| # MetaTrader5 Market Data with Technical Indicators | |
| ## Dataset Description | |
| This dataset contains comprehensive financial market data from MetaTrader5 (MT5) on 5 symbols including "XAUUSD", "US30", "BTCUSD", "EURUSD" and "USDJPY" in 7 differents timeframe | |
| ## Dataset Summary | |
| - **Size**: 4.2GB | |
| - **Records**: ~19.7M rows | |
| - **Format**: CSV | |
| ## Features | |
| The dataset contains 28 columns with the following structure: | |
| ### Basic Market Data | |
| - `symbol` (String): Trading symbol identifier | |
| - `timeframe` (String): Time interval (M1 = 1 minute) | |
| - `time` (Int64): Unix timestamp | |
| - `open` (Float64): Opening price | |
| - `high` (Float64): Highest price | |
| - `low` (Float64): Lowest price | |
| - `close` (Float64): Closing price | |
| - `volume` (Int64): Trading volume | |
| ### Technical Indicators | |
| #### Trend Indicators | |
| - `adx` (Float64): Average Directional Index - measures trend strength | |
| - `ma` (Float64): Moving Average - trend following indicator | |
| - `macd_main` (Float64): MACD main line - trend momentum indicator | |
| - `macd_signal` (Float64): MACD signal line - entry/exit signals | |
| #### Volatility Indicators | |
| - `atr` (Float64): Average True Range - measures market volatility | |
| - `bb_upper` (Float64): Bollinger Bands upper bound | |
| - `bb_middle` (Float64): Bollinger Bands middle line (SMA) | |
| - `bb_lower` (Float64): Bollinger Bands lower bound | |
| - `stddev` (Float64): Standard Deviation - volatility measure | |
| #### Momentum Indicators | |
| - `cci` (Float64): Commodity Channel Index - momentum oscillator | |
| - `mfi` (Float64): Money Flow Index - volume-weighted momentum | |
| - `rsi` (Float64): Relative Strength Index - momentum oscillator (0-100) | |
| - `rvi` (Float64): Relative Vigor Index - momentum indicator | |
| - `stoch_k` (Float64): Stochastic %K - momentum oscillator | |
| - `stoch_d` (Float64): Stochastic %D - smoothed %K | |
| - `willr` (Float64): Williams %R - momentum indicator | |
| #### Volume Indicators | |
| - `obv` (Float64): On-Balance Volume - cumulative volume indicator | |
| #### Pattern Recognition | |
| - `candle_type` (Int32): Candlestick pattern classification | |
| - `zigzag_small` (String): Small timeframe swing points ("swing_high", "swing_low", or "null") | |
| - `zigzag_large` (String): Large timeframe swing points ("swing_high", "swing_low", or "null") | |
| ## Data Schema | |
| ```python | |
| market_data = { | |
| "symbol": "String", | |
| "timeframe": "String", | |
| "time": "Int64", | |
| "open": "Float64", | |
| "high": "Float64", | |
| "low": "Float64", | |
| "close": "Float64", | |
| "volume": "Int64", | |
| "adx": "Float64", | |
| "atr": "Float64", | |
| "bb_upper": "Float64", | |
| "bb_middle": "Float64", | |
| "bb_lower": "Float64", | |
| "cci": "Float64", | |
| "mfi": "Float64", | |
| "ma": "Float64", | |
| "macd_main": "Float64", | |
| "macd_signal": "Float64", | |
| "obv": "Float64", | |
| "rsi": "Float64", | |
| "rvi": "Float64", | |
| "stddev": "Float64", | |
| "stoch_k": "Float64", | |
| "stoch_d": "Float64", | |
| "willr": "Float64", | |
| "candle_type": "Int32", | |
| "zigzag_small": "Nullable(String)", # "null", "swing_high", or "swing_low" | |
| "zigzag_large": "Nullable(String)" # "null", "swing_high", or "swing_low" | |
| } | |
| ``` | |