dema
Syntax
dema(X, window)
Please see TA-Lib Functions for the parameters and windowing logic.
Details
Calculate the Double Exponential Moving Average (dema) for X in a sliding window of the given length.
The formula is:
\(ema1 = ema(x, window)\)
\(dema = 2 * ema1 - ema(ema1, window)\)
Examples
$ x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
$ dema(x,3);
[,,,,12.091666666666668,11.689583333333335,11.266666666666665]
$ x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
$ dema(x,3);
col1 |
col2 |
|---|---|
12.0917 |
20.9444 |
11.6896 |
14.6806 |
11.2667 |
10.9444 |