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Roy, thank you...... your hint prompted me to look through the
formulas which I found time series forecast TSF(data array, periods).
I haven't mastered normaling the two indicators TRIX and TSF into a
signal line but I'm working on it.
thanks again for your assistance.
Russ
--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx>
wrote:
> RSmiser
>
> Have you tried the canned MS "time series" moving average - Mov
(C,21,T).
> That seems to be what you're looking for.
>
> Roy
>
> ----- Original Message -----
> From: "rsmiser" <no_reply@xxxxxxxxxxxxxxx>
> To: <equismetastock@xxxxxxxxxxxxxxx>
> Sent: Tuesday, December 10, 2002 11:41 AM
> Subject: [EquisMetaStock Group] Time Series Moving Average
MetaStock Formula
>
>
> > I'm hoping the Metastock formula guru's of the board have a
> > Metastock formula for calculating a "time series moving
> > average". S&C '97 TRIX article by Joe Luisi cites the time
> > series MA
> > as the best signal line for TRIX as a leading indicator. The
article
> > goes on to summarize the formula as " a time series moving
> > average is
> > calculated by fitting a linear regression trendline using the
least-
> > squares fit method to the price series. The least-squares fit
> > minimizes the distance between the data points and the linear
> > regression trendline. The plotline is the last value of the fitted
> > line. The data points, creates an indicator with less lag compared
> > with the averaging method. Therefore, the time series average is
more
> > responsive to price changes."
> > I've searched the Equis Metastock formula site as well as the
> > guppy MetaStock formula cite. Both sites cover adaptive MA but not
> > time series MA. Many thanks in advance for your assistance.
> >
> > Regards,
> >
> > RSmiser
> >
> >
> >
> > To unsubscribe from this group, send an email to:
> > equismetastock-unsubscribe@xxxxxxxxxxxxxxx
> >
> >
> >
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http://docs.yahoo.com/info/terms/
> >
> >
> >
> >
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