A supply chain refers to any system which consists of multiple entities (companies or business units within an enterprise), that depend on each other in some way in conducting their businesses. In a supply chain, sales forecasting is highly complex due to the influence of internal and external environments. However, a reliable prediction of sales can improve the business strategy. Agent-based technology is considered suitable in providing near-optimal adaptive business and knowledge management strategies to help managers reduce both mental effort and search costs. This paper presents an agent-based approach which supports mobile agents as mediators between system entities. The proposed mobile agent-based system uses the publish/subscribe communication mechanism; therefore, system entities (like customers and suppliers) can dynamically connect and disconnect to the system at any time. The system uses a "Two-Leveled Mobile Agent Structure" and some design details of the sales forecasting process of the system based on a neural network approach are presented.