test.xml

<?xml version="1.0" encoding="utf-8"?>
<Shots xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
  <data>
    <value>0.59339682329791443</value>
    <value>0.27207647458921447</value>
    <value>0.68088770103595453</value>
    <value>0.37029365300876393</value>
    <value>0.22072801082432025</value>
  </data>
  <color>
    <value index="0" hexcode="#cb3f20" />
    <value index="1" hexcode="#cb3f20" />
  </color>
</Shots>

XMLTest.cs

using System;
using System.Xml;
using System.Xml.Serialization;
using System.IO;

namespace XMLTest
{
    public class Shots
    {
        [XmlArrayAttribute("data")]
        [XmlArrayItemAttribute("value")]
        public double[] Data;
        [XmlArrayAttribute("color")]
        [XmlArrayItemAttribute("value")]
        public Color[] Colors;

        internal Shots()
        {
        }

        public Shots(int DataScale)
        {
            Data = new double[DataScale];
            Random random = new Random();

            for (int i = 0; i < DataScale; i++)
            {
                Data[i] = random.NextDouble();
            }

            Colors = new Color[2];
            for (int i = 0; i < 2; i++)
            {
                Colors[i] = new Color(i, "#cb3f20");
            }
        }
    }

    public class Color
    {
        [XmlAttribute("index")]
        public int Index;
        [XmlAttribute("hexcode")]
        public string HexCode;

        internal Color()
        {
        }

        public Color(int index, string code)
        {
            Index = index;
            HexCode = code;
        }
    }

    public class XMLTest
    {
        public static void Main()
        {
            XmlSerializer serializer = new XmlSerializer(typeof(Shots));
            TextWriter writer = new StreamWriter("test.xml");
            Shots shot = new Shots(5);

            serializer.Serialize(writer, shot);
            writer.Close();
        }
    }
}