Add Hull Moving Average indicator

indicators/HullMovingAverage.cs

@@ -0,0 +1,124 @@
+#region Using declarations
+using System;
+using System.ComponentModel.DataAnnotations;
+using System.Windows.Media;
+using NinjaTrader.Gui;
+using NinjaTrader.Gui.Chart;
+#endregion
+
+//This namespace holds Indicators in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    [CategoryOrder("Hull Moving Average", 1)]
+    [CategoryOrder("Plots", 2)]
+    public class HullMovingAverage : Indicator
+    {
+        private Series<double> RawHMA;
+
+        private WMA WMA1;
+        private WMA WMA2;
+        private WMA HMA;
+        
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"An implementation of the Hull Moving Average";
+                Name = "Hull Moving Average";
+                Calculate = Calculate.OnPriceChange;
+                IsOverlay = true;
+                PaintPriceMarkers = true;
+                ScaleJustification = ScaleJustification.Right;
+                IsSuspendedWhileInactive = false;
+                Period = 10;
+                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Hull Moving Average");
+            }
+            else if (State == State.DataLoaded)
+            {
+                RawHMA = new Series<double>(this);
+
+                WMA1 = WMA(Input, (int)Math.Round(Period / 2.0));
+                WMA2 = WMA(Input, Period);
+                HMA = WMA(RawHMA, (int)Math.Round(Math.Sqrt(Period)));
+            }
+            else if (State == State.Historical)
+            {
+                SetZOrder(-1); // Display behind bars on chart.
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            RawHMA[0] = 2 * WMA1[0] - WMA2[0];
+            Value[0] = HMA[0];
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        #region Properties
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "Period", Order = 1, GroupName = "Hull Moving Average")]
+        public int Period { get; set; }
+        #endregion
+    }
+}
+
+#region NinjaScript generated code. Neither change nor remove.
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
+    {
+        private HullMovingAverage[] cacheHullMovingAverage;
+        public HullMovingAverage HullMovingAverage(int period)
+        {
+            return HullMovingAverage(Input, period);
+        }
+
+        public HullMovingAverage HullMovingAverage(ISeries<double> input, int period)
+        {
+            if (cacheHullMovingAverage != null)
+                for (int idx = 0; idx < cacheHullMovingAverage.Length; idx++)
+                    if (cacheHullMovingAverage[idx] != null && cacheHullMovingAverage[idx].Period == period && cacheHullMovingAverage[idx].EqualsInput(input))
+                        return cacheHullMovingAverage[idx];
+            return CacheIndicator<HullMovingAverage>(new HullMovingAverage(){ Period = period }, input, ref cacheHullMovingAverage);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.HullMovingAverage HullMovingAverage(int period)
+        {
+            return indicator.HullMovingAverage(Input, period);
+        }
+
+        public Indicators.HullMovingAverage HullMovingAverage(ISeries<double> input , int period)
+        {
+            return indicator.HullMovingAverage(input, period);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.HullMovingAverage HullMovingAverage(int period)
+        {
+            return indicator.HullMovingAverage(Input, period);
+        }
+
+        public Indicators.HullMovingAverage HullMovingAverage(ISeries<double> input , int period)
+        {
+            return indicator.HullMovingAverage(input, period);
+        }
+    }
+}
+
+#endregion