Summary

Based on around 7 months worth of minute-level stock price data for 2.6K+ stock symbols (sectors: tech, utilities, communitcations)
Filtered to only positions that fulfill the bullish RSI divergence signal
Multiple features based on the price data generated (RSI, VWAP, SMA etc.)
Some cleaning of outliers and abnormal data points has been performed

Read about the project! Medium Article

Tables

Train

@kaggle.dawerty_cleaned_daytrading_training_data.train

38.17 MB
258729 rows
23 columns


CREATE TABLE train (
  "is_profit" BOOLEAN,
  "sym" VARCHAR,
  "datetime" TIMESTAMP,
  "rsi14" DOUBLE,
  "sma9_var" DOUBLE,
  "sma180_var" DOUBLE,
  "vwap_var" DOUBLE,
  "spread14_e" DOUBLE,
  "volume14_34_var" DOUBLE,
  "prev_close_var" DOUBLE,
  "prev_floor_var" DOUBLE,
  "prev_ceil_var" DOUBLE,
  "prev1_candle_score" DOUBLE,
  "prev2_candle_score" DOUBLE,
  "prev3_candle_score" DOUBLE,
  "mins_from_start" DOUBLE,
  "valley_interval_mins" DOUBLE,
  "valley_close_score" DOUBLE,
  "valley_rsi_score" DOUBLE,
  "day_open_var" DOUBLE,
  "open_from_prev_close_var" DOUBLE,
  "ceil_var" DOUBLE,
  "floor_var" DOUBLE
);