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GameTime  
#1 Posted : Thursday, December 31, 2015 9:30:56 AM(UTC)
GameTime

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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.

mstt  
#2 Posted : Thursday, December 31, 2015 6:26:07 PM(UTC)
mstt

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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)
thanks 1 user thanked mstt for this useful post.
GameTime on 12/31/2015(UTC)
GameTime  
#3 Posted : Thursday, December 31, 2015 8:24:58 PM(UTC)
GameTime

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Excellent. Thank you as always Roy.

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