class_docstr: 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)
code: def __init__(self):
      ema = self.p._movav(self.data, period=self.p.period)
      ema2 = self.p._movav(ema, period=self.p.period)
      self.lines.dema = 2.0 * ema - ema2
  
      super(DoubleExponentialMovingAverage, self).__init__()
  
file_path: backtrader/backtrader/indicators/dema.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  from .None import Indicator, MovingAverageBase, MovAv
label_desc: Use image node_id 1 to create a new DoubleExponentialMovingAverage object from inherited base classes: MovingAverageBase with example: obj = DoubleExponentialMovingAverage()