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  #21 (permalink)  
Old 03-21-2008, 10:25 AM
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Quote:
Originally Posted by newmont View Post
I have found another version of tsf. Dont know much about this indicator , at one stage i used tsf but i think the other version that somebody has posted. Hope this version is the one you are looking for.
could this indicator be modified to have choices for inputs like regular MAs do?
i.e...high,low,HLCC/4,etc.
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  #22 (permalink)  
Old 03-21-2008, 06:06 PM
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Quote:
Originally Posted by newmont View Post
I was reading the link posted by linuxser and they made some observation that tsf was associated with Lin reg, I realise the association in the formula and have included another useful indicator.
Exactly,
TSF its a derivation of LR. I was looking into the code of many TSF indicators and now I have too many doubts. It´s like there is some confusion and some TSF indicator are jut LR Line.

I have the TS code for indciator and functions and I suppose they're ok:

Quote:
{************************************************* ******************
Description: Time Series Forecast
Provided By: Omega Research, Inc. (c) Copyright 1999
************************************************** ******************}

Inputs: Length(NumericSimple), BarsPlus(NumericSimple);

TimeSeriesForecast = LinearRegValue(Close, Length, BarsPlus);
Quote:
{************************************************* ******************
Description : This Indicator plots Time Series Forecast
Provided By : Omega Research, Inc. (c) Copyright 1999
************************************************** ******************}

Inputs: Length(5), BarsPlus(7);

Plot1(TimeSeriesForecast(Length, BarsPlus), "TSForecast");

{Alert Criteria}
If Close < Plot1 AND Plot1 < Plot1[1] AND Plot1[1] > Plot1[2] Then
Alert("The Time Series Forecast line has just changed direction and is now bullish")
Else
If Close > Plot1 AND Plot1 > Plot1[1] AND Plot1[1] < Plot1[2] Then
Alert("The Time Series Forecast line has just changed direction and is now bearish");

{Time Series Forecast Expert Commentary}
#BeginCmtry
Commentary(ExpertTimeSerForcast(Plot1, Length, BarsPlus));
#End;
Quote:
{************************************************* ******************
Description: Linear Regression Value
Provided By: Omega Research, Inc. (c) Copyright 1999
************************************************** ******************}

Inputs: Price(NumericSeries), Len(NumericSimple), TargetB(NumericSimple);
Variables: X(0), Num1(0), Num2(0), SumBars(0), SumSqrBars(0), SumY(0), Sum1(0), Sum2(0), Slope(0), Intercept(0);

If Len = 0 Then
LinearRegValue = 0;

SumBars = 0;
SumSqrBars = 0;
SumY = 0;
Sum1 = 0;
Sum2 = 0;
SumY = Summation(Price, Len);
SumBars = Len * (Len - 1) * .5;
SumSqrBars = (Len - 1) * Len * (2 * Len - 1) / 6;

For X = 0 To Len - 1 Begin
Sum1 = Sum1 + X * Price[X];
End;

Sum2 = SumBars * SumY;
Num1 = Len * Sum1 - Sum2;
Num2 = SumBars * SumBars - Len * SumSqrBars;

If Num2 <> 0 Then
Slope = Num1 / Num2
Else
Slope = 0;

Intercept = (SumY - Slope * SumBars) / Len;

LinearRegValue = Intercept + Slope * (Len - 1 + CurrentBar - BarNumber - TargetB);
The article says:

Quote:
The resulting Time Series Forecast indicator is sometimes referred to as the "moving linear regression" indicator or the "regression oscillator."
TSF is the MA of Linear Regression

Last edited by Linuxser; 03-21-2008 at 06:09 PM.
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  #23 (permalink)  
Old 03-26-2008, 08:45 PM
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Quote:
Originally Posted by newmont View Post
I have found another version of tsf. Dont know much about this indicator , at one stage i used tsf but i think the other version that somebody has posted. Hope this version is the one you are looking for.
Is it possible to have this indicator applied to highs and lows also to form a channel?
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  #24 (permalink)  
Old 03-26-2008, 11:58 PM
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Quote:
Originally Posted by RickW00716 View Post
Is it possible to have this indicator applied to highs and lows also to form a channel?
Time Series Forecast is "some kind" of moving average in a ugly description.

Maybe by changing two words you could have something like you want, but I´m unsure about the results

Code:
Sy  =iClose(NULL,0,st0);          //double sumy=value;
Code:
y   = iClose(NULL,0,st0+i);    //value  = Close[m_pos[0]+i];
with iOpen/iClose/iHigh/iLow
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  #25 (permalink)  
Old 03-27-2008, 12:52 AM
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Time series forecast ...

This should do it
Time series forecast is linear regression value with one additional parameter : the "forecasting" parameter

Of LRVForecast parameter :
when set to 0 : Time series forecast == Linear regression value
when set to < 0 : "future"
when set to > 0 : "past"
Attached Images
File Type: gif tsf.gif (13.4 KB, 748 views)
Attached Files
File Type: mq4 Linear regression value - tsf.mq4 (2.7 KB, 215 views)
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  #26 (permalink)  
Old 03-27-2008, 09:19 AM
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Quote:
Originally Posted by mladen View Post
This should do it
Time series forecast is linear regression value with one additional parameter : the "forecasting" parameter

Of LRVForecast parameter :
when set to 0 : Time series forecast == Linear regression value
when set to < 0 : "future"
when set to > 0 : "past"
Hi mladen, love your work, it's always nice to see your indicators...

Cheers

Ethan
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  #27 (permalink)  
Old 01-08-2009, 03:36 PM
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Quote:
Originally Posted by newdigital View Post
Yes it is the same person. He is having username Beluck on our forum. He is great progammers: he coded all Brainwashing EAs versions. He coded Mandarine EA, converted Goldwarrior EA and DayImpulse indicators. Besides he coded 4 BrainTrading indicators on our forum and some indicators for asctrend system.

T3MA is his indicator as well.

He is coding for the long time mainly for MT3 and he is well-known. He is joking sometimes: he coded super-signals indicators for example.

I attached some his MT4 indicators to the charts so you may see the images.

I don't know it is the same with MT3 or not.
Hi,

Anyone can explain how to use the forecast indicator (i.e the 2 lines and significant about the two colour dots).

Or anyone can forward this to the coder.

Thanks
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  #28 (permalink)  
Old 02-24-2009, 12:06 PM
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Time Series Forecast (TSF) - doesn´t move in the security window automatically

Dear community,

Does anyone know why the following TSF doesn´t move in EURUSD M1 automatically? Unfortunately it shows only the most recent values after new compilation (manually):

//+------------------------------------------------------------------+
//| Time Series Forecast.mq4 |
//| Copyright © 2006, MetaQuotes Software Corp. |
//| Forex Trading Software: Forex Trading Platform MetaTrader 4 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- input parameters
extern int TSFPeriod = 20;
//---- buffers
double ExtMapBuffer1[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtMapBuffer1);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
/*int deinit()
{
//----

//----
return(0);
}
*/
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
//----
double ka,kb,sx,sy,sxy,sx2,ival;
int cnt;

int i,limit;

limit=Bars-TSFPeriod-counted_bars;
//---- main loop
for(i=limit; i>=0; i--)

{
sy=0;
sx=0;
sxy=0;
sx2=0;
for (cnt=1; cnt<= TSFPeriod; cnt++)
{
sy+=Close[i+cnt-1];
sx+=cnt;
sx2+=cnt*cnt;
sxy+=Close[i+cnt-1]*cnt;
}
kb=(TSFPeriod*sxy-sx*sy)/(TSFPeriod*sx2-sx*sx);
ka=(sy-kb*sx)/TSFPeriod;
ival=ka+kb;
ExtMapBuffer1[i] = ival;
}

//----
return(0);
}
//+------------------------------------------------------------------+
/*
extern int ndot=21;


bool is_First=true;

SetLoopCount(0);

// Check for additional bars loading or total reloadng.
If Bars<prevbars or Bars-prevbars>1 Then is_First=True;
prevbars=Bars;
//--------------------------------------------------------

// Pre-Loop setup
// loopbegin prevents counting of previously plotted bars excluding current Bars
if is_First Then Begin
LoopBegin=bars-ndot-2;
is_First=False;
End;
//--------------------------------------------------------

loopBegin++; // Plot the current bar also
// loop from first bar to current bar (with shift=0)
For shift=loopBegin Downto 0 Begin
sy=0;
sx=0;
sxy=0;
sx2=0;
For cnt=1 To ndot Begin
sy+=close[shift+cnt-1];
sx+=cnt;
sx2+=cnt*cnt;
sxy+=close[shift+cnt-1]*cnt;
End;
kb=(ndot*sxy-sx*sy)/(ndot*sx2-sx*sx);
ka=(sy-kb*sx)/ndot;
ival=ka+kb;
SetIndexValue(shift, ival);
loopBegin--; // Prevent repeating previously plotted bars on next tick
End
*/
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  #29 (permalink)  
Old 02-24-2009, 12:21 PM
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...

Change this line :
PHP Code:
limit=Bars-TSFPeriod-counted_bars
to this
PHP Code:
limit=Bars-counted_bars
that should do the trick
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  #30 (permalink)  
Old 02-24-2009, 12:35 PM
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Thank you!
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