D07-F01-A16 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Least-Squares Moving Average (LSMA)
Where does the endpoint of a rolling least-squares trend line sit? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
fit P_(t-n+1+i)=a+b i by OLS; LSMA_t=a+b(n-1)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7