/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect.Indicators
{
///
/// Defines the different types of moving averages
///
public enum MovingAverageType
{
///
/// An unweighted, arithmetic mean (0)
///
Simple,
///
/// The standard exponential moving average, using a smoothing factor of 2/(n+1) (1)
///
Exponential,
///
/// An exponential moving average, using a smoothing factor of 1/n and simple moving average as seeding (2)
///
Wilders,
///
/// A weighted moving average type (3)
///
LinearWeightedMovingAverage,
///
/// The double exponential moving average (4)
///
DoubleExponential,
///
/// The triple exponential moving average (5)
///
TripleExponential,
///
/// The triangular moving average (6)
///
Triangular,
///
/// The T3 moving average (7)
///
T3,
///
/// The Kaufman Adaptive Moving Average (8)
///
Kama,
///
/// The Hull Moving Average (9)
///
Hull,
///
/// The Arnaud Legoux Moving Average (10)
///
Alma,
///
/// The Zero Lag Exponential Moving Average (11)
///
Zlema,
///
/// The McGinley Dynamic moving average (12)
///
MGD
}
}