Forex Automaton

This upgrade does not affect the forecasting algorithm. An inconsistency between the description of output data and the actual nature of these data has been fixed. Namely, the Pearson correlation coefficients reported to be 24-hour and 24-day averages were in fact 6-hour and 24-hour averages (inherited from Danica). These are replaced with the intended averages as described in the table.

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This upgrade does not affect the forecasting algorithm. A bug related to the way sliding averages had been calculated has been fixed -- up to now the sliding averages of n numbers could be in fact those of n-1 numbers. These operations are used when calculating the figures of merit. However the effect is of no certain direction since the number being ignored was ignored not on the basis of its magnitude, but on the basis of its position in the queue of numbers.

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ForexAutomaton has just expanded its portfolio of free predictive models into higher frequency domain. From now on, a forex forecast of low, high and close for the next hour will be posted on this site every 60 minutes. The new system is named Heidi following the naming convention where first names starting with H are assigned to systems with hourly decision-making scale.

This document explains typical output of Heidi -- an experimental free (payless but closed-source) ForexAutomaton hour-scale forex forecasting system or predictive model.