Does anyone know of a charting program that provides Double EMAs? I've seen some really, really interesting results using the 6.371, but my software can't duplicate it...
Any software with script language (like TradeStation, Ensign, eSignal, Wealth-Lab, SierraChart (using c though)) can do it easily.
Use least square moving average for substitution. They are similar in that they are all higher-order moving average.
For DEMA, http://www.amibroker.com/guide/afl/afl_view.php?id=42 In http://www.amibroker.com/guide/afl/afl_index.php?m=2 you may find, among the others, the group Moving averages, summation AMA ( Moving averages, summation) - adaptive moving average (AFL 1.5) AMA2 ( Moving averages, summation) - adaptive moving average (AFL 1.5) CUM ( Moving averages, summation) - cumulative sum DEMA ( Moving averages, summation) - double exponential moving average (AFL 2.0) EMA ( Moving averages, summation) - exponential moving average MA ( Moving averages, summation) - simple moving average SUM ( Moving averages, summation) - sum data over specified number of bars TEMA ( Moving averages, summation) - triple exponential moving average (AFL 2.0) WILDERS ( Moving averages, summation) - Wilder's smoothing (AFL 1.4) WMA ( Moving averages, summation) - weighted moving average (AFL 2.0)
ensign has Smoothed MA, which is a DEMA, also you can plot an indicator of an indicator (EMA of an EMA)