#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