redback report. 11/6/2010, page-6

thanks Redbacka

the below link will give you some background with the forecasting method. The method is the same except i used your international indices. Maybe a little bit heavy in detail?

Essentially i implemented a 2 hidden layer back propagation network. The hidden layers allows it to learn via trial and error.
I trained the percent network with the last 800 trading days. Training was completed when it hit less than 10% error rate over the entire training dataset.

click for pdf