Forex Market Movements

Citation Author(s):
Marco
Fisichella
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:
*.csv; *.txt;
Research Article Link:
Can Deep Learning Improve Technical Analysis of Forex Data to Predict Future Price Movements?
Links:
ForexMov
License:
Creative Commons Attribution
985 Views
Categories:
Machine Learning
Financial
Keywords:
Finance; Forex; EURUSD; GBPUSD; USDCAD; USDCHF; USDJPY
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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

Comments

Trying my hand at Forex prediction

Submitted by Rupinder Mazara on Mon, 07/04/2022 - 15:57

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