Hi,

Not tested, what about this ?

CumVolume = Sum(Volume,4) - Sum(Volume,1);

Best regards


Le 05/03/2010 17:43, davemabe2000 a écrit :

I'm trying to add the volume of the three previous bars (not including the current one) in my backtest.

If I sum them up "manually" I get one value:

VolumeSumA = Volume[i-1] + Volume[i-2] + Volume[i-3];

But when I try using Sum and Ref to do it I get a different value for some reason.

VolumeSumB = Sum(Ref(Volume, -1), 3);

But VolumeSumA != VolumeSumB.

What should I be using for Sum and Ref to get it to work properly and equal VolumeSumA above?



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