|FUNCTION|| Calculates time series forecast indicator (similar to LinearReg
but differs by
the value of lin reg slope)
The function accepts periods parameter that can be constant as well as time-variant (array).
|EXAMPLE|| Plot( Close, "Price", colorBlue, styleCandle );
Plot( TSF(close,5), "Time Series Forecast", colorRed );
|TSF is exactly the estimate of LinearReg for the NEXT DAY.|
(it is calculated as LinearReg PLUS LinRegSlope * 1 (bar))
Plot(LinearReg(Close, 10 )+LinRegSlope(Close, 10), "Forecast for tommorrow", colorRed );
Plot(TSF(Close, 10 ), "Forecast for tommorrow 2", colorBlue );
The TSF function is used in the following formulas in AFL on-line library:
See updated/extended version on-line.