dema

Syntax

dema(X, window)

Please see TA-Lib Functions for the parameter description and windowing logic.

Details

Calculates the Double Exponential Moving Average (dema) for X in a sliding window of the given length.

The formula is:

Note:

Equivalent to TA-Lib's DEMA function. The difference is that DolphinDB dema accepts vectors, matrices, and tables as input, whereas TA-Lib DEMA is primarily designed for one-dimensional NumPy arrays and does not support matrix or table inputs.

Returns

A vector with the same length as X or a matrix/table with the same dimensions as X.

Examples

x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
dema(x,3);
// output: [,,,,12.091666666666668,11.689583333333335,11.266666666666665]

x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
dema(x,3);


col1	col2




12.0917	20.9444
11.6896	14.6806
11.2667	10.9444

Related functions: ema, tema