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Miha Kralj
2026-01-31 14:05:53 -08:00
parent 51e885a4a6
commit 5ed4b6c0fc
102 changed files with 2883 additions and 593 deletions
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lib/trends_IIR/dema/Dema.cs
+5 -11
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@@ -8,19 +8,13 @@ namespace QuanTAlib;
/// DEMA: Double Exponential Moving Average
/// </summary>
/// <remarks>
/// DEMA reduces the lag of traditional EMA by subtracting the lag from the original EMA.
/// Reduces lag by applying double smoothing and subtracting the extra smoothing.
/// More responsive than EMA while maintaining smoothness.
///
/// Calculation:
/// EMA1 = EMA(input)
/// EMA2 = EMA(EMA1)
/// DEMA = 2 * EMA1 - EMA2
///
/// O(1) update:
/// Uses two EMA instances, each with O(1) update complexity.
///
/// IsHot:
/// Becomes true when the second EMA converges (approx. 2x EMA convergence time).
/// Calculation: <c>DEMA = 2×EMA(p) - EMA(EMA(p))</c>.
/// </remarks>
/// <seealso href="Dema.md">Detailed documentation</seealso>
/// <seealso href="dema.pine">Reference Pine Script implementation</seealso>
[SkipLocalsInit]
public sealed class Dema : AbstractBase
{