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 ("swing_high", "swing_low", or "null")
- `zigzag_large` (String): Large timeframe swing points ("swing_high", "swing_low", or "null")

## Data Schema

```python
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"
}
```