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Re: [amibroker] Re: Time Series Forecast



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T1=7; //Periods

Y=C; //array

TSF=LinRegSlope(Y,T1)+((T1*Sum(Cum(1)*Y,T1)-Sum(Cum(1),T1)*Sum(Y,T1))/(T1*Sum((Cum(1)^2),T1)-

(Sum(Cum(1),T1)^2))*Cum(1)+(MA(Y,T1)-MA(Cum(1),T1)*(T1*Sum(Cum(1)*Y,T1)-

Sum(Cum(1),T1)*Sum(Y,T1))/(T1*Sum((Cum(1)^2),T1)-(Sum(Cum(1),T1)^2))));

GraphXSpace=2;

Graph0=TSF;

Graph1=Y;

Title="Time Series Forecast Periods="+WriteVal(T1);

-CS
----- Original Message ----- 
From: pacific5_au 
To: amibroker@xxxxxxxxxxxxxxx 
Sent: Sunday, April 21, 2002 5:08 PM
Subject: [amibroker] Re: Time Series Forecast


Hi CS

Thanks for your post. Unfortunately the file is empty 0 kb when down 
loaded. Could you plse re-up the file as a zip file or just post the 
code text. (a Yahoo situation.)

Many thanks

pacific

--- In amibroker@xxxx, "CS" <csaxe@xxxx> wrote:
> -CS
> ----- Original Message ----- 
> From: Owen Davies 
> To: amibroker@xxxx 
> Sent: Sunday, April 21, 2002 8:25 AM
> Subject: [amibroker] Time Series Forecast
> 
> 
> Has anyone coded this Metastock indicator for AmiBroker?
> According to the Equis Help description, it's the end point of
> the linear regression line plus the slope. Not something I'm
> competent enough to produce for AB, alas.
> 
> Thanks.
> 
> Owen Davies
> 
> 
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.


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<DIV><FONT size=2>
<DIV><FONT size=2>See if this gets through.</FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>
<P><FONT color=#0000ff>T1=7; //Periods</FONT></P>
<P><FONT color=#0000ff>Y=C; //array</FONT></P>
<P><FONT 
color=#0000ff>TSF=LinRegSlope(Y,T1)+((T1*Sum(Cum(1)*Y,T1)-Sum(Cum(1),T1)*Sum(Y,T1))/(T1*Sum((Cum(1)^2),T1)-</FONT></P>
<P><FONT 
color=#0000ff>(Sum(Cum(1),T1)^2))*Cum(1)+(MA(Y,T1)-MA(Cum(1),T1)*(T1*Sum(Cum(1)*Y,T1)-</FONT></P>
<P><FONT 
color=#0000ff>Sum(Cum(1),T1)*Sum(Y,T1))/(T1*Sum((Cum(1)^2),T1)-(Sum(Cum(1),T1)^2))));</FONT></P>
<P><FONT color=#0000ff>GraphXSpace=2;</FONT></P>
<P><FONT color=#0000ff>Graph0=TSF;</FONT></P>
<P><FONT color=#0000ff>Graph1=Y;</FONT></P>
<P><FONT color=#0000ff>Title="Time Series Forecast 
Periods="+WriteVal(T1);</FONT></P></FONT></DIV>
<DIV><FONT size=2>-CS</FONT></DIV></FONT></DIV>
<BLOCKQUOTE 
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV 
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B> 
<A title=pacific5_au@xxxx 
href="mailto:pacific5_au@xxxx";>pacific5_au</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx 
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, April 21, 2002 5:08 
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> [amibroker] Re: Time Series 
Forecast</DIV>
<DIV><BR></DIV><TT>Hi CS<BR><BR>Thanks for your post. Unfortunately the file 
is empty 0 kb when down <BR>loaded. Could you plse re-up the file as a zip 
file or just post the <BR>code text. (a Yahoo situation.)<BR><BR>Many 
thanks<BR><BR>pacific<BR><BR>--- In <A 
href="mailto:amibroker@xxxx";>amibroker@xxxx</A>..., "CS" &lt;<A 
href="mailto:csaxe@xxxx";>csaxe@xxxx</A>...&gt; wrote:<BR>&gt; 
-CS<BR>&gt;&nbsp;&nbsp; ----- Original Message ----- <BR>&gt;&nbsp;&nbsp; 
From: Owen Davies <BR>&gt;&nbsp;&nbsp; To: <A 
href="mailto:amibroker@xxxx";>amibroker@xxxx</A>... <BR>&gt;&nbsp;&nbsp; Sent: 
Sunday, April 21, 2002 8:25 AM<BR>&gt;&nbsp;&nbsp; Subject: [amibroker] Time 
Series Forecast<BR>&gt; <BR>&gt; <BR>&gt;&nbsp;&nbsp; Has anyone coded this 
Metastock indicator for AmiBroker?<BR>&gt;&nbsp;&nbsp; According to the Equis 
Help description, it's the end point of<BR>&gt;&nbsp;&nbsp; the linear 
regression line plus the slope.&nbsp; Not something I'm<BR>&gt;&nbsp;&nbsp; 
competent enough to produce for AB, alas.<BR>&gt; <BR>&gt;&nbsp;&nbsp; 
Thanks.<BR>&gt; <BR>&gt;&nbsp;&nbsp; Owen Davies<BR>&gt; <BR>&gt; 
<BR>&gt;&nbsp;&nbsp; Your use of Yahoo! Groups is subject to the Yahoo! Terms 
of <BR>Service.<BR><BR></TT><BR><BR><TT>Your 
use of Yahoo! Groups is subject to the <A 
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</TT> 
<BR></BLOCKQUOTE></BODY></HTML>

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