Trend indicators
TEMA: Triple Exponential Moving Average
An even faster moving average than DEMA: three EMAs combined to remove most of the delay.
Идея простыми словами
Like DEMA, it estimates how much a moving average trails the price and corrects for it, using a third level of smoothing to keep the line smooth while staying close to the price.
Как считается
EMA of the price, EMA of that, and EMA of that again, combined as three times the first minus three times the second plus the third.
E1 = EMA(close, N), E2 = EMA(E1, N), E3 = EMA(E2, N)
TEMA = 3 × E1 − 3 × E2 + E3 (default N = 14)Как использовать
- Short-term trend following, for example price crossing TEMA, or a fast TEMA crossing a slow one.
Выводы
- TEMA hugs the price closely; turns appear quickly but some will be false.
Пример
On a 15-minute chart, TEMA(14) turns up one candle after a low, while the 14-period SMA takes about six.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- Very responsive, so expect more whipsaws in choppy markets.
Немного истории
Patrick Mulloy, Technical Analysis of Stocks & Commodities, 1994 (together with DEMA).
Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.