Studies · Statistical
Time Series Forecast (TSF)
timeSeriesForecast · The rolling OLS fit projected one bar past the window
Drawn over priceReads one column (close here)
Hover the chart to read values · practice data: a seeded random walk with no overnight gaps
What it measures
The same straight-line fit as Linear Regression, extended one bar further: where the recent trend line says the next bar would land. It is plotted on today’s bar.
How traders use it
- Used as a fast moving average that leads price slightly in a steady trend.
- Price crossing the forecast line is used as a trend signal.
- The Chande Forecast Oscillator measures the gap between price and this line.
Parameters
| Name | Value | Default | Allowed | What it does |
|---|---|---|---|---|
| period | 14 | ≥ 2 usual 5–60 | Number of bars in the fit. |