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.
用通俗的话解释
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.
计算方法
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)如何使用
- 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.
得出结论
- Because it is quick, DEMA is better at catching turns and worse at ignoring noise.
示例
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.
示例中的价格仅作说明。
注意事项
- More speed means more false signals in choppy markets.
一点历史
Patrick Mulloy introduced DEMA in Technical Analysis of Stocks & Commodities magazine in 1994.
仅供学习参考。 没有任何指标或形态能预测未来，本页内容均不构成投资建议。