Re: Time Series Forecast Formula

[Robert Lambert <lambertb1@xxxxxxxxx>]

Thanks, Adam. 

I mistakenly thought the data array for
Metastock TSF formula was limited to price fields.

I'm playing around with using Trix and TSF of Trix, to
see how well crossovers lead prices, per the TASC article "Playing
Trix" (June 1997).

Thanks again for pointing out my over-complication.

--- VonHef <VonHef@xxxxxxxxxxxxx> wrote:
> Hi Robert,
>  What version of MetaStock are you using? The reason
> I ask
> is that 6.5 has the TSF built-in. Here is the format
> to use it:
>                              tsf( DATA ARRAY,
> PERIODS )
> Would this work for you?
> 
>   Best wishes,
>       Adam Hefner.
> VonHef@xxxxxxxxxxxxx
> 
> ---------------------------------------
> ----- Original Message -----
> From: Robert Lambert <lambertb1@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, May 11, 1999 9:07 AM
> Subject: Time Series Forecast Formula
> 
> 
> > All:
> >
> > I would like to know if the following formula
> (taken from Equis
> > website) is actually the formula for the Time
> Series Forecast, or a
> > modified formula which is simply using the Time
> Series Forecast as part
> > of it's computation.
> >
> > I'm asking because I'd like to setup a Time Series
> Forecast of an
> > indicator as a crossover trigger, rather than use
> a moving average. So,
> > if I plug an indicator into the below referenced
> formula( in place of
> > the close value), will this particular formula
> actually give me the
> > Time Series Forecast of the indicator, or will it
> give me something
> > modified?
> >
> > Thanks in advance for feedback.
> >
> >
> >
> > The End Point Moving Average was introduced in the
> October 95 issue of
> > Technical Analysis of Stocks & Commodities in the
> article "The End
> > Point Moving Average", by Patrick E. Lafferty.
> > The exact formula for the End Point Moving average
> is as follows:
> >
> > ( 14 * Sum( Cum( 1 ) * C,14 ) - Sum( Cum( 1 ),14)
> * Sum( C,14) ) / (14
> > * Sum( Pwr( Cum( 1 ),2),14 ) - Pwr( Sum( Cum( 1
> ),14 ),2 ) ) * Cum( 1 )
> > + (Mov(C,14,S) - Mov( Cum( 1 ),14,S) * (14 * Sum(
> Cum( 1 ) * C,14) -
> > Sum( Cum( 1 ),14 ) * Sum( C,14) ) / (14 * Sum(
> Pwr( Cum( 1 ),2 ),14) -
> > Pwr( Sum( Cum( 1 ),14 ),2 ) ) )
> >
> > The above formula plots the last value of a linear
> regression line of
> > the previous 14 periods. The Time Series Forecast
> takes this value and
> > the slope of the regression line to forecast the
> next day and then
> > plots this forecasted price as today's value.
> >
> >
> >
> >
> _________________________________________________________
> > Do You Yahoo!?
> > Free instant messaging and more at
> http://messenger.yahoo.com
> 
> 
> 
> 

_________________________________________________________
Do You Yahoo!?
Free instant messaging and more at http://messenger.yahoo.com