Forex Market Movements

Citation Author(s):
Marco
Fisichella
L3S Research Center of Leibniz Univ. Hannover
Submitted by:
Marco Fisichella
Last updated:
Wed, 11/10/2021 - 08:14
DOI:
10.21227/4tyf-4109
Data Format:
Links:
License:
0
0 ratings - Please login to submit your rating.

Abstract 

The data was collected and represents the historical data of 6 currency pairs measured in 4-hour intervals: 4 major pairs such as GBP/USD, EUR/USD, USD/CHF, USD/JPY and 2 minor pairs such as EUR/GBP and GBP/JPY.The data set covers the period from 01-2000 to 07-2020   Three files exists: the sequence dataset, the label dataset, and the legenda.The legenda reports the follwoing information:BBSignal, BBBreakoutSignal, LabelStrategy:
SIGNAL_NONE=0
SIGNAL_BUY=1
SIGNAL_SELL=2
BarType and HAType:
BAR_NONE=0
BAR_BULL=1
BAR_BEAR=2
BAR_TOO_EXTENDED=3
BAR_DOJI=4
MarketMov:
MARKET_NONE=0
MARKET_DOJI_UP=1
MARKET_DOJI_DOWN=2
MARKET_HORIZ=3

Instructions: 

Three files exists: the sequence dataset, the label dataset, and the legenda.The legenda reports the follwoing information:BBSignal, BBBreakoutSignal, LabelStrategy:
SIGNAL_NONE=0
SIGNAL_BUY=1
SIGNAL_SELL=2
BarType and HAType:
BAR_NONE=0
BAR_BULL=1
BAR_BEAR=2
BAR_TOO_EXTENDED=3
BAR_DOJI=4
MarketMov:
MARKET_NONE=0
MARKET_DOJI_UP=1
MARKET_DOJI_DOWN=2
MARKET_HORIZ=3The label set report for each ID sequence the specific label according to sell, stay and buy label.The sequence dataset reports:DTime;ReadableTime;High;Low;Close;BarType;HAType;BBSignal;BBBreakoutSignal;StochMain;StochSignal;MarketMov;LabelStrategyaccording to the legenda file.