Moving Average - Double Exponential (DEMA)

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

Examples

1
// Prints the current value of a 20 period DEMA using default price type**
2
double value = DEMA(20)[0];
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Print("The current DEMA value is " + value.ToString());
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// Prints the current value of a 20 period DEMA using high price type**
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double value = DEMA(High, 20)[0];
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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.