacdOutput, Mfi, Mom, Obv, Pmo, Ppo, Psar, Roc, RollingVwap, Rsi, Sma, Smma,
     StochRsi, Stochastic, StochasticOutput, Tema, Trima, Trix, Tsi, UltimateOscillator, Vwap, Vwma,
     WilliamsR, Wma, Zlema, T3,
 };
diff --git a/docs/wiki/Home.md b/docs/wiki/Home.md
index 62f86737..bd994911 100644
--- a/docs/wiki/Home.md
+++ b/docs/wiki/Home.md
@@ -104,6 +104,9 @@ Rust / Python / Node examples. They are grouped by family, mirroring the
 - [Indicator-Pmo.md](indicators/momentum/Indicator-Pmo.md)
 - [Indicator-StochRsi.md](indicators/momentum/Indicator-StochRsi.md)
 - [Indicator-UltimateOscillator.md](indicators/momentum/Indicator-UltimateOscillator.md)
+- [Indicator-Ppo.md](indicators/momentum/Indicator-Ppo.md)
+- [Indicator-Dpo.md](indicators/momentum/Indicator-Dpo.md)
+- [Indicator-Coppock.md](indicators/momentum/Indicator-Coppock.md)
 
 **Volatility** — envelope width and per-bar dispersion measures.
 
diff --git a/docs/wiki/Indicators-Overview.md b/docs/wiki/Indicators-Overview.md
index d10d89ba..b5f12f93 100644
--- a/docs/wiki/Indicators-Overview.md
+++ b/docs/wiki/Indicators-Overview.md
@@ -1,6 +1,6 @@
 # Indicators Overview
 
-Wickra ships 36 indicators, organised in source under the four classical
+Wickra ships 39 indicators, organised in source under the four classical
 families — trend, momentum, volatility, volume — that map directly to the
 directory structure of `crates/wickra-core/src/indicators/`. The same family
 labels are used here, plus a second-level grouping that reflects how the
@@ -103,6 +103,9 @@ Centered on zero or driven by raw price differences; no fixed cap.
 | `Cmo`               | Chande Momentum Oscillator; `100·(Σgain − Σloss)/(Σgain + Σloss)` over `period` changes. | `f64` | `f64` | `[−100, 100]` | `period = 14` (Python) | `period + 1` | [Indicator-Cmo.md](indicators/momentum/Indicator-Cmo.md) |
 | `Tsi`               | True Strength Index; ratio of double-EMA-smoothed momentum to its absolute value. | `f64` | `f64` | ≈ `[−100, 100]` around zero | `(long=25, short=13)` (Python) | `long + short` | [Indicator-Tsi.md](indicators/momentum/Indicator-Tsi.md) |
 | `Pmo`               | DecisionPoint Price Momentum Oscillator; doubly-smoothed rate of change. | `f64` | `f64` | unbounded around zero | `(smoothing1=35, smoothing2=20)` (Python) | `2` | [Indicator-Pmo.md](indicators/momentum/Indicator-Pmo.md) |
+| `Ppo`               | Percentage Price Oscillator; `100·(EMA_fast − EMA_slow)/EMA_slow`. | `f64` | `f64` | unbounded around zero (percent) | `(fast=12, slow=26)` (Python) | `slow` | [Indicator-Ppo.md](indicators/momentum/Indicator-Ppo.md) |
+| `Dpo`               | Detrended Price Oscillator; `price[t − period/2 − 1] − SMA(period)`. | `f64` | `f64` | unbounded around zero | `period = 20` (Python) | `max(period, period/2 + 2)` | [Indicator-Dpo.md](indicators/momentum/Indicator-Dpo.md) |
+| `Coppock`           | Coppock Curve; `WMA(ROC(long) + ROC(short), wma_period)`. | `f64` | `f64` | unbounded around zero | `(roc_long=14, roc_short=11, wma_period=10)` (Python) | `max(roc_long, roc_short) + wma_period` | [Indicator-Coppock.md](indicators/momentum/Indicator-Coppock.md) |
 
 ### Directional
 
diff --git a/docs/wiki/indicators/momentum/Indicator-Coppock.md b/docs/wiki/indicators/momentum/Indicator-Coppock.md
new file mode 100644
index 00000000..69990f50
--- /dev/null
+++ b/docs/wiki/indicators/momentum/Indicator-Coppock.md
@@ -0,0 +1,154 @@
+# Coppock
+
+> Coppock Curve — a long-horizon momentum indicator: a weighted moving
+> average of two rates of change, designed to flag major bottoms.
+
+## Quick reference
+
+| Field | Value |
+|-------|-------|
+| Family | Momentum |
+| Sub-category | Unbounded oscillators |
+| Input type | `f64` (single close) |
+| Output type | `f64` |
+| Output range | unbounded around zero |
+| Default parameters | `(roc_long = 14, roc_short = 11, wma_period = 10)` (Python) |
+| Warmup period | `max(roc_long, roc_short) + wma_period` |
+| Interpretation | Long-term momentum; an upturn from below zero is the buy signal. |
+
+## Formula
+
+```
+Coppock = WMA( ROC(roc_long) + ROC(roc_short), wma_period )
+```
+
+Edwin Coppock built this in 1962 as a long-horizon buy signal for stock
+indices. The two rates of change blend a slightly longer and a slightly
+shorter momentum horizon; the [`Wma`](../trend/Indicator-Wma.md) smooths
+their sum. On a **monthly** chart with the conventional
+`(14, 11, 10)` settings, the curve turning *up from below zero* has
+historically marked the start of a new bull phase.
+
+## Parameters
+
+| Name         | Type    | Default       | Valid range | Description |
+|--------------|---------|---------------|-------------|-------------|
+| `roc_long`   | `usize` | `14` (Python) | `>= 1`      | Longer ROC period. `0` errors with `Error::PeriodZero`. |
+| `roc_short`  | `usize` | `11` (Python) | `>= 1`      | Shorter ROC period. |
+| `wma_period` | `usize` | `10` (Python) | `>= 1`      | WMA smoothing length. |
+
+The Python binding defaults the trio to `(14, 11, 10)`. The `periods`
+property returns `(roc_long, roc_short, wma_period)`.
+
+## Inputs / Outputs
+
+From `crates/wickra-core/src/indicators/coppock.rs`:
+
+```rust
+impl Indicator for Coppock {
+    type Input = f64;
+    type Output = f64;
+    // update(&mut self, input: f64) -> Option<f64>
+}
+```
+
+A single `f64` close in, an `Option<f64>` out. Python maps this to
+`float | None` / `numpy.ndarray` (NaN warmup); Node to `number | null` /
+`Array<number>` (NaN warmup).
+
+## Warmup
+
+`warmup_period() == max(roc_long, roc_short) + wma_period`. Each ROC emits
+its first value at input `roc_period + 1`; the longer ROC is the last to
+become ready, and the WMA then needs `wma_period` of the summed ROC
+values — so the first non-`None` output lands on input
+`max(roc_long, roc_short) + wma_period`.
+
+## Edge cases
+
+- **Constant series.** Both ROCs are `0` on a flat series, so the WMA of
+  zeros — and the curve — is `0` (`constant_series_yields_zero` pins
+  this).
+- **NaN / infinity inputs.** Non-finite inputs are silently dropped; no
+  component is advanced.
+- **Reset.** `coppock.reset()` clears both ROCs and the WMA.
+
+## Examples
+
+### Rust
+
+```rust
+use wickra::{BatchExt, Indicator, Coppock};
+
+fn main() -> Result<(), Box<dyn std::error::Error>> {
+    let mut coppock = Coppock::new(14, 11, 10)?;
+    let prices: Vec<f64> = (1..=120).map(|i| 100.0 * 1.01_f64.powi(i)).collect();
+    let out = coppock.batch(&prices);
+    println!("warmup_period = {}", coppock.warmup_period());
+    println!("last > 0: {}", out.last().unwrap().unwrap() > 0.0);
+    Ok(())
+}
+```
+
+Output:
+
+```
+warmup_period = 24
+last > 0: true
+```
+
+A steady uptrend keeps both ROCs positive, so the Coppock Curve stays
+above zero.
+
+### Python
+
+```python
+import numpy as np
+import wickra as ta
+
+coppock = ta.Coppock()  # (roc_long=14, roc_short=11, wma_period=10)
+prices = np.full(60, 100.0)  # flat series
+print(coppock.batch(prices)[-1])  # ROCs are 0 -> 0
+```
+
+Output:
+
+```
+0.0
+```
+
+### Node
+
+```javascript
+const ta = require('wickra');
+const coppock = new ta.Coppock(14, 11, 10);
+const prices = Array.from({ length: 120 }, (_, i) => 100 * 1.01 ** i);
+console.log('warmupPeriod:', coppock.warmupPeriod());
+```
+
+## Interpretation
+
+`Coppock` is a long-horizon signal, traditionally read on **monthly**
+data. The canonical rule is a single one: when the curve has been below
+zero and turns up, that is a long-term buy. It was not designed to give
+sell signals — Coppock left exits to other tools. On faster timeframes it
+behaves as a smoothed momentum oscillator, but its statistical edge is
+specifically the monthly bottom call.
+
+## Common pitfalls
+
+- **Using it for sell signals.** The Coppock Curve is a buy-only
+  indicator by design; pair it with a separate exit rule.
+- **Applying it intraday and expecting the historical edge.** The
+  documented behaviour is for monthly index charts.
+
+## References
+
+E. S. Coppock, "Practical Relative Strength Charting", *Barron's* (1962).
+The `WMA(ROC(14) + ROC(11), 10)` construction here is Coppock's original.
+
+## See also
+
+- [Indicator-Roc.md](Indicator-Roc.md) — the rate-of-change building block.
+- [Indicator-Wma.md](../trend/Indicator-Wma.md) — the smoothing average.
+- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
diff --git a/docs/wiki/indicators/momentum/Indicator-Dpo.md b/docs/wiki/indicators/momentum/Indicator-Dpo.md
new file mode 100644
index 00000000..85866d7f
--- /dev/null
+++ b/docs/wiki/indicators/momentum/Indicator-Dpo.md
@@ -0,0 +1,162 @@
+# DPO
+
+> Detrended Price Oscillator — removes the trend from price by comparing a
+> shifted past price to the moving average, exposing the underlying cycle.
+
+## Quick reference
+
+| Field | Value |
+|-------|-------|
+| Family | Momentum |
+| Sub-category | Unbounded oscillators |
+| Input type | `f64` (single close) |
+| Output type | `f64` |
+| Output range | unbounded around zero (price-difference scale) |
+| Default parameters | `period = 20` (Python) |
+| Warmup period | `max(period, period / 2 + 2)` |
+| Interpretation | Detrended price; peak-to-peak spacing reveals the cycle length. |
+
+## Formula
+
+```
+shift = period / 2 + 1
+DPO_t = price_{t − shift} − SMA(period)_t
+```
+
+A normal oscillator compares price to a *current* average and therefore
+still carries the trend. DPO instead subtracts the average from a price
+taken `period / 2 + 1` bars **back** — roughly half a cycle. The dominant
+trend cancels, and what is left swings around zero with the same period
+as the price's shorter cycles, so the distance between DPO peaks reads off
+the cycle length directly.
+
+DPO is **not** a momentum or signal indicator: by construction it is
+shifted into the past and is not meant to track the latest bar.
+
+## Parameters
+
+| Name     | Type    | Default       | Valid range | Description |
+|----------|---------|---------------|-------------|-------------|
+| `period` | `usize` | `20` (Python) | `>= 1`      | SMA length; also sets the look-back `shift = period / 2 + 1`. `0` errors with `Error::PeriodZero`. |
+
+The Python binding defaults `period` to `20`. The derived `shift` is
+exposed as a read-only property.
+
+## Inputs / Outputs
+
+From `crates/wickra-core/src/indicators/dpo.rs`:
+
+```rust
+impl Indicator for Dpo {
+    type Input = f64;
+    type Output = f64;
+    // update(&mut self, input: f64) -> Option<f64>
+}
+```
+
+A single `f64` close in, an `Option<f64>` out. Python maps this to
+`float | None` / `numpy.ndarray` (NaN warmup); Node to `number | null` /
+`Array<number>` (NaN warmup).
+
+## Warmup
+
+`warmup_period() == max(period, period / 2 + 2)`. The output needs both a
+full `period`-bar SMA window and a price `shift` bars back; the indicator
+becomes ready once the rolling window holds enough bars for both. For the
+usual `period >= 4` this simplifies to `period`.
+
+## Edge cases
+
+- **Constant series.** On a flat series the shifted price equals the SMA,
+  so DPO is `0` (`constant_series_yields_zero` pins this).
+- **NaN / infinity inputs.** Non-finite inputs are silently dropped; the
+  window is not advanced.
+- **Reset.** `dpo.reset()` clears the window and the rolling sum.
+
+## Examples
+
+### Rust
+
+```rust
+use wickra::{BatchExt, Indicator, Dpo};
+
+fn main() -> Result<(), Box<dyn std::error::Error>> {
+    let mut dpo = Dpo::new(4)?;
+    let out: Vec<Option<f64>> = dpo.batch(&[1.0, 2.0, 3.0, 4.0, 5.0, 6.0]);
+    println!("{:?}", out);
+    println!("shift = {}, warmup_period = {}", dpo.shift(), dpo.warmup_period());
+    Ok(())
+}
+```
+
+Output:
+
+```
+[None, None, None, Some(-1.5), Some(-1.5), Some(-1.5)]
+shift = 3, warmup_period = 4
+```
+
+`DPO(4)` has `shift = 3`. At input 4 the SMA of `[1,2,3,4]` is `2.5` and
+the price 3 bars back is `1`, giving `1 − 2.5 = −1.5`. On a pure ramp the
+detrended value is constant. This matches the `reference_values` test in
+`crates/wickra-core/src/indicators/dpo.rs`.
+
+### Python
+
+```python
+import numpy as np
+import wickra as ta
+
+dpo = ta.DPO(4)
+print(dpo.batch(np.array([1.0, 2.0, 3.0, 4.0, 5.0, 6.0])))
+```
+
+Output:
+
+```
+[ nan  nan  nan -1.5 -1.5 -1.5]
+```
+
+### Node
+
+```javascript
+const ta = require('wickra');
+const dpo = new ta.DPO(4);
+console.log(dpo.batch([1, 2, 3, 4, 5, 6]));
+```
+
+Output:
+
+```
+[ NaN, NaN, NaN, -1.5, -1.5, -1.5 ]
+```
+
+## Interpretation
+
+`Dpo` is a cycle-measurement tool, not a trading trigger. Read it for the
+*spacing* of its peaks and troughs: regular spacing reveals the dominant
+cycle length, which you can then feed back into the periods of other
+indicators. Crossing zero is not a signal — because the series is shifted
+into the past, the latest DPO value does not correspond to the latest bar.
+
+## Common pitfalls
+
+- **Trading the zero cross.** DPO is detrended *and* time-shifted; its
+  latest value is historical. Use it to size cycles, not to time entries.
+- **Reading it as momentum.** It is a detrended price, not a rate of
+  change — see [`Roc`](Indicator-Roc.md) or [`Mom`](Indicator-Mom.md) for
+  momentum.
+
+## References
+
+The Detrended Price Oscillator is a standard cycle-analysis study; the
+`period / 2 + 1` look-back shift used here matches the common definition
+(StockCharts, TA-Lib-compatible implementations).
+
+## See also
+
+- [Indicator-Sma.md](../trend/Indicator-Sma.md) — the moving average DPO
+  detrends against.
+- [Indicator-Roc.md](Indicator-Roc.md) — momentum, the indicator DPO is
+  often confused with.
+- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
diff --git a/docs/wiki/indicators/momentum/Indicator-Ppo.md b/docs/wiki/indicators/momentum/Indicator-Ppo.md
new file mode 100644
index 00000000..a3a9ba15
--- /dev/null
+++ b/docs/wiki/indicators/momentum/Indicator-Ppo.md
@@ -0,0 +1,155 @@
+# PPO
+
+> Percentage Price Oscillator — MACD expressed as a percentage of the slow
+> EMA, so readings are comparable across instruments.
+
+## Quick reference
+
+| Field | Value |
+|-------|-------|
+| Family | Momentum |
+| Sub-category | Unbounded oscillators |
+| Input type | `f64` (single close) |
+| Output type | `f64` |
+| Output range | unbounded around zero (percent) |
+| Default parameters | `(fast = 12, slow = 26)` (Python) |
+| Warmup period | `slow` |
+| Interpretation | Percentage gap between a fast and slow EMA; zero-line crosses are signals. |
+
+## Formula
+
+```
+PPO = 100 · (EMA_fast − EMA_slow) / EMA_slow
+```
+
+PPO is [`MacdIndicator`](Indicator-MacdIndicator.md) divided by the slow
+EMA. That single change makes it **scale-free**: a `PPO` of `1.5` always
+means "the fast EMA is 1.5 % above the slow EMA", whether the instrument
+trades at $5 or $5000 — so PPO values can be compared across assets and
+across time, which raw MACD values cannot. The classic PPO **signal
+line** is a 9-period EMA of this PPO line; compose it with
+[`Chain`](../Indicator-Chaining.md) and an `Ema(9)`.
+
+## Parameters
+
+| Name   | Type    | Default       | Valid range      | Description |
+|--------|---------|---------------|------------------|-------------|
+| `fast` | `usize` | `12` (Python) | `>= 1`, `< slow` | Fast EMA period. |
+| `slow` | `usize` | `26` (Python) | `> fast`         | Slow EMA period. |
+
+`fast` must be strictly less than `slow` — otherwise `new` returns
+`Error::InvalidPeriod`. A zero period returns `Error::PeriodZero`. The
+Python binding defaults the pair to `(12, 26)`; the `periods` property
+returns `(fast, slow)`.
+
+## Inputs / Outputs
+
+From `crates/wickra-core/src/indicators/ppo.rs`:
+
+```rust
+impl Indicator for Ppo {
+    type Input = f64;
+    type Output = f64;
+    // update(&mut self, input: f64) -> Option<f64>
+}
+```
+
+A single `f64` close in, an `Option<f64>` out. Python maps this to
+`float | None` / `numpy.ndarray` (NaN warmup); Node to `number | null` /
+`Array<number>` (NaN warmup).
+
+## Warmup
+
+`Ppo::new(fast, slow).warmup_period() == slow`. Both EMAs are SMA-seeded;
+the slow EMA is the last to seed, at input `slow`, which is also when PPO
+emits its first value.
+
+## Edge cases
+
+- **Constant series.** Both EMAs converge to the constant, so their gap —
+  and PPO — is `0` (`constant_series_yields_zero` pins this).
+- **Zero slow EMA.** A `0.0` slow EMA would divide by zero; PPO reports
+  `0.0` for that bar instead.
+- **NaN / infinity inputs.** Non-finite inputs are silently dropped; the
+  EMAs are not advanced.
+- **Reset.** `ppo.reset()` clears both EMAs and the cached value.
+
+## Examples
+
+### Rust
+
+```rust
+use wickra::{BatchExt, Indicator, Ppo};
+
+fn main() -> Result<(), Box<dyn std::error::Error>> {
+    let mut ppo = Ppo::new(12, 26)?;
+    let prices: Vec<f64> = (1..=80).map(f64::from).collect();
+    let out = ppo.batch(&prices);
+    println!("warmup_period = {}", ppo.warmup_period());
+    println!("last > 0: {}", out.last().unwrap().unwrap() > 0.0);
+    Ok(())
+}
+```
+
+Output:
+
+```
+warmup_period = 26
+last > 0: true
+```
+
+In a rising series the fast EMA leads the slow EMA, so PPO is positive.
+
+### Python
+
+```python
+import numpy as np
+import wickra as ta
+
+ppo = ta.PPO()  # (fast=12, slow=26)
+prices = np.full(60, 100.0)  # flat series
+print(ppo.batch(prices)[-1])  # both EMAs equal -> 0
+```
+
+Output:
+
+```
+0.0
+```
+
+### Node
+
+```javascript
+const ta = require('wickra');
+const ppo = new ta.PPO(12, 26);
+const prices = Array.from({ length: 80 }, (_, i) => 100 + i);
+console.log('warmupPeriod:', ppo.warmupPeriod());
+```
+
+## Interpretation
+
+`Ppo` is read exactly like MACD: the zero-line cross (fast EMA crossing
+the slow EMA), the signal-line cross (PPO crossing its own 9-EMA), and
+histogram-style divergence. Its advantage over MACD is comparability — a
+PPO scan across a watchlist ranks instruments by *relative* trend
+strength, which a MACD scan cannot do because MACD is in each
+instrument's own price units.
+
+## Common pitfalls
+
+- **Expecting a bundled signal line.** `Ppo` here is the single PPO line;
+  add `Ema(9)` via `Chain` for the signal line and histogram.
+- **`fast >= slow`.** The constructor rejects it — the fast EMA must be
+  the faster one.
+
+## References
+
+Gerald Appel's MACD, re-expressed as a percentage. The implementation
+follows the standard PPO definition and matches TA-Lib's `PPO`.
+
+## See also
+
+- [Indicator-MacdIndicator.md](Indicator-MacdIndicator.md) — the price-unit
+  original, with a bundled signal line and histogram.
+- [Indicator-Ema.md](../trend/Indicator-Ema.md) — the underlying average.
+- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.