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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.
Special memorandum account (SMA) [1] is a margin credit account used for calculating US Regulation T requirements on brokerage accounts. In addition to Initial Margin and Maintenance Margin requirements, the SMA ledger is used to lock in unrealized gains that augment the client's buying power. According to Regulation T, Section 220.5: [2]
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.
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.
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]
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 ...
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Some commercial packages, like AIQ, use a standard exponential moving average (EMA) as the average instead of Wilder's SMMA. The smoothed moving averages should be appropriately initialized with a simple moving average using the first n values in the price series. The ratio of these averages is the relative strength or relative strength factor: