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Rolling Sum

Math · Rolling

Rolling Sum node on the canvas

Sum of the trailing N bars — a windowed total (distinct from Cumulative Sum, which runs from the first bar). Useful for counting/adding over a fixed lookback.

Rolling Sum adds up the last N bars of a series — a windowed total that slides forward one bar at a time. Unlike a running total that grows forever, this one only ever holds the most recent N bars, so it's the right tool for "how much over the last N bars" questions.

How it works

Each bar the block sums the trailing window values (current bar plus the N−1 before). As a new bar arrives it's added and the oldest bar drops off, so the window stays fixed-width. The first window − 1 bars are NaN until the window fills. It's lookahead-free.

When to use it

Use it to accumulate anything over a fixed lookback: total volume over N bars, the count of true events (feed it a 1/0 series), or a windowed net change. It's distinct from Cumulative Sum, which runs from the very first bar and never forgets — reach for Rolling Sum when you want a recent total, not an all-time one.

Example

Volume surge filter: wire bar volume into Rolling Sum (window = 20) to get 20-bar total volume, and into a second Rolling Sum of the prior period, then compare the two with GreaterThan to only trade when recent participation is expanding.

Tips & gotchas

  • Windowed, not cumulative — use Cumulative Sum for an all-time running total.
  • Sum of a 1/0 signal = a count — how many of the last N bars were true (see also Rolling Count True).
  • First window − 1 bars are NaN.

Inputs

Socket Type What to wire in
In series / bars Source series. BARS input uses close.

Outputs

Output Type Plots as Description
sum series Line · sub-pane Per-bar rolling sum.

Parameters

Parameter Type Default What it does
Window (bars) number · 2–500 14 Bars in the rolling window.

Reference auto-generated from the block catalog · category Math.