Hourly time scale in forex provides roughly 24 times more statistics, than the daily scale. Therefore, if a single adjustable parameter for all currency pairs is justifiable in the daily system optimization (Danica), 24 parameters can be adjusted for Heidi without jeopardizing significance of the results. The natural way of increasing the number of parameters is to split the 24-hour day into time window "seasons" and treat the seasons as independent pattern recognition problems in the code and as independent optimization problems on the stage of optimization.
Incorporating seasonality into Heidi. A concept of a better forecasting component for an intraday trading system.
Source: forexautomaton.com
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