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FOREX_eurchf-day-High

FOREX_eurchf-day-High

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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 EUR/CHF 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 High_Bid and the High_Ask of the following day, relative to the High_Bid and High_Ask mean of the current minute. This means the class attribute is True when the mean High price is going up the following day, and the class attribute is False when the mean High price is going down (or stays the same) the following day. Note that this is a hypothetical task, meant for scientific purposes only. Realistic trade strategies can only be applied to predictions on 'Close'-attributes (also available). # 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
Timestampdate1833 unique values
0 missing
Bid_Opennumeric1669 unique values
0 missing
Bid_Highnumeric1685 unique values
0 missing
Bid_Lownumeric1653 unique values
0 missing
Bid_Closenumeric1661 unique values
0 missing
Bid_Volumenumeric1824 unique values
0 missing
Ask_Opennumeric1677 unique values
0 missing
Ask_Highnumeric1670 unique values
0 missing
Ask_Lownumeric1648 unique values
0 missing
Ask_Closenumeric1674 unique values
0 missing
Ask_Volumenumeric1824 unique values
0 missing
Show all 12 features

62 properties

NumberOfInstances
1833
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.
Quartile1MutualInformation
First quartile of mutual information between the nominal attributes and the target attribute.
PercentageOfBinaryFeatures
8.33
Percentage of binary attributes.
PercentageOfInstancesWithMissingValues
0
Percentage of instances having missing values.
PercentageOfMissingValues
0
Percentage of missing values.
PercentageOfNumericFeatures
91.67
Percentage of numeric attributes.
PercentageOfSymbolicFeatures
8.33
Percentage of nominal attributes.
Quartile1AttributeEntropy
First quartile of entropy among attributes.
Quartile1KurtosisOfNumericAtts
-1.35
First quartile of kurtosis among attributes of the numeric type.
Quartile1MeansOfNumericAtts
1.15
First quartile of means among attributes of the numeric type.
StdvNominalAttDistinctValues
0
Standard deviation of the number of distinct values among attributes of the nominal type.
Quartile1SkewnessOfNumericAtts
-0.3
First quartile of skewness among attributes of the numeric type.
Quartile1StdDevOfNumericAtts
0.06
First quartile of standard deviation of attributes of the numeric type.
Quartile2AttributeEntropy
Second quartile (Median) of entropy among attributes.
Quartile2KurtosisOfNumericAtts
-1.35
Second quartile (Median) of kurtosis among attributes of the numeric type.
Quartile2MeansOfNumericAtts
1.15
Second quartile (Median) of means among attributes of the numeric type.
Quartile2MutualInformation
Second quartile (Median) of mutual information between the nominal attributes and the target attribute.
Quartile2SkewnessOfNumericAtts
-0.29
Second quartile (Median) of skewness among attributes of the numeric type.
Quartile2StdDevOfNumericAtts
0.06
Second quartile (Median) of standard deviation of attributes of the numeric type.
Quartile3AttributeEntropy
Third quartile of entropy among attributes.
Quartile3KurtosisOfNumericAtts
-1.13
Third quartile of kurtosis among attributes of the numeric type.
Quartile3MeansOfNumericAtts
92035.8
Third quartile of means among attributes of the numeric type.
Quartile3MutualInformation
Third quartile of mutual information between the nominal attributes and the target attribute.
Quartile3SkewnessOfNumericAtts
0
Third quartile of skewness among attributes of the numeric type.
Quartile3StdDevOfNumericAtts
46924.43
Third quartile of standard deviation of attributes of the numeric type.
AutoCorrelation
0.54
Average class difference between consecutive instances.
MeanMeansOfNumericAtts
130503180444.38
Mean of means among attributes of the numeric type.
ClassEntropy
1
Entropy of the target attribute values.
Dimensionality
0.01
Number of attributes divided by the number of instances.
EquivalentNumberOfAtts
Number of attributes needed to optimally describe the class (under the assumption of independence among attributes). Equals ClassEntropy divided by MeanMutualInformation.
MajorityClassPercentage
53.36
Percentage of instances belonging to the most frequent class.
MajorityClassSize
978
Number of instances belonging to the most frequent class.
MaxAttributeEntropy
Maximum entropy among attributes.
MaxKurtosisOfNumericAtts
9.81
Maximum kurtosis among attributes of the numeric type.
MaxMeansOfNumericAtts
1435534800000
Maximum of means among attributes of the numeric type.
MaxMutualInformation
Maximum mutual information between the nominal attributes and the target attribute.
MaxNominalAttDistinctValues
2
The maximum number of distinct values among attributes of the nominal type.
MaxSkewnessOfNumericAtts
2.1
Maximum skewness among attributes of the numeric type.
MaxStdDevOfNumericAtts
63914323383.72
Maximum standard deviation of attributes of the numeric type.
MeanAttributeEntropy
Average entropy of the attributes.
MeanKurtosisOfNumericAtts
0.51
Mean kurtosis among attributes of the numeric type.
NumberOfBinaryFeatures
1
Number of binary attributes.
MeanMutualInformation
Average mutual information between the nominal attributes and the target attribute.
MeanNoiseToSignalRatio
An estimate of the amount of irrelevant information in the attributes regarding the class. Equals (MeanAttributeEntropy - MeanMutualInformation) divided by MeanMutualInformation.
MeanNominalAttDistinctValues
2
Average number of distinct values among the attributes of the nominal type.
MeanSkewnessOfNumericAtts
0.14
Mean skewness among attributes of the numeric type.
MeanStdDevOfNumericAtts
5810401668.1
Mean standard deviation of attributes of the numeric type.
MinAttributeEntropy
Minimal entropy among attributes.
MinKurtosisOfNumericAtts
-1.38
Minimum kurtosis among attributes of the numeric type.
MinMeansOfNumericAtts
1.15
Minimum of means among attributes of the numeric type.
MinMutualInformation
Minimal mutual information between the nominal attributes and the target attribute.
MinNominalAttDistinctValues
2
The minimal number of distinct values among attributes of the nominal type.
MinSkewnessOfNumericAtts
-0.35
Minimum skewness among attributes of the numeric type.
MinStdDevOfNumericAtts
0.06
Minimum standard deviation of attributes of the numeric type.
MinorityClassPercentage
46.64
Percentage of instances belonging to the least frequent class.
MinorityClassSize
855
Number of instances belonging to the least frequent class.
Show all 62 properties

10 tasks

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