Double Exponential Moving Average (DEMA)
Created by Patrick G. Mulloy, the Double exponential moving average is a faster smoothed EMA of the price over a lookback window. [Discuss] 💬
// usage IEnumerable<DemaResult> results = quotes.GetDema(lookbackPeriods);
int - Number of periods (
N) in the moving average. Must be greater than 0.
Historical quotes requirements
You must have at least
2×N+100 periods of
quotes, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least
2×N+250 data points prior to the intended usage date for better precision.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will have
nullvalues since there’s not enough data to calculate.
⚞ Convergence warning: The first
2×N+100periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
DateTime - Date from evaluated
double - Double exponential moving average
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HL2) .GetDema(..);
Results can be further processed on
Dema with additional chain-enabled indicators.
// example var results = quotes .GetDema(..) .GetRsi(..);