Thanks,
Daniel

using System;

using System.Collections.Generic;

using System.Text;

using RightEdge.Common;

using RightEdge.Indicators;

namespace DoQ_Indicators

{

      [

      YYEIndicatorAttribute

         (

            System.Drawing.KnownColor.Blue,

            YYEIndicatorAttribute.EIndicatorGroup.Other,

            Author = "DoQ",

            CompanyName = "www.TradeEngineer.com",

            DefaultDrawingPane = "Price Pane",

            Description = "Hull moving Average",

            GroupName = "DoQ-Indicators",

            HelpText = "",

            Id = "2a272648-0661-4886-b4c6-7149f9ceb44d",

            Name = "HullMA",

            Version = "1.0"

         )

      ]

      [Serializable]

      [SeriesInputAttribute("Input", 1, Value = BarElement.Close)]

      public class HullMA : SeriesCalculatorBaseWithValues

      {

            private int _Period = 20;

            private List<double> WMADiffValues;

            [ConstructorArgument(Name = "Period",

                                           Type = ConstructorArgumentType.Integer,

                                           Value = "20",

                                           Order = 1)]

            public HullMA(int Period, int series)

                  : base(1)

            {

                  if (Period <= 0)

                  {

                        throw new ArgumentException("Period must be greater than zero");

                  }

                  _Period = Period;

                  WMADiffValues = new List<double>();

            }

            private double WeightedMovingAverage(int lookBack, int periods, ISeries series)

            {

                  //A 4 bar weighted moving average with prices of

                  //1.2900, 1.2900, 1.2903, and 1.2904 would give a moving average of 1.2903

                  //using the calculation

                  //((4 * 1.2904) + (3 * 1.2903) + (2 * 1.2900) + (1 * 1.2900)) / (4 + 3 + 2+ 1) = 1.2903

                  double Numerator = 0.0;

                  int Denominator = 0;

                  for (int i = 0; i < periods; i++)

                  {

                        Numerator += (series.LookBack(i + lookBack) * (periods - i));

                        Denominator += (periods - i);

                  }

                  return Numerator / Denominator;

            }

            //    This method is where you calculate the indicator value for a given bar.

            protected override double CalcNewValue(int lookBack)

            {

                  int index = inputs[0].Count - lookBack - 1;

                  if (index < _Period - 1)

                  {

                        return double.NaN;

                  }

                  //Full Period

                  double WMAPeriod = WeightedMovingAverage(lookBack, _Period, inputs[0]);

                  //Half Period

                  double WMAHalfPeriod = WeightedMovingAverage(lookBack, _Period / 2, inputs[0]);

                  //store result with appropriate formula

                  //HMA = waverage(2*waverage(close,period/2)-waverage(close,period), SquareRoot(Period))

                  WMADiffValues.Add((2 * WMAHalfPeriod) - WMAPeriod);

                  //SQRT Period

                  int CurrentPeriod = (int)System.Math.Sqrt(_Period);

                  if (WMADiffValues.Count < CurrentPeriod)//not enough collected data

                  {

                        return double.NaN;

                  }

                  int index2 = WMADiffValues.Count - 1;

                  double WMASQRTPeriod = 0.0;

                  double Denominator = 0;

                  for (int i = index2 - CurrentPeriod + 1; i <= index2; i++)

                  {

                        WMASQRTPeriod += (WMADiffValues[i] * (i - (index2 - CurrentPeriod + 1) + 1));

                        Denominator += (i - (index2 - CurrentPeriod + 1) + 1);

                  }

                  WMASQRTPeriod /= Denominator;

                  return WMASQRTPeriod;

                  //HMA = waverage(2*waverage(close,period/2)-waverage(close,period), SquareRoot(Period))

            }

            protected override void Reset()

            {

                  //    This method is called when the series needs to be recalculated.

                  //    If you save any state between calls to CalcNewValue(), you should

                  //    reset that state in this method.

                  WMADiffValues.Clear();

            }

      }

}