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.

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ایده به زبان ساده

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.

روش محاسبه

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)

نحوه استفاده

  • 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.

نتیجه‌گیری

  • Because it is quick, DEMA is better at catching turns and worse at ignoring noise.

مثال

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.

قیمت‌ها در مثال‌ها نمایشی‌اند.

مراقب این‌ها باشید

  • More speed means more false signals in choppy markets.

کمی تاریخچه

Patrick Mulloy introduced DEMA in Technical Analysis of Stocks & Commodities magazine in 1994.

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