;; advanced.myc

;; Hull Moving Average
;; Formula: WMA(2 * WMA(n/2) - WMA(n), sqrt(n))
(def HMA (fn [len]
  (do
    ;; Create inner WMA instances
    (def wma_half (WMA (/ len 2)))
    (def wma_full (WMA len))
    ;; Create outer WMA instance
    ;; Note: sqrt is a native RTL function
    (def wma_outer (WMA (sqrt len)))
    
    (fn [val]
      (do
        (def v_half (wma_half val))
        (def v_full (wma_full val))
        (def diff (- (* 2 v_half) v_full))
        (wma_outer diff))))))