Log in to see Cloud of Tags

Wealth-Lab Wiki

DSMA (Deviation-Scaled Moving Average)

RSS

Syntax

public DSMA(DataSeries ds, int period, string description)
public static DSMA Series(DataSeries ds, int period)

Parameter Description

drsDataSeries
periodMoving average period

Description

Featured in John F. Ehlers' article from July 2018 issue of Technical Analysis of Stocks & Commodities magazine, the DSMA (deviation-scaled moving average) is an adaptive moving average that rapidly adapts to volatility in price movement. It accomplishes this by modifying the alpha term of an EMA by the amplitude of an oscillator scaled in standard deviations from the mean. The DSMA's responsiveness can be changed by using different values for the input parameter period.

Interpretation

  • Use the same rules that we apply to EMA when interpreting DSMA.

Example

Please refer to TASC July 2018 issue, "The Deviation-Scaled Moving Average (Ehlers)".

Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.


ScrewTurn Wiki. Some of the icons created by FamFamFam.