Time Series Forecast (Linear Regression Forecast) (TSF)

TSF uses linear regression to project the next period's price based on the trend over a specified lookback period (default 14). It fits a least-squares regression line through recent price data and extends it one period forward, providing a statistical forecast. TSF essentially answers 'If the current trend continues at its mathematical rate, where will price be next bar?' The output is a price projection that can serve as a predictive trendline. TSF combines the trendline from LINEARREG with a one-period forward projection.

Cryptocurrency traders use TSF as a predictive moving average or trend-following indicator. When price crosses above TSF, it signals upward momentum exceeding the forecast; crossing below suggests downward pressure. TSF can serve as a dynamic support/resistance level or trend filter. It's particularly valuable for mean-reversion strategies (trading deviations from TSF) or trend continuation systems (trading in TSF's direction). Combined with LINEARREG_SLOPE to assess trend strength or LINEARREG_ANGLE for trend steepness, TSF provides statistically-grounded trend following. Popular among quantitative traders and those preferring mathematical indicators over traditional MAs.