Rolling Mean

What it measures: The N-bar average of any series

When to use it: Building a baseline for another indicator, e.g. comparing ATR to its own average: ATR ≤ 3×rolling_mean(ATR) filters out abnormally volatile markets (used in practice in "007")

Typical period: 20-50

Caution: If in-series is not connected it uses source (close) — connect the input deliberately so it's clear what's being averaged

Formula the engine actually uses

series.rolling(period).mean()

smoothing: SMA (same as sma, but can take in-series from another node, e.g. ATR) · warmup: period