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dema

Function dema 

Source
pub fn dema(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>
Expand description

Calculate Double Exponential Moving Average (DEMA).

DEMA = 2 * EMA - EMA(EMA) Reduces lag compared to simple EMA.

§Arguments

  • data - Price data (typically close prices)
  • period - Number of periods

§Formula

DEMA = 2 * EMA - EMA(EMA)

§Example

use finance_query::indicators::dema;

let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0];
let result = dema(&prices, 3).unwrap();