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FOREX_audusd-day-Close

FOREX_audusd-day-Close

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  • finance forex forex_close forex_day study_219
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Source: Dukascopy Historical Data Feed https://www.dukascopy.com/swiss/english/marketwatch/historical/ Edited by: Fabian Schut # Data Description This is the historical price data of the FOREX AUD/USD from Dukascopy. One instance (row) is one candlestick of one day. The whole dataset has the data range from 1-1-2018 to 13-12-2018 and does not include the weekends, since the FOREX is not traded in the weekend. The timezone of the feature Timestamp is Europe/Amsterdam. The class attribute is the direction of the mean of the Close_Bid and the Close_Ask of the following day, relative to the Close_Bid and Close_Ask mean of the current minute. This means the class attribute is True when the mean Close price is going up the following day, and the class attribute is False when the mean Close price is going down (or stays the same) the following day. # Attributes `Timestamp`: The time of the current data point (Europe/Amsterdam) `Bid_Open`: The bid price at the start of this time interval `Bid_High`: The highest bid price during this time interval `Bid_Low`: The lowest bid price during this time interval `Bid_Close`: The bid price at the end of this time interval `Bid_Volume`: The number of times the Bid Price changed within this time interval `Ask_Open`: The ask price at the start of this time interval `Ask_High`: The highest ask price during this time interval `Ask_Low`: The lowest ask price during this time interval `Ask_Close`: The ask price at the end of this time interval `Ask_Volume`: The number of times the Ask Price changed within this time interval `Class`: Whether the average price will go up during the next interval

12 features

Class (target)nominal2 unique values
0 missing
Timestampdate1834 unique values
0 missing
Bid_Opennumeric1764 unique values
0 missing
Bid_Highnumeric1748 unique values
0 missing
Bid_Lownumeric1765 unique values
0 missing
Bid_Closenumeric1758 unique values
0 missing
Bid_Volumenumeric1823 unique values
0 missing
Ask_Opennumeric1755 unique values
0 missing
Ask_Highnumeric1761 unique values
0 missing
Ask_Lownumeric1762 unique values
0 missing
Ask_Closenumeric1731 unique values
0 missing
Ask_Volumenumeric1823 unique values
0 missing
Show all 12 features

19 properties

NumberOfInstances
1834
Number of instances (rows) of the dataset.
NumberOfFeatures
12
Number of attributes (columns) of the dataset.
NumberOfClasses
2
Number of distinct values of the target attribute (if it is nominal).
NumberOfMissingValues
0
Number of missing values in the dataset.
NumberOfInstancesWithMissingValues
0
Number of instances with at least one value missing.
NumberOfNumericFeatures
11
Number of numeric attributes.
NumberOfSymbolicFeatures
1
Number of nominal attributes.
PercentageOfSymbolicFeatures
8.33
Percentage of nominal attributes.
AutoCorrelation
0.47
Average class difference between consecutive instances.
PercentageOfNumericFeatures
91.67
Percentage of numeric attributes.
PercentageOfMissingValues
0
Percentage of missing values.
PercentageOfInstancesWithMissingValues
0
Percentage of instances having missing values.
PercentageOfBinaryFeatures
8.33
Percentage of binary attributes.
NumberOfBinaryFeatures
1
Number of binary attributes.
MinorityClassSize
912
Number of instances belonging to the least frequent class.
MinorityClassPercentage
49.73
Percentage of instances belonging to the least frequent class.
MajorityClassSize
922
Number of instances belonging to the most frequent class.
MajorityClassPercentage
50.27
Percentage of instances belonging to the most frequent class.
Dimensionality
0.01
Number of attributes divided by the number of instances.
Show all 19 properties

10 tasks

Supervised Classification on FOREX_audusd-day-Close
0 runs - estimation_procedure: 20% Holdout (Ordered) - target_feature: Class
Supervised Classification on FOREX_audusd-day-Close
0 runs - estimation_procedure: 10-fold Crossvalidation - target_feature: Class
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
Clustering on FOREX_audusd-day-Close
0 runs - estimation_procedure: 50 times Clustering
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