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Yarrol
> Anyone knows how Metastock calculates TimeSeriesForecast (TSF)?
> Metastock Help has an explanation for TSF, but I need the formula.
>
> Thanks, best regards
> Yarroll
>From the manual it appears that TSF is the sum of Linear Regression and the
slope of that Linear Regression. I know I've seen code posted for both of
these is the past few months somewhere because I used some of the code to
create some "look ahead" code of my own.
What I saw will be in the archives of this or the equismetastock group. I've
already looked at my own indicator list and drawn a blank.
For what it's worth here's the "slope of line" version that I have.
{Slope of Line}
Periods:=Input("Periods",5,50,10);
Slope:=((Sum(Cum(1)*P,Periods))-
(Sum(Cum(1),Periods)*Sum(P,Periods)/Periods))/
((Sum(Power(Cum(1),2),Periods))-
(Power(Sum(Cum(1),Periods),2)/Periods));
Slope;
Roy
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