|
PureBytes Links
Trading Reference Links
|
Robert,
I haven't read that article, but if you find anything of value.....
please pass it along <G>.
Best wishes,
Adam Hefner.
VonHef@xxxxxxxxxxxxx
---------------------------------------
----- Original Message -----
From: Robert Lambert <lambertb1@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, May 11, 1999 7:25 PM
Subject: Re: Time Series Forecast Formula
> 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
|