DMA {matiming}R Documentation

Computes the Double Exponential Moving Average (DMA)

Description

This function computes the DMA of prices

Usage

DMA(price, n)

Arguments

price

the vector of prices

n

the length of the averaging window (a scalar)

Value

the DMA of prices (a vector)

References

Mulloy P. G. (1994). Smoothing Data With Faster Moving Averages, Technical Analysis of Stocks and Commodities, 12 (1), 11-19.

See Also

Other moving average functions: EMA(), HMA(), LMA(), SMA(), ZMA()


[Package matiming version 1.0 Index]