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Time Series Forecast (TSF) Rate this Topic:
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Bruce_L
Posted : Tuesday, March 07, 2017 3:58:41 PM


Worden Trainer

Joined: 10/7/2004
Posts: 63,971

Time Series Forecast (TSF)

Template (v17+)

AVG(w, x) + ((x - 1) / 2 + y) * 6 * (FAVG(w, x) - AVG(w, x)) / (x - 1)

Where w can be any formula which returns a numeric value.
Where x is the Period of the Time Series Forecast (TSF) indicator.
Where y is the Forecast Bars setting of the Time Series Forecast (TSF) indicator.

Examples

A Time Series Forecast (TSF) 30,1 of price can be written as follows.

AVGC30 + ((30 - 1) / 2 + 1) * 6 * (FAVGC30 - AVGC30) / (30 - 1)

A Time Series Forecast (TSF) 15,4 of price can be written as follows.

AVGC15 + ((15 - 1) / 2 + 4) * 6 * (FAVGC15 - AVGC15) / (15 - 1)

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-Bruce
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