AlexCatarino
403bafc3ca
Implements the `WilderMovingAverage` indicator. It is a special exponential moving average which uses a simple moving average as seeding.
69 lines
2.1 KiB
C#
69 lines
2.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// Defines the different types of moving averages
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/// </summary>
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public enum MovingAverageType
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{
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/// <summary>
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/// An unweighted, arithmetic mean
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/// </summary>
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Simple,
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/// <summary>
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/// The standard exponential moving average, using a smoothing factor of 2/(n+1)
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/// </summary>
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Exponential,
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/// <summary>
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/// An exponential moving average, using a smoothing factor of 1/n and simple moving average as seeding
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/// </summary>
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Wilders,
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/// <summary>
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/// A weighted moving average type
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/// </summary>
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LinearWeightedMovingAverage,
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/// <summary>
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/// The double exponential moving average
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/// </summary>
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DoubleExponential,
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/// <summary>
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/// The triple exponential moving average
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/// </summary>
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TripleExponential,
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/// <summary>
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/// The triangular moving average
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/// </summary>
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Triangular,
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/// <summary>
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/// The T3 moving average
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/// </summary>
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T3,
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/// <summary>
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/// The Kaufman Adaptive Moving Average
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/// </summary>
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Kama,
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/// <summary>
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/// The Hull Moving Average
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/// </summary>
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Hull,
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/// <summary>
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/// The Arnaud Legoux Moving Average
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/// </summary>
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Alma
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}
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}
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