Forex Market Movements
- Citation Author(s):
-
Marco Fisichella
(L3S Research Center of Leibniz Univ. Hannover)
- Submitted by:
- Marco Fisichella
- Last updated:
- DOI:
- 10.21227/4tyf-4109
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- Research Article Link:
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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
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.
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.
Trying my hand at Forex prediction
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Mon, 07/04/2022 - 19:57
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