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The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.
An exponential moving average (EMA), also known as an exponentially weighted moving average (EWMA), [5] is a first-order infinite impulse response filter that applies weighting factors which decrease exponentially. The weighting for each older datum decreases exponentially, never reaching zero. This formulation is according to Hunter (1986). [6]
Smooth that series using another N-day EMA. Smooth a third time, using a further N-day EMA. Calculate the percentage difference between today's and yesterday's value in that final smoothed series. Like any moving average, the triple EMA is just a smoothing of price data and, therefore, is trend-following. A rising or falling line is an uptrend ...
The Triple Exponential Moving Average (TEMA) is a technical indicator in technical analysis that attempts to remove the inherent lag associated with moving averages by placing more weight on recent values. The name suggests this is achieved by applying a triple exponential smoothing which is not the case.
Exponential smoothing or exponential moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function. Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time. It is an easily learned ...
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" [1] [2] It attempts to remove the inherent lag associated with Moving Averages by placing more weight on recent values.
Smoothing the indicator over 3 periods is standard. According to George Lane, the Stochastics indicator is to be used with cycles, Elliott Wave Theory and Fibonacci retracement for timing. In low margin, calendar futures spreads, one might use Wilders parabolic as a trailing stop after a stochastics entry. A centerpiece of his teaching is the ...
Momentum is the change in an N-day simple moving average (SMA) between yesterday and today, with a scale factor N+1, i.e. + = This is the slope or steepness of the SMA line, like a derivative. This relationship is not much discussed generally, but it's of interest in understanding the signals from the indicator.