Syntax
Public function TimeSeriesForecast(ByRef Data As Database, ByRef Source As Field, ByVal Periods As Integer, Optional ByVal FieldAliasName As String = "") As RecordSet
Overview
The Time Series Forecast shows the Forecast value for the next period, as calculated by linear regression.
Interpretation
A Time Series Forecast may be interpreted as a moving average. The difference is that a Time Series Forecast adapts more quickly to price change than a standard moving average.
Class: LinearRegression
Properties
Return Type |
Returns object of type Recordset |
Default Field Name(s) |
TimeSeriesForecast |
Sample
Public Sub main()
'Variables
Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")
Dim DB As New VTLGeneral.Database()
Dim RecordCount As Integer
Dim m_Recordset As VTLGeneral.RecordSet
Dim _historyData As object()
Dim output As String
Dim Record As Integer
Dim m_Date As VTLGeneral.Field
Dim m_Open As VTLGeneral.Field
Dim m_High As VTLGeneral.Field
Dim m_Low As VTLGeneral.Field
Dim m_Close As VTLGeneral.Field
Dim j As Integer = 0
Dim i As Integer = 0
Dim _recordCount As Integer =ClientCode.Bars(_symbolInfo.ID,VTLGeneral.ENUM_PERIOD.Day)
m_Recordset = DB.CreateRecord
m_Open = New VTLGeneral.Field
m_High = New VTLGeneral.Field
m_Low = New VTLGeneral.Field
m_Close = New VTLGeneral.Field
DB.RecordCount = _recordCount
RecordCount = _recordCount
'Initialize Recordsets
m_Open.initialize(_recordCount-1, "Open")
m_High.initialize(_recordCount-1, "High")
m_Low.initialize(_recordCount-1, "Low")
m_Close.initialize(_recordCount-1, "Close")
'load high, low ,open and data
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)
For i = 0 To _recordCount-1
m_High.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_LOW, _recordCount)
For i = 0 To _recordCount-1
m_Low.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_OPEN, _recordCount)
For i = 0 To _recordCount-1
m_Open.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)
For i = 0 To _recordCount-1
m_Close.setValue(i,_historyData(i))
Next
m_Recordset.addField(m_Open)
m_Recordset.addField(m_High)
m_Recordset.addField(m_Low)
m_Recordset.addField(m_Close)
'TimeSeriesForecast indicator
Dim _indRecord As New VTLGeneral.RecordSet()
Dim lr As New VTLGeneral.LinearRegression()
_indRecord = lr.TimeSeriesForecast(DB,m_High,14,"TimeSeriesForecast")
For i = 0 To DB.getRecordCount-1
output = output & CSTR(_indRecord.getValue("TimeSeriesForecast", i) ) & vbcrlf
Next
GUI.MsgDialog(output)
End Sub
See Also
Back to VTL Server Script Index
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