Dressage
Originally intended for military use, dressage training was begun early in the 16th century. The international rules for dressage are based on the traditions and practice of the best riding schools in the world. The following is an extract from these rules of the Fédération Équestre Internationale:

Object and general principles.
The object of dressage is the harmonious development of the physique and the ability of the horse. As a result, it makes the horse calm, supple, and keen, thus achieving perfect understanding with its rider. These qualities are revealed by the freedom and regularity of the paces; the harmony, lightness, and ease of the movements; the lightening of the forehand, and the engagement of the hindquarters; the horse remaining absolutely straight in any movement along a straight line, and bending accordingly when moving on curved lines.
The horse thus gives the impression of doing of his own account what is required of him. Confident and attentive, he submits generously to the control of his rider. (Used with permission of the publisher.)
Campagne is the term used for elementary but thorough training, including work on the lunging rein. This long rein, also used for training young or difficult horses, is attached to a headpiece with a noseband called a cavesson. The horse is bitted and saddled and is schooled in circles at the end of the rein. It is an accessory to training from the saddle, which is always best. Basic to campagne is collection: teaching the horse to arch its neck, to shift its weight backward onto its hindquarters, and to move in a showy, animated manner. Other elements of campagne include riding in a straight line, turns, and lateral movements.
Haute école is the most elaborate and specialized form of dressage, reaching its ultimate development at the Vienna school in its traditional white Lippizaner horses. Some characteristic haute école airs, or movements, are the pirouettes, which are turns on the haunches at the walk and the canter; the piaffe, in which the horse trots without moving forward, backward, or sideways, the impulse being upward; the passage, high-stepping trot in which the impulse is more upward than forward; the levade, in which the horse stands balanced on its hindlegs, its forelegs drawn in; the courvet, which is a jump forward in the levade position; and the croupade, ballotade, and capriole, a variety of spectacular airs in which the horse jumps and lands again in the same spot.
All of these movements are based, perhaps remotely in some instances, on those that the horse performs naturally.
Some people ask What Breeds of Horses are used for dressage? More information here.
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