'i \ddlmZmZmZmZddlmZmZmZGddeZ GddeZ y) )absolute_importdivisionprint_functionunicode_literals) IndicatorMovingAverageBaseMovAvcHeZdZdZdZdZdejffZfdZ xZ S)DoubleExponentialMovingAveragea| DEMA was first time introduced in 1994, in the article "Smoothing Data with Faster Moving Averages" by Patrick G. Mulloy in "Technical Analysis of Stocks & Commodities" magazine. It attempts to reduce the inherent lag associated to Moving Averages Formula: - dema = (2.0 - ema(data, period) - ema(ema(data, period), period) See: (None) )DEMAMovingAverageDoubleExponential)dema_movavc0|jj|j|jj}|jj||jj}d|z|z |j_t t|#y)Nperiodg@) prdatarlinesrsuperr __init__)selfemaema2 __class__s X/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/indicators/dema.pyrz'DoubleExponentialMovingAverage.__init__/seffmmDIIdffmmm<vv}}S}7)d*  ,d<> __name__ __module__ __qualname____doc__aliasrr EMAparamsr __classcell__rs@rr r s/  8E E# %F??rr cHeZdZdZdZdZdejffZfdZ xZ S)TripleExponentialMovingAveragea TEMA was first time introduced in 1994, in the article "Smoothing Data with Faster Moving Averages" by Patrick G. Mulloy in "Technical Analysis of Stocks & Commodities" magazine. It attempts to reduce the inherent lag associated to Moving Averages Formula: - ema1 = ema(data, period) - ema2 = ema(ema1, period) - ema3 = ema(ema2, period) - tema = 3 * ema1 - 3 * ema2 + ema3 See: (None) )TEMAMovingAverageTripleExponential)temarc|jj|j|jj}|jj||jj}|jj||jj}d|zd|zz |z|j_t t|#y)Nrg@) rrrrrr-rr*r)rema1rema3rs rrz'TripleExponentialMovingAverage.__init__Msvv}}TYYtvv}}}=vv}}T$&&--}8vv}}T$&&--}8*sTz1D8  ,d<>rrr(s@rr*r*7s/ 8E E# %F??rr*N) __future__rrrrrr r r r*rrr4s1***21?%6?6?%6?r