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.
Идея простыми словами
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.
Как считается
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)Как использовать
- 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.
Выводы
- Because it is quick, DEMA is better at catching turns and worse at ignoring noise.
Пример
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.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- More speed means more false signals in choppy markets.
Немного истории
Patrick Mulloy introduced DEMA in Technical Analysis of Stocks & Commodities magazine in 1994.
Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.