DMA {matiming} | R Documentation |
This function computes the DMA of prices
DMA(price, n)
price |
the vector of prices |
n |
the length of the averaging window (a scalar) |
the DMA of prices (a vector)
Mulloy P. G. (1994). Smoothing Data With Faster Moving Averages, Technical Analysis of Stocks and Commodities, 12 (1), 11-19.
Other moving average functions:
EMA()
,
HMA()
,
LMA()
,
SMA()
,
ZMA()