script to sum rolling 20 (default) period's prices together use on volume indicators to get the likes of McClellan Summation User selection: rolling periods to add
This indicator is the McClellan Summation Index calculated as by Jim Miekka. Jim was a renowned mathematician who contributed immensely to the trading world by tying to develop independent mathematical indicators. It was Jim Miekka who established the independent relationship to calculate the Summation index without calculating the cumulative of the McClellan...
Here is a light piece of code, The Indicator Integrator. It sums up a function (like an integral for you calculus folks). Unlike the 'cum' function that does a million bars of look back you can change the look back period, like limits of integration. Built in is a difference of the close from an SMA. And there is an ROC. By changing what is summed up in the loop...