High-Will/MetaTrader5-Market-Data

MetaTrader5 Market Data with Technical Indicators

Dataset Description

This dataset contains comprehensive financial market data from MetaTrader5 (MT5) on 5 symbols including "XAUUSD", "US30", "BTCUSD", "EURUSD" and "USDJPY" in 7 differents timeframe

Dataset Summary

• —Size: 4.2GB
• —Records: ~19.7M rows
• —Format: CSV

Features

The dataset contains 28 columns with the following structure:

Basic Market Data

• —symbol (String): Trading symbol identifier
• —timeframe (String): Time interval (M1 = 1 minute)
• —time (Int64): Unix timestamp
• —open (Float64): Opening price
• —high (Float64): Highest price
• —low (Float64): Lowest price
• —close (Float64): Closing price
• —volume (Int64): Trading volume

Technical Indicators

Trend Indicators

• —adx (Float64): Average Directional Index - measures trend strength
• —ma (Float64): Moving Average - trend following indicator
• —macd_main (Float64): MACD main line - trend momentum indicator
• —macd_signal (Float64): MACD signal line - entry/exit signals

Volatility Indicators

• —atr (Float64): Average True Range - measures market volatility
• —bb_upper (Float64): Bollinger Bands upper bound
• —bb_middle (Float64): Bollinger Bands middle line (SMA)
• —bb_lower (Float64): Bollinger Bands lower bound
• —stddev (Float64): Standard Deviation - volatility measure

Momentum Indicators

• —cci (Float64): Commodity Channel Index - momentum oscillator
• —mfi (Float64): Money Flow Index - volume-weighted momentum
• —rsi (Float64): Relative Strength Index - momentum oscillator (0-100)
• —rvi (Float64): Relative Vigor Index - momentum indicator
• —stoch_k (Float64): Stochastic %K - momentum oscillator
• —stoch_d (Float64): Stochastic %D - smoothed %K
• —willr (Float64): Williams %R - momentum indicator

Volume Indicators

• —obv (Float64): On-Balance Volume - cumulative volume indicator

Pattern Recognition

• —candle_type (Int32): Candlestick pattern classification
• —zigzag_small (String): Small timeframe swing points ("swinghigh", "swinglow", or "null")
• —zigzag_large (String): Large timeframe swing points ("swinghigh", "swinglow", or "null")

Data Schema

market_data = {
    "symbol": "String",
    "timeframe": "String", 
    "time": "Int64",
    "open": "Float64",
    "high": "Float64",
    "low": "Float64",
    "close": "Float64",
    "volume": "Int64",
    "adx": "Float64",
    "atr": "Float64",
    "bb_upper": "Float64",
    "bb_middle": "Float64",
    "bb_lower": "Float64",
    "cci": "Float64",
    "mfi": "Float64",
    "ma": "Float64",
    "macd_main": "Float64",
    "macd_signal": "Float64",
    "obv": "Float64",
    "rsi": "Float64",
    "rvi": "Float64",
    "stddev": "Float64",
    "stoch_k": "Float64",
    "stoch_d": "Float64",
    "willr": "Float64",
    "candle_type": "Int32",
    "zigzag_small": "Nullable(String)",  # "null", "swing_high", or "swing_low"
    "zigzag_large": "Nullable(String)"   # "null", "swing_high", or "swing_low"
}