MovingAverageType

Summary

An enumeration of the different MovingAverage weighting (smoothing) methods.

Syntax

public sealed enum MovingAverageType

Members

Name	Type	Summary
Exponential	Field	Use exponential weighting. Represents indicator of ExponentialMovingAverage type.
Hull	Field	Represents indicator of HullMovingAverage type.
Simple	Field	Use uniform weighting. Represents indicator of SimpleMovingAverage type.
TimeSeries	Field	Represents indicator of TimeSeriesMovingAverage type.
Triangular	Field	Represents indicator of TriangularMovingAverage type.
VIDYA	Field	VIDYA (Volatility Index Dynamic Average) variable length weighting. Represents indicator of Vidya type.
Weighted	Field	Represents indicator of WeightedMovingAverage type.
WilderSmoothing	Field	Represents indicator of WellesWilderSmoothing type.

Example 1

using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo
{
    // A sample indicator that shows how to use different types of moving average
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MovingAverageTypeSample : Indicator
    {
        private MovingAverage _ma;
        [Parameter("Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MovingAverageType { get; set; }
        [Output("Main")]
        public IndicatorDataSeries Result { get; set; }
        protected override void Initialize()
        {
            _ma = Indicators.MovingAverage(Bars.ClosePrices, 14, MovingAverageType);
        }
        public override void Calculate(int index)
        {
            Result[index] = _ma.Result[index];
        }
    }
}

Reference