George on Steve Hopwood's forum was kind enough to supply this for Metatrader:

#property copyright "Copyright © 2012, George Heitman"
#property link "http://www.stevehopwoodforex.com"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Black

//---- input parameters
extern int Per=20;
extern int Price=PRICE_CLOSE;

//---- buffers
double LP[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- additional buffers are used for counting.
IndicatorBuffers(1);
SetIndexBuffer(0,LP);

//---- indicator lines
SetIndexStyle(0,DRAW_LINE);

//---- name for DataWindow label
short_name=StringConcatenate("LowPass Filter (",Per,")");
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
//----
SetIndexDrawBegin(0,Per);
//----
return(0);
}

int start() {
int i,limit;

int counted_bars=IndicatorCounted();
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;

double a = 2.0/(Per+1.0);
double a2 = a*a;
double p1, p2, p3;

for(i=limit; i>=0; i--) {

switch(Price)
{
case PRICE_CLOSE: p1 = Close[i]; p2 = Close[i+1];p3 = Close[i+2];break;
case PRICE_OPEN: p1 = Open[i]; p2 = Open[i+1];p3 = Open[i+2];break;
case PRICE_HIGH: p1 = High[i]; p2 = High[i+1];p3 = High[i+2];break;
case PRICE_LOW: p1 = Low[i]; p2 = Low[i+1];p3 = Low[i+2];break;
case PRICE_MEDIAN: p1 = (High[i]+Low[i])/2; p2 = (High[i+1]+Low[i+1])/2;p3 = (High[i+2]+Low[i+2])/2;break;
case PRICE_TYPICAL: p1 = (High[i]+Low[i]+Close[i])/3; p2 = (High[i+1]+Low[i+1]+Close[i+1])/3;p3 = (High[i+2]+Low[i+2]+Close[i+2])/3;break;
case PRICE_WEIGHTED: p1 = (High[i]+Low[i]+2*Close[i])/4; p2 = (High[i+1]+Low[i+1]+2*Close[i+1])/4;p3 = (High[i+2]+Low[i+2]+2*Close[i+2])/4;break;
default: p1 = Close[i]; p2 = Close[i+1];p3 = Close[i+2];
}

LP[i] = (a-0.25*a2)*p1
+ 0.5*a2*p2
- (a-0.75*a2)*p3
+ 2*(1.0-a)*LP[i+1]
- (1.0-a)*(1.0-a)*LP[i+2];
}

return(0);
}
//+------------------------------------------------------------------+