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Double Exponential Moving Average (DEMA)

Classic moving-average smoothing lag-reduction classic

A fast-acting moving average that reduces lag by using two exponential moving averages.

Usage

Use as a replacement for EMA when faster signal generation is required without excessive noise. DEMA reacts more quickly to price changes than a standard EMA.

Background

Developed by Patrick Mulloy in 1994, DEMA provides a less-laggy alternative to traditional moving averages. It is calculated by taking a single EMA and then subtracting it from a double EMA of the same period. This effectively cancels out some of the lag inherent in the EMA calculation. — StockCharts ChartSchool

Parameters

  • timeperiod (default: 30): Smoothing period

Formula

[ DEMA = 2 \times EMA - EMA(EMA) ]

Source