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- README.md +93 -0
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README.md
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# MetaTrader5 Market Data with Technical Indicators
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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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## Dataset Summary
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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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## Features
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The dataset contains 28 columns with the following structure:
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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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### Technical Indicators
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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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#### 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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#### 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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#### Volume Indicators
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- `obv` (Float64): On-Balance Volume - cumulative volume indicator
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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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## Data Schema
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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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