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.
La idea en pocas palabras
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.
Cómo se calcula
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)Cómo usarlo
- 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.
Sacar conclusiones
- Because it is quick, DEMA is better at catching turns and worse at ignoring noise.
Ejemplo
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.
Los precios de los ejemplos son ilustrativos.
Ten cuidado con
- More speed means more false signals in choppy markets.
Un poco de historia
Patrick Mulloy introduced DEMA in Technical Analysis of Stocks & Commodities magazine in 1994.
Solo contenido educativo. Ningún indicador ni patrón predice el futuro, y nada de lo aquí expuesto es asesoramiento de inversión.