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Double exponential moving average
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Double exponential moving average : ウィキペディア英語版
Double exponential moving average
The Double Exponential Moving Average (DEMA) indicator was introduced in January 1994 by Patrick G. Mulloy, in an article in the "Technical Analysis of Stocks & Commodities" magazine: "Smoothing Data with Faster Moving Averages"〔〔
It attempts to remove the inherent lag associated to Moving Averages by placing more weight on recent values. The name suggests this is achieved by applying a double exponential smoothing which is not the case. The name double comes from the fact that the value of an EMA (Exponential Moving Average) is doubled. To keep it in line with the actual data and to remove the lag the value "''EMA of EMA''" is subtracted from the previously doubled ema.
The formula is:〔〔〔
:\textit =
Because EMA(EMA) is used in the calculation, DEMA needs 2
* period -1 samples to start producing values in contrast to the period samples needed by a regular EMA
The same article also introduced another EMA related indicator: Triple exponential moving average (TEMA)
==References==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Double exponential moving average」の詳細全文を読む



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