04 — Moving Averages

Double Exponential MA#

✓ Mathematical
◆ The PatternDEMA = 2·EMA(N) − EMA(EMA(N)).

Double Exponential Moving Average — developed by Patrick Mulloy (1994) to reduce the lag inherent in standard EMAs.

DEMA = 2 × EMA(N) − EMA(EMA(N))

The trick: by subtracting the double-smoothed EMA, the extra lag is removed. Result: a much tighter fit to price in trending markets.

Trade-off: Reduced lag means DEMA is more prone to whipsaws in choppy markets. Best used when a trend is established.
Pattern bridge: Double smoothing to reduce lag mirrors momentum with bias correction in Adam. Both use exponential averaging twice to get closer to the true signal.
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Weighted Moving Average
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