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Forex Market Movements
- Citation Author(s):
-
MarcoFisichella
L3S Research Center of Leibniz Univ. Hannover - Submitted by:
- Marco Fisichella
- Last updated:
- Tue, 05/17/2022 - 22:18
- DOI:
- 10.21227/4tyf-4109
- Data Format:
- Research Article Link:
- Links:
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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=3
The 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;LabelStrategy
according to the legenda file.
Comments
Trying my hand at Forex prediction