Time Series Forecast

Description

The Time Series Forecast is a smoothing functions that works by preforming linear least squares regression over a moving window. It then uses the linear model to predict the value for the next bar.

It takes one parameter, the period n. Larger values for n will have a greater smoothing effect on the input data but will also create more lag.[1]

Syntax

${\displaystyle fx=BT\_I\_TSF(Input1,Period)}$