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Hi all,
I have recently been tinkering around with the Variable Time Series Forecast available in the latest Forum.DLL v2.0.
ExtFml( "Forum.TSF", Data Array, Periods)
Definitely a lot faster than its SMA counterpart. However I was wondering if anyone actually knows how this is calculated? My understanding is there are quite a few different interpretations out there, and I never like adding any blackbox formula to my trading systems.
Any help would be greatly appreciated.
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Hi gt
Time Series Forecast is the sum of Linear Regression and Linear Regression Slope. The standard Mov() function in MetaStock generates this with Mov( Data Array, Periods, T ) .
There's also a long-winded method of generating TSF using multiple SMA (S) functions. I don't have a sample available to me at the moment. However, Mov( Data Array, Periods, T ) is really all you need.
Roy
(mstt)
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 1 user thanked mstt for this useful post.
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Rank: Advanced Member
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Excellent. Thank you as always Roy.
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