dema

swordfish.function.dema()

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

The formula is:

ema1 = ema(x,window)

dema = 2 * ema1 - ema(ema1,window)

Parameters:

• X (Constant) – A vector/matrix/table.

• window (Constant) – A positive integer indicating the size of the sliding window.