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Date/Time: Sun, 11 May 2025 20:59:50 +0000



time series forecast

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[2016-05-08 09:52:18]
User92787 - Posts: 8
Good day,
Could you please give instructions how to build an indicator (if possible) in SC as described below:
"a multi-time frame set up for the ES that uses a 630 tick to generate bias and a 70 tick chart to generate the signals.
A trend indicator is used to generate bias on the 630 tick chart. To build the trend indicator, you will need the following:
- 10-period WMA using the 630 tick chart as a data source
- time series forecast (TSF) indicator with a period of 5 and a projection of 18 applied on the above 10-period WMA.
Plot this indicator on a 70-tick chart as a histogram. You will end up with something like the image below"
My main problem is the time series forecast, your suggestions are much appreciated. thank you
imageTrendIndicator_small.gif / V - Attached On 2016-05-08 09:49:50 UTC - Size: 27.76 KB - 403 views
[2016-05-08 20:41:49]
Sawtooth - Posts: 4214
Try using the Moving Linear Regression study for the TSF.
http://www.barchart.com/education/std_studies.php?what=int_time_series#study
[2016-05-08 21:08:05]
Sierra Chart Engineering - Posts: 104368
We need to add Time Series Forecast study. We will have that done later this week.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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Date Time Of Last Edit: 2016-05-08 21:08:19
[2016-05-09 05:19:43]
User92787 - Posts: 8
thank you all for your feed back

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