Data
FOREX_audsgd-minute-High

FOREX_audsgd-minute-High

active ARFF Publicly available Visibility: public Uploaded 04-06-2019 by Jan van Rijn
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  • Computer Systems finance forex forex_high forex_minute Machine Learning
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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/SGD from Dukascopy. One instance (row) is one candlestick of one minute. 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 minute, 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 minute, and the class attribute is False when the mean High price is going down (or stays the same) the following minute. 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
Timestampdate375840 unique values
0 missing
Bid_Opennumeric10195 unique values
0 missing
Bid_Highnumeric10202 unique values
0 missing
Bid_Lownumeric10185 unique values
0 missing
Bid_Closenumeric10208 unique values
0 missing
Bid_Volumenumeric18660 unique values
0 missing
Ask_Opennumeric10191 unique values
0 missing
Ask_Highnumeric10150 unique values
0 missing
Ask_Lownumeric10185 unique values
0 missing
Ask_Closenumeric10180 unique values
0 missing
Ask_Volumenumeric18639 unique values
0 missing
Show all 12 features

62 properties

NumberOfInstances
375840
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.
ClassEntropy
1
Entropy of the target attribute values.
MeanNoiseToSignalRatio
An estimate of the amount of irrelevant information in the attributes regarding the class. Equals (MeanAttributeEntropy - MeanMutualInformation) divided by MeanMutualInformation.
Quartile2AttributeEntropy
Second quartile (Median) of entropy among attributes.
Dimensionality
0
Number of attributes divided by the number of instances.
MeanNominalAttDistinctValues
2
Average number of distinct values among the attributes of the nominal type.
Quartile2KurtosisOfNumericAtts
-0.15
Second quartile (Median) of kurtosis among attributes of the numeric type.
EquivalentNumberOfAtts
Number of attributes needed to optimally describe the class (under the assumption of independence among attributes). Equals ClassEntropy divided by MeanMutualInformation.
MeanSkewnessOfNumericAtts
0.62
Mean skewness among attributes of the numeric type.
Quartile2MeansOfNumericAtts
1.01
Second quartile (Median) of means among attributes of the numeric type.
MajorityClassPercentage
53.93
Percentage of instances belonging to the most frequent class.
MeanStdDevOfNumericAtts
828471711.05
Mean standard deviation of attributes of the numeric type.
Quartile2MutualInformation
Second quartile (Median) of mutual information between the nominal attributes and the target attribute.
MajorityClassSize
202700
Number of instances belonging to the most frequent class.
MinAttributeEntropy
Minimal entropy among attributes.
Quartile2SkewnessOfNumericAtts
0.48
Second quartile (Median) of skewness among attributes of the numeric type.
MaxAttributeEntropy
Maximum entropy among attributes.
MinKurtosisOfNumericAtts
-1.2
Minimum kurtosis among attributes of the numeric type.
PercentageOfBinaryFeatures
8.33
Percentage of binary attributes.
Quartile2StdDevOfNumericAtts
0.02
Second quartile (Median) of standard deviation of attributes of the numeric type.
MaxKurtosisOfNumericAtts
5.77
Maximum kurtosis among attributes of the numeric type.
MinMeansOfNumericAtts
1.01
Minimum of means among attributes of the numeric type.
PercentageOfInstancesWithMissingValues
0
Percentage of instances having missing values.
Quartile3AttributeEntropy
Third quartile of entropy among attributes.
MaxMeansOfNumericAtts
1530459404482.7
Maximum of means among attributes of the numeric type.
MinMutualInformation
Minimal mutual information between the nominal attributes and the target attribute.
PercentageOfMissingValues
0
Percentage of missing values.
Quartile3KurtosisOfNumericAtts
-0.15
Third quartile of kurtosis among attributes of the numeric type.
MaxMutualInformation
Maximum mutual information between the nominal attributes and the target attribute.
MinNominalAttDistinctValues
2
The minimal number of distinct values among attributes of the nominal type.
PercentageOfNumericFeatures
91.67
Percentage of numeric attributes.
Quartile3MeansOfNumericAtts
56.75
Third quartile of means among attributes of the numeric type.
MaxNominalAttDistinctValues
2
The maximum number of distinct values among attributes of the nominal type.
MinSkewnessOfNumericAtts
0
Minimum skewness among attributes of the numeric type.
PercentageOfSymbolicFeatures
8.33
Percentage of nominal attributes.
Quartile3MutualInformation
Third quartile of mutual information between the nominal attributes and the target attribute.
MaxSkewnessOfNumericAtts
1.52
Maximum skewness among attributes of the numeric type.
MinStdDevOfNumericAtts
0.02
Minimum standard deviation of attributes of the numeric type.
Quartile1AttributeEntropy
First quartile of entropy among attributes.
Quartile3SkewnessOfNumericAtts
0.48
Third quartile of skewness among attributes of the numeric type.
MaxStdDevOfNumericAtts
9113188740.3
Maximum standard deviation of attributes of the numeric type.
MinorityClassPercentage
46.07
Percentage of instances belonging to the least frequent class.
Quartile1KurtosisOfNumericAtts
-0.16
First quartile of kurtosis among attributes of the numeric type.
Quartile3StdDevOfNumericAtts
40.47
Third quartile of standard deviation of attributes of the numeric type.
MeanAttributeEntropy
Average entropy of the attributes.
MinorityClassSize
173140
Number of instances belonging to the least frequent class.
Quartile1MeansOfNumericAtts
1.01
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.
MeanKurtosisOfNumericAtts
0.81
Mean kurtosis among attributes of the numeric type.
NumberOfBinaryFeatures
1
Number of binary attributes.
Quartile1MutualInformation
First quartile of mutual information between the nominal attributes and the target attribute.
MeanMeansOfNumericAtts
139132673145.85
Mean of means among attributes of the numeric type.
Quartile1SkewnessOfNumericAtts
0.47
First quartile of skewness among attributes of the numeric type.
AutoCorrelation
0.53
Average class difference between consecutive instances.
MeanMutualInformation
Average mutual information between the nominal attributes and the target attribute.
Quartile1StdDevOfNumericAtts
0.02
First quartile of standard deviation of attributes of the numeric type.
Show all 62 properties

10 tasks

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