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
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