Trend indicators
DEMA: Double Exponential Moving Average
A faster moving average that cuts much of the usual delay, so it turns closer to the actual turning points.
Die Idee in einfachen Worten
All moving averages lag behind the price. DEMA estimates that lag and subtracts it: it takes an ordinary EMA, measures how far a second, smoother EMA trails it, and pushes the line forward by that amount.
So wird gerechnet
Calculate an EMA of the price, then an EMA of that EMA. DEMA is twice the first minus the second.
EMA1 = EMA(close, N)
EMA2 = EMA(EMA1, N)
DEMA = 2 × EMA1 − EMA2 (default N = 14)Anwendung
- Use it where you would use an EMA but want quicker signals.
- Crossovers of price and DEMA, or of a short and a long DEMA, signal trend changes earlier.
Schlüsse ziehen
- Because it is quick, DEMA is better at catching turns and worse at ignoring noise.
Beispiel
With N = 14 on a 1-hour chart, DEMA turns down two candles after a top where a 14-period EMA turns down four or five candles after it.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- More speed means more false signals in choppy markets.
Ein wenig Geschichte
Patrick Mulloy introduced DEMA in Technical Analysis of Stocks & Commodities magazine in 1994.
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.