Heidi has been upgraded to v1.0

Written by Forex Automaton   
Tuesday, 15 March 2011 09:48

Version 1.0 is a major step forward; important aspects of the forecasting algorithm have been reworked, following the research on the intra-day structure of forex time series, as reported in the research section of the web site.

Not only the core algorithm, but also the output format has been changed. In the new version, in addition to the Pearson correlation coefficients between the anticipated and actual logarithmic returns in hourly high, low and close levels of the price, the 4-th order cumulant among the logarithmic returns in the hourly high, low and the respective forecasts is reported. Positiveness of this higher order correlation indicates that the forecasts for the hourly extremes tend to come true in a mutually synchronized fashion.

The database of the forecasts from the older versions of Heidi has been retained and integrated into the new version. The data structures of the algorithmic learning are new and more extensive. The data structures containing figures of merit from the new version also supersede the old ones. They come with their own limited history; this new system began paper-trading on February 15, 2011, and  the new figures of merit reflect a month of paper history.

On the infrastructure level, the hosting plan has been upgraded to provide the system with a comfortable level of resources. The intermittent Heidi downtimes caused by the memory shortage on the host will hopefully become a thing of the past.

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Last Updated ( Tuesday, 15 March 2011 10:24 )
 

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