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] 💬

chart for Double Exponential Moving Average (DEMA)

// C# usage syntax
IEnumerable<DemaResult> results =


lookbackPeriods int - Number of periods (N) in the moving average. Must be greater than 0.

Historical quotes requirements

You must have at least 3×N or 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.



Convergence warning: The first 2×N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.


Date DateTime - Date from evaluated TQuote

Dema 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

Results can be further processed on Dema with additional chain-enabled indicators.

// example
var results = quotes