Moving Average - Double Exponential (DEMA)

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Moving Average - Double Exponential (DEMA)

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Description

The Double Exponential Moving Average (DEMA) is a combination of a single exponential moving average and a double exponential moving average. The advantage is that gives a reduced amount of lag time than either of the two separate moving averages alone.

 

 

Syntax

DEMA(int period)
DEMA(ISeries<double> input, int period)

 

Returns default value
DEMA(int period)[int barsAgo]
DEMA(ISeries<double> input, int period)[int barsAgo]

 

 

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

 

 

Parameters

input

Indicator source data (?)

period

Number of bars used in the calculation

 

 

Examples

ns

// Prints the current value of a 20 period DEMA using default price type
double value = DEMA(20)[0];
Print("The current DEMA value is " + value.ToString());
 
// Prints the current value of a 20 period DEMA using high price type
double value = DEMA(High, 20)[0];
Print("The current DEMA value is " + value.ToString());

 

 

Source Code

You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.