//@version=5
indicator("McClellan Summation Index")

var previousIndexValue = float(na)

advances = request.security("ADVN", "D", close)
declines = request.security("DECN", "D", close)

oscillatorValue = ta.ema(advances - declines, 19) - ta.ema(advances - declines, 39)
indexValue = nz(previousIndexValue) + oscillatorValue
previousIndexValue := indexValue

plot(indexValue)