StockFetcher Forums · Indicators and Measures · Time Series Forecast<< >>Post Follow-up
963 posts
msg #96303
9/16/2010 1:53:36 PM

Time Series Forecast (TSF)

DescriptionThe Time Series Forecast combines the an n-day linear regression trend line and the slope of the same trend line. By combining these two values, a line similar to a moving average is produced which attempts to predict the next point in the series. While similar to a moving average, instead of simply averaging the past values the Time Series Forecast uses the best fit line from the linear regression formula.

Below is an advanced example showing stocks touching their forecast value:

high is above TSF(close,20)
and low is below TSF(close,20)
and close is above 5.00
and average volume(30) is above 250000

StockFetcher Forums · Indicators and Measures · Time Series Forecast<< >>Post Follow-up

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