Sum Over Period

Technical Analysis Indicator: sum

Fork me on GitHub

Function Prototype

/* Sum Over Period */
/* Type: math */
/* Input arrays: 1    Options: 1    Output arrays: 1 */
/* Inputs: real */
/* Options: period */
/* Outputs: sum */
int ti_sum_start(TI_REAL const *options);
int ti_sum(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Sum Over Period indicator simply returns the sum of the last n bars.

It takes one parameter, the period n.

It is calculated as follows:

$$sum_{t} = \sum_{i=0}^{n-1} in_{t-i}$$

See Also

References

Example Usage

Calling From C

/* Example usage of Sum Over Period */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[1]; /* sum */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_sum_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* sum */

/* Run the actual calculation. */
const int ret = ti_sum(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Sum Over Period
sum = ti.sum(input, 5)

Example Calculation

period = 5

dateinputsum
2005-11-0181.59
2005-11-0281.06
2005-11-0382.87
2005-11-0483.00
2005-11-0783.61412.13
2005-11-0883.15413.69
2005-11-0982.84415.47
2005-11-1083.99416.59
2005-11-1184.55418.14
2005-11-1484.36418.89
2005-11-1585.53421.27
2005-11-1686.54424.97
2005-11-1786.89427.87
2005-11-1887.77431.09
2005-11-2187.29434.02

Chart

 

Other Indicators

Previous indicator: Vector Subtraction

Next indicator: Vector Tangent

Random indicator: Vector Round