sum
Total over rolling N-period window
sum(source, periods)
Parameters
| Name | Type | Description |
|---|---|---|
source |
field | Data series to sum |
periods |
int | Number of bars to include in the sum |
Formula
sum(x, n) = x[0] + x[1] + ... + x[n-1]
Examples
// total volume over last 10 days exceeds 50 million
sum(volume, 10) > 50M;
// net change over 5 bars (sum of daily changes)
sum(change(close, 1), 5) > 0;
// ratio of gains to losses over 14 periods
sum(gain(close), 14) / sum(loss(close), 14) > 1;
// these are equivalent: sum = sma * period
sum(close, 20) ~= sma(close, 20) * 20;
Returns
float
Range
periods must be 2-400
Notes
Window always contains exactly N values; for cumulative totals from the start use cumsum() instead