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