DateTime startOfTrdDay = new DateTime(2012, 5, 9, 12,0,0);
      Instrument baseInstrHist = InstrumentManager.Instruments["@ESM12"];
      TradeSeries histTrdSeries = GetHistoricalTrades("NFIQFeed", baseInstrHist, startOfTrdDay,
         DateTime.UtcNow.AddSeconds(-1));
      
      BarSeries histBarSeries = DataManager.CompressBars(histTrdSeries, BarType.Time, 15);
   
      BarSeries bs_15sec = GetBars(myInstr, BarType.Time, 15);
      foreach (Bar bar in histBarSeries) bs_15sec.Add(bar);

/// <summary>
   /// HMA conversion.
   /// </summary>
public class HMA: UserIndicator
{
   private int period;
   private BarData barData;
   WMA wma1;
   WMA wma2;
   WMA diffWma;
       
   BarSeries diffSeries;
       
   public int Period
   {
      get { return period; }
      set { period = value; }
   }
   public BarData BarData
   {
      get { return barData; }
      set { barData = value; }
   }       
   
   public HMA(ISeries series, int period, BarData barData) : base (series)
   {
      this.period = period;
      this.barData = barData;
      this.Name = "HMA, Period = " + period;
     
      wma1 = new WMA((BarSeries)Input, (int)(period / 2) * 2);
      wma2 = new WMA((BarSeries)Input , period);
         
      diffSeries = new BarSeries();
      diffWma = new WMA(diffSeries, (int)Math.Sqrt(period));
   
   }
   public HMA(ISeries series, int period)
      : this(series, period, BarData.Close)
   { 
   }
       
       
   public override double Calculate(int index)
   {     
      if (wma1.Count == 0 || wma2.Count == 0)
         return double.NaN;
     
      double hma = double.NaN;       
     
      if (index > period - 1)
      {
         double value1 = 2 * wma1.Last;
         double value2 = wma2.Last;
                         
         diffSeries.Add(
            Input.GetDateTime(index),
            value1 - value2,
            value1 - value2,
            value1 - value2,
            value1 - value2,
            0,
            0);
             
         if (diffWma.Count == 0)
            return double.NaN;
         
         hma = diffWma.Last;
       
         return hma;
      }
      else
         return double.NaN;
   }
}

userInd.HMA hma = new userInd.HMA(bs_15sec, 4, BarData.Close);

 this.Name = "HMA, Period = " + period;