/// <summary>
/// Calculate Hull Moving Average, as described here:
/// <see href="https://alanhull.com/hull-moving-average"/>
/// </summary>
/// <param name="series">input time series</param>
/// <param name="n">averaging length</param>
/// <param name="parentId">caller cache id, optional</param>
/// <param name="memberName">caller's member name, optional</param>
/// <param name="lineNumber">caller line number, optional</param>
/// <returns>HMA time series</returns>
public static ITimeSeries <double> HMA(this ITimeSeries <double> series, int n,
CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
{
var cacheId = new CacheId(parentId, memberName, lineNumber,
series.GetHashCode(), n);
// http://www.incrediblecharts.com/indicators/weighted_moving_average.php
// Integer(SquareRoot(Period)) WMA [2 x Integer(Period/2) WMA(Price) - Period WMA(Price)]
int n2 = (int)Math.Round(n / 2.0);
int n3 = (int)Math.Round(Math.Sqrt(n));
return(series
.WMA(n2, cacheId)
.Multiply(2.0, cacheId)
.Subtract(
series
.WMA(n, cacheId),
cacheId)
.WMA(n3, cacheId));
}