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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/trends_FIR/tsf/Tsf.md
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| **Signature** | [tsf_signature](tsf_signature.md) |
- TSF projects the least-squares regression line one bar forward, providing a statistically grounded forecast of the next bar's value.
- Parameterized by `period` (default 14).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [LSMA](../lsma/lsma.md), [LinReg](../../statistics/linreg/LinReg.md) | **Complementary:** R² for forecast reliability | **Trading note:** Time Series Forecast; linear regression extrapolated one bar ahead. Predictive MA.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
TSF projects the least-squares regression line one bar forward, providing a statistically grounded forecast of the next bar's value. Unlike simple moving averages that smooth past data, TSF answers the question: "If the current trend continues, where will price be next?" This makes it inherently leading rather than lagging, though the forecast degrades quickly beyond one step.
@@ -144,4 +142,4 @@ The O(1) running-sum algorithm is inherently serial due to data dependencies. Ba
- Tushar Chande, *The New Technical Trader*, 1994
- TA-Lib: `TA_TSF` function (www.ta-lib.org)
- PineScript: `ta.linreg(source, length, -1)` (offset=-1 = one step ahead)
- PineScript: `ta.linreg(source, length, -1)` (offset=-1 = one step ahead)