From 89302eca328a4e7122d412c0f8cee406d618b5be Mon Sep 17 00:00:00 2001
From: Joshuajee <36106199+Joshuajee@users.noreply.github.com>
Date: Wed, 7 Apr 2021 11:44:58 +0100
Subject: [PATCH] added 15 minutes timeframe
---
...rusd_m15_ohlc_binary_stat-checkpoint.ipynb | 16121 ++++++++++
EURUSD_M15_202001020600_202012310000.csv | 24814 ++++++++++++++++
README.md | 10 +
forex_stat_eurusd_m15_ohlc_binary_stat.ipynb | 16136 ++++++++++
forex_stat_eurusd_m1_ohlc_binary_stat.ipynb | 11563 ++++++-
forex_stat_eurusd_m5_ohlc_binary_stat.ipynb | 11538 ++++++-
6 files changed, 79164 insertions(+), 1018 deletions(-)
create mode 100644 .ipynb_checkpoints/forex_stat_eurusd_m15_ohlc_binary_stat-checkpoint.ipynb
create mode 100644 EURUSD_M15_202001020600_202012310000.csv
create mode 100644 forex_stat_eurusd_m15_ohlc_binary_stat.ipynb
diff --git a/.ipynb_checkpoints/forex_stat_eurusd_m15_ohlc_binary_stat-checkpoint.ipynb b/.ipynb_checkpoints/forex_stat_eurusd_m15_ohlc_binary_stat-checkpoint.ipynb
new file mode 100644
index 0000000..cd14cd6
--- /dev/null
+++ b/.ipynb_checkpoints/forex_stat_eurusd_m15_ohlc_binary_stat-checkpoint.ipynb
@@ -0,0 +1,16121 @@
+{
+ "cells": [
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "# Binary options put, call statistical research "
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "This Notebook analyse forex data from EURUSD pair M5 timeframe for the binary options market \n",
+ "the data is from the duration of january 1st 2020 to december 31st 2020, the aim of this research is to find a pattern \n",
+ "the placing trades in the binary options markert, in other to accurately predict where a market will close, from \n",
+ "the previous candles, if it closes above the open price of the candle in question it is a call option, if it closes below it is a put option, when the open price and the close price is the same this is a no trade option which is statistically rare, so this won't be a focal point in this study"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 1,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#import the relevant packages\n",
+ "import plotly.graph_objects as go\n",
+ "import pandas as pd\n",
+ "import numpy as np\n",
+ "import seaborn as sns\n",
+ "sns.set(color_codes=True)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 2,
+ "metadata": {},
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+ },
+ "execution_count": 2,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "#read the data from a csv file\n",
+ "data = pd.read_csv(\"EURUSD_M5_202001020600_202012030000.csv\", sep=\"\\t\")\n",
+ "data"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 3,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#drop the , column as it is not needed in this research\n",
+ "data.drop(\"\", inplace=True, axis=1)"
+ ]
+ },
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+ "cell_type": "code",
+ "execution_count": 4,
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+ "data"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 5,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#set call when open price is less than close price\n",
+ "data[\"\"] = data[\"\"] < data[\"\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 6,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#set put when open price is greater than close price\n",
+ "data[\"\"] = data[\"\"] > data[\"\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 7,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#no trade when open price is equal to close price\n",
+ "data[\"\"] = data[\"\"] == data[\"\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 8,
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+ ]
+ },
+ "execution_count": 11,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "data"
+ ]
+ },
+ {
+ "cell_type": "raw",
+ "metadata": {},
+ "source": [
+ "The next cell is used to get pippette value by subracting two columns\n",
+ "from each other and multiplying them by 100000 to get the pipette value,\n",
+ "the columns to be subracted includes:\n",
+ "\n",
+ "open - close = open_close\n",
+ "open - low = open_low\n",
+ "open - high = open_high\n",
+ "close - low = close_low\n",
+ "close - high = close_high\n",
+ "high - low = high_low"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 12,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "open_close = (data[\"\"] - data[\"\"]) * 100000\n",
+ "open_low = (data[\"\"] - data[\"\"]) * 100000\n",
+ "open_high = (data[\"\"] - data[\"\"]) * 100000\n",
+ "close_low = (data[\"\"] - data[\"\"]) * 100000\n",
+ "close_high = (data[\"\"] - data[\"\"]) * 100000\n",
+ "high_low = (data[\"\"] - data[\"\"]) * 100000"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 13,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
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+ ],
+ "text/plain": [
+ " open_close open_low open_high close_low close_high high_low\n",
+ "0 0.0 4.0 -2.0 4.0 -2.0 6.0\n",
+ "1 -1.0 8.0 -2.0 9.0 -1.0 10.0\n",
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+ "... ... ... ... ... ... ...\n",
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+ "\n",
+ "[68943 rows x 6 columns]"
+ ]
+ },
+ "execution_count": 13,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "#create a dataframe of the subtracted columns\n",
+ "move_df = pd.DataFrame({\"open_close\" : open_close, \n",
+ " \"open_low\" : open_low,\n",
+ " \"open_high\" : open_high,\n",
+ " \"close_low\" : close_low,\n",
+ " \"close_high\" : close_high,\n",
+ " \"high_low\" : high_low, })\n",
+ "move_df"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### create a future dataframe to store the next data i.e the candle in question "
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 14,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "future = data.iloc[1:,8:11]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 15,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "future.columns = [\"up*\", \"down*\", \"no_move*\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 16,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "future.reset_index(inplace=True)\n",
+ "future.drop([\"index\"], axis = 1, inplace=True)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 17,
+ "metadata": {},
+ "outputs": [
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+ ],
+ "text/plain": [
+ " open_close open_low open_high close_low close_high high_low \\\n",
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+ "68942 -14.0 35.0 -20.0 49.0 -6.0 55.0 \n",
+ "\n",
+ " up* down* \\\n",
+ "0 2020.01.02 06:00:00 1.12132 1.12134 1.12128 1.12132 1.0 0.0 \n",
+ "1 2020.01.02 06:05:00 1.12132 1.12134 1.12124 1.12133 1.0 0.0 \n",
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+ "68940 2020.12.02 23:50:00 1.21168 1.21184 1.21164 1.21172 0.0 1.0 \n",
+ "68941 2020.12.02 23:55:00 1.21172 1.21175 1.21134 1.21136 1.0 0.0 \n",
+ "68942 2020.12.03 00:00:00 1.21137 1.21157 1.21102 1.21151 NaN NaN \n",
+ "\n",
+ " no_move* \n",
+ "0 0.0 \n",
+ "1 0.0 \n",
+ "2 1.0 \n",
+ "3 0.0 \n",
+ "4 0.0 \n",
+ "... ... \n",
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+ "\n",
+ "[68943 rows x 15 columns]"
+ ]
+ },
+ "execution_count": 17,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "#concat move_df and future to create a new dataframe\n",
+ "dataset = pd.concat([move_df, data.iloc[:,:6], future], axis = 1)\n",
+ "dataset"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 18,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "dataset.dropna(inplace=True)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 19,
+ "metadata": {},
+ "outputs": [
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+ "execution_count": 20,
+ "metadata": {},
+ "output_type": "execute_result"
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+ "source": [
+ "#get the absolute value of all the numeric data\n",
+ "absolute_data = abs(dataset.iloc[:, :6])\n",
+ "absolute_data"
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+ "metadata": {},
+ "outputs": [
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+ "up* down* no_move*\n",
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+ " 0.0 1.0 1882\n",
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+ "execution_count": 23,
+ "metadata": {},
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+ "source": [
+ "#display frequencies of up, down and no move\n",
+ "dataset[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "# 95 percentile"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "# Open_Close Analysis"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ " Anaylyse candles after a prior large drop in prices up to 7.2 pips in a minute open_close "
+ ]
+ },
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_d_oc_95 = big_drop_oc_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_d_oc_95[''] + b_d_oc_95[''], \n",
+ " open=b_d_oc_95[''], \n",
+ " high=b_d_oc_95[''], \n",
+ " low=b_d_oc_95[''], \n",
+ " close=b_d_oc_95['']))\n",
+ "\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 26,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "1.0 0.0 0.0 984\n",
+ "0.0 1.0 0.0 787\n",
+ " 0.0 1.0 14\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 26,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "#get the number of up and down movement in price after a big downward movement in price\n",
+ "big_drop_oc_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 984 upward movement in price and 787 downward movement in price total \n",
+ "and 14 no movement in price \n",
+ "candles = 984 + 787 + 14 = 1785 \n",
+ "percentage up = (100 * 984)/(1785) = 55.13% \n",
+ "percentage down = (100 * 787)/(1785) = 44.09% \n",
+ "percentage no move = (100 * 14)/(1785) = 0.78% \n",
+ "so after a 7.2 pips rise in price for a five minute time frame of EURUSD there was a 55.13% chance that the next candle would be bullish and 44.09% chance of a bearish candle and 0.78% chance of no movement"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ " Anaylyse candles after a prior large drop in prices up to 7.1 pips in a minute open_close "
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 27,
+ "metadata": {},
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+ "data": {
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+ "\n",
+ "\n",
+ "
\n",
+ " \n",
+ " \n",
+ " \n",
+ " open_close \n",
+ " open_low \n",
+ " open_high \n",
+ " close_low \n",
+ " close_high \n",
+ " high_low \n",
+ " <DATE> \n",
+ " <TIME> \n",
+ " <OPEN> \n",
+ " <HIGH> \n",
+ " <LOW> \n",
+ " <CLOSE> \n",
+ " up* \n",
+ " down* \n",
+ " no_move* \n",
+ " \n",
+ " \n",
+ " \n",
+ " \n",
+ " 143 \n",
+ " -174.0 \n",
+ " 0.0 \n",
+ " -193.0 \n",
+ " 174.0 \n",
+ " -19.0 \n",
+ " 193.0 \n",
+ " 2020.01.02 \n",
+ " 17:55:00 \n",
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_r_oc_95 = big_rise_oc_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_r_oc_95[''] + b_r_oc_95[''], \n",
+ " open=b_r_oc_95[''], \n",
+ " high=b_r_oc_95[''], \n",
+ " low=b_r_oc_95[''], \n",
+ " close=b_r_oc_95['']))\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 29,
+ "metadata": {
+ "scrolled": true
+ },
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "0.0 1.0 0.0 887\n",
+ "1.0 0.0 0.0 791\n",
+ "0.0 0.0 1.0 17\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 29,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "big_rise_oc_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 791 upward movement in price and 887 downward movement in price total \n",
+ "and 17 no move that is open and close are equal\n",
+ "candles = 791 + 887 + 17 = 1695 \n",
+ "percentage up = (100 * 791)/(1695) = 46.67% \n",
+ "percentage down = (100 * 887)/(1695) = 52.33% \n",
+ "percentage no move = (100 * 17)/(1695) = 1.03% \n",
+ "so after a 7.1 pips rise in price for a five minute time frame of EURUSD there was a 46.67% chance that the next candle would be bullish and 52.33% chance of a bearish candle and 1.03% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### Anaylyse candles after a prior large drop in prices up to 7.1 pips in a minute open_low"
+ ]
+ },
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\n",
+ " \n",
+ " \n",
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+ " open_close \n",
+ " open_low \n",
+ " open_high \n",
+ " close_low \n",
+ " close_high \n",
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+ " <DATE> \n",
+ " <TIME> \n",
+ " <OPEN> \n",
+ " <HIGH> \n",
+ " <LOW> \n",
+ " <CLOSE> \n",
+ " up* \n",
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+ " 5.0 \n",
+ " -77.0 \n",
+ " 82.0 \n",
+ " 2020.01.02 \n",
+ " 10:05:00 \n",
+ " 1.12134 \n",
+ " 1.12134 \n",
+ " 1.12052 \n",
+ " 1.12057 \n",
+ " 1.0 \n",
+ " 0.0 \n",
+ " 0.0 \n",
+ " \n",
+ " \n",
+ " 90 \n",
+ " 50.0 \n",
+ " 76.0 \n",
+ " -7.0 \n",
+ " 26.0 \n",
+ " -57.0 \n",
+ " 83.0 \n",
+ " 2020.01.02 \n",
+ " 13:30:00 \n",
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+ " 1.11871 \n",
+ " 1.11897 \n",
+ " 1.0 \n",
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+ " 0.0 \n",
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+ " \n",
+ " 146 \n",
+ " 80.0 \n",
+ " 85.0 \n",
+ " -6.0 \n",
+ " 5.0 \n",
+ " -86.0 \n",
+ " 91.0 \n",
+ " 2020.01.02 \n",
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+ " 68.0 \n",
+ " 73.0 \n",
+ " -5.0 \n",
+ " 5.0 \n",
+ " -73.0 \n",
+ " 78.0 \n",
+ " 2020.01.02 \n",
+ " 18:40:00 \n",
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+ " -7.0 \n",
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+ " 84.0 \n",
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+ " -4.0 \n",
+ " 29.0 \n",
+ " -56.0 \n",
+ " 85.0 \n",
+ " 2020.12.02 \n",
+ " 16:20:00 \n",
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+ " 1.20687 \n",
+ " 1.20602 \n",
+ " 1.20631 \n",
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+ " 0.0 \n",
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+ " 68862 \n",
+ " 98.0 \n",
+ " 100.0 \n",
+ " -5.0 \n",
+ " 2.0 \n",
+ " -103.0 \n",
+ " 105.0 \n",
+ " 2020.12.02 \n",
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+ " 68865 \n",
+ " 81.0 \n",
+ " 86.0 \n",
+ " -2.0 \n",
+ " 5.0 \n",
+ " -83.0 \n",
+ " 88.0 \n",
+ " 2020.12.02 \n",
+ " 17:35:00 \n",
+ " 1.20994 \n",
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+ " 94.0 \n",
+ " 2020.12.02 \n",
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+ " open_close open_low open_high close_low close_high high_low \\\n",
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+ "146 2020.01.02 18:10:00 1.11952 1.11958 1.11867 1.11872 0.0 1.0 \n",
+ "152 2020.01.02 18:40:00 1.11825 1.11830 1.11752 1.11757 0.0 1.0 \n",
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+ "big_drop_ol_95 = dataset[dataset[\"open_low\"] > 71]\n",
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_d_ol_95 = big_drop_ol_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_d_ol_95[''] + b_d_ol_95[''], \n",
+ " open=b_d_ol_95[''], \n",
+ " high=b_d_ol_95[''], \n",
+ " low=b_d_ol_95[''], \n",
+ " close=b_d_ol_95['']))\n",
+ "\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 32,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "1.0 0.0 0.0 1798\n",
+ "0.0 1.0 0.0 1609\n",
+ " 0.0 1.0 29\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 32,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "#get the number of up and down movement in price after a big downward movement in price\n",
+ "big_drop_ol_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 1798 upward movement in price and 1609 downward movement in price total \n",
+ "and 29 no move that is open and close are equal\n",
+ "candles = 1798 + 1609 + 29 = 3436 \n",
+ "percentage up = (100 * 1798)/(3436) = 52.33% \n",
+ "percentage down = (100 * 1609)/(3436) = 46.83% \n",
+ "percentage no move = (100 * 29)/(3436) = 0.84% \n",
+ "so after a 7.1 pips drop in price for a five minute time frame of EURUSD there was a 52.33% chance that the next candle would be bullish and 46.83% chance of a bearish candle and 0.84% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### Anaylyse candles after a prior large drop in prices up to 7.1 pips in a minute open_low"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 33,
+ "metadata": {},
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+ "big_rise_oh_95 = dataset[dataset[\"open_high\"] < -71]\n",
+ "big_rise_oh_95"
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_r_oh_95 = big_rise_oh_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_r_oh_95[''] + b_r_oh_95[''], \n",
+ " open=b_r_oh_95[''], \n",
+ " high=b_r_oh_95[''], \n",
+ " low=b_r_oh_95[''], \n",
+ " close=b_r_oh_95['']))\n",
+ "\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 35,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "0.0 1.0 0.0 1719\n",
+ "1.0 0.0 0.0 1641\n",
+ "0.0 0.0 1.0 26\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 35,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "#get the number of up and down movement in price after a big upward movement in price\n",
+ "big_rise_oh_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 1641 upward movement in price and 1719 downward movement in price total \n",
+ "and 26 no move that is open and close are equal\n",
+ "candles = 1641 + 1719 + 26 = 3386 \n",
+ "percentage up = (100 * 1641)/(3386) = 48.46% \n",
+ "percentage down = (100 * 1719)/(3386) = 50.77% \n",
+ "percentage no move = (100 * 26)/(3386) = 0.77% \n",
+ "so after a 7.1 pips drop in price for a five minute time frame of EURUSD there was a 48.46% chance that the next candle would be bullish and 50.77% chance of a bearish candle and 0.77% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "# Close_Low Analysis"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ " Anaylyse candles after a prior large move in prices up to 7.0 pips in a five minute close_low that is bearish "
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 36,
+ "metadata": {},
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+ "data": {
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+ "\n",
+ "\n",
+ "
\n",
+ " \n",
+ " \n",
+ " \n",
+ " open_close \n",
+ " open_low \n",
+ " open_high \n",
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+ " close_high \n",
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+ " 2020.03.02 \n",
+ " 10:50:00 \n",
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+ " 2020.03.02 \n",
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+ },
+ "metadata": {},
+ "output_type": "display_data"
+ }
+ ],
+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_m_cl_br_95 = big_move_cl_bear_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_m_cl_br_95[''] + b_m_cl_br_95[''], \n",
+ " open=b_m_cl_br_95[''], \n",
+ " high=b_m_cl_br_95[''], \n",
+ " low=b_m_cl_br_95[''], \n",
+ " close=b_m_cl_br_95['']))\n",
+ "\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 38,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "1.0 0.0 0.0 120\n",
+ "0.0 1.0 0.0 117\n",
+ " 0.0 1.0 2\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 38,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "big_move_cl_bear_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 120 upward movement in price and 117 downward movement in price total \n",
+ "and 2 no move that is open and close are equal\n",
+ "candles = 120 + 117 + 27 = 239 \n",
+ "percentage up = (100 * 120)/(239) = 50.21% \n",
+ "percentage down = (100 * 117)/(239) = 48.95% \n",
+ "percentage no move = (100 * 2)/(239) = 0.84% \n",
+ "so after a 7.0 pips drop in price for a one minute time frame of EURUSD there was a 50.21% chance that the next candle would be bullish and 48.95% chance of a bearish candle and 0.84% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ " Anaylyse candles after a prior large move in prices up to 7.0 pips in a minute close_low that is bullish "
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+ },
+ {
+ "cell_type": "code",
+ "execution_count": 39,
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+ "big_move_cl_bull_95 = dataset[dataset[\"close_low\"] > 70]\n",
+ "big_move_cl_bull_95 = big_move_cl_bull_95[big_move_cl_bull_95[\"open_close\"] < 0]\n",
+ "big_move_cl_bull_95"
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_m_cl_bl_95 = big_move_cl_bull_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_m_cl_bl_95[''] + b_m_cl_bl_95[''], \n",
+ " open=b_m_cl_bl_95[''], \n",
+ " high=b_m_cl_bl_95[''], \n",
+ " low=b_m_cl_bl_95[''], \n",
+ " close=b_m_cl_bl_95['']))\n",
+ "\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had upward 1517 movement in price and 1618 downward movement in price total \n",
+ "and 28 no move that is open and close are equal\n",
+ "candles = 1517 + 1618 + 28 = 3163 \n",
+ "percentage up = (100 * 1517)/(3163) = 47.96% \n",
+ "percentage down = (100 * 1618)/(3163) = 51.15% \n",
+ "percentage no move = (100 * 28)/(3163) = 0.89% \n",
+ "so after a 7.0 pips drop in price for a five minute time frame of EURUSD there was a 47.96% chance that the next candle would be bearish and 51.15% chance of a bullish candle and 0.89% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "# Close_High Analysis"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ " Anaylyse candles after a prior large move in prices up to 7.0 pips in a minute close_high when the candle is bearish "
+ ]
+ },
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+ "big_drop_ch_95 = big_drop_ch_95[big_drop_ch_95[\"open_close\"] > 0]\n",
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_d_ch_95 = big_drop_ch_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_d_ch_95[''] + b_d_ch_95[''], \n",
+ " open=b_d_ch_95[''], \n",
+ " high=b_d_ch_95[''], \n",
+ " low=b_d_ch_95[''], \n",
+ " close=b_d_ch_95['']))\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 43,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "1.0 0.0 0.0 1680\n",
+ "0.0 1.0 0.0 1419\n",
+ " 0.0 1.0 30\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 43,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "big_drop_ch_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 1680 upward movement in price and 1419 downward movement in price total \n",
+ "and 30 no move that is open and close are equal\n",
+ "candles = 1680 + 1419 + 30 = 3129 \n",
+ "percentage up = (100 * 1680)/(3129) = 53.69% \n",
+ "percentage down = (100 * 1419)/(3129) = 45.35% \n",
+ "percentage no move = (100 * 30)/(3129) = 0.96% \n",
+ "so after a 7.0 pips drop in price for a one minute time frame of EURUSD there was a 53.69% chance that the next candle would be bullish and 45.35% chance of a bearish candle and 0.96% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### Anaylyse candles after a prior large move in prices up to 7.0 pips in a minute close_high when the candle is bullish"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 44,
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+ "\n",
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+ " \n",
+ " \n",
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+ " open_close \n",
+ " open_low \n",
+ " open_high \n",
+ " close_low \n",
+ " close_high \n",
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+ " <DATE> \n",
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+ " up* down* \\\n",
+ "420 2020.01.03 17:00:00 1.11522 1.11671 1.11522 1.11559 1.0 0.0 \n",
+ "6188 2020.01.31 18:00:00 1.10805 1.10903 1.10795 1.10822 1.0 0.0 \n",
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+ "63929 2020.11.09 14:05:00 1.18726 1.18923 1.18725 1.18776 1.0 0.0 \n",
+ "63930 2020.11.09 14:10:00 1.18776 1.18872 1.18704 1.18780 1.0 0.0 \n",
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_r_ch_95 = big_rise_ch_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_r_ch_95[''] + b_r_ch_95[''], \n",
+ " open=b_r_ch_95[''], \n",
+ " high=b_r_ch_95[''], \n",
+ " low=b_r_ch_95[''], \n",
+ " close=b_r_ch_95['']))\n",
+ "\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 46,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "1.0 0.0 0.0 150\n",
+ "0.0 1.0 0.0 126\n",
+ " 0.0 1.0 1\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 46,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "big_rise_ch_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 150 upward movement in price and 126 downward movement in price total \n",
+ "and 1 no move that is open and close are equal\n",
+ "candles = 150 + 126 + 1 = 271 \n",
+ "percentage up = (100 * 150)/(277) = 54.15% \n",
+ "percentage down = (100 * 129)/(277) = 46.57% \n",
+ "percentage no move = (100 * 1)/(277) = 0.36% \n",
+ "so after a 7.0 pips move in price for a one minute time frame of EURUSD there was a 54.15% chance that the next candle would be bullish and 46.57% chance of a bearish candle and 0.36% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### Anaylyse candles after a prior large drop in prices up to 11 pips in a minute high_low"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 47,
+ "metadata": {},
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+ {
+ "data": {
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+ "\n",
+ "\n",
+ "
\n",
+ " \n",
+ " \n",
+ " \n",
+ " open_close \n",
+ " open_low \n",
+ " open_high \n",
+ " close_low \n",
+ " close_high \n",
+ " high_low \n",
+ " <DATE> \n",
+ " <TIME> \n",
+ " <OPEN> \n",
+ " <HIGH> \n",
+ " <LOW> \n",
+ " <CLOSE> \n",
+ " up* \n",
+ " down* \n",
+ " no_move* \n",
+ " \n",
+ " \n",
+ " \n",
+ " \n",
+ " 938 \n",
+ " 85.0 \n",
+ " 105.0 \n",
+ " -19.0 \n",
+ " 20.0 \n",
+ " -104.0 \n",
+ " 124.0 \n",
+ " 2020.01.07 \n",
+ " 12:15:00 \n",
+ " 1.11837 \n",
+ " 1.11856 \n",
+ " 1.11732 \n",
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_d_hl_95 = big_drop_hl_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_d_hl_95[''] + b_d_hl_95[''], \n",
+ " open=b_d_hl_95[''], \n",
+ " high=b_d_hl_95[''], \n",
+ " low=b_d_hl_95[''], \n",
+ " close=b_d_hl_95['']))\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 49,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "1.0 0.0 0.0 912\n",
+ "0.0 1.0 0.0 797\n",
+ " 0.0 1.0 12\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 49,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "big_drop_hl_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 912 upward movement in price and 797 downward movement in price total \n",
+ "and 12 no move that is open and close are equal\n",
+ "candles = 912 + 797 + 12 = 1721 \n",
+ "percentage up = (100 * 912)/(1721) = 52.99% \n",
+ "percentage down = (100 * 797)/(1721) = 46.31% \n",
+ "percentage no move = (100 * 12)/(1721) = 0.70% \n",
+ "so after a 11 pips drop in price for a five minute time frame of EURUSD there was a 52.99% chance that the next candle would be bullish and 46.31% chance of a bearish candle and 0.70% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "### Anaylyse candles after a prior large rise in prices up to 11.0 pips in a minute high_low"
+ ]
+ },
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+ "execution_count": 50,
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\n",
+ " \n",
+ " \n",
+ " \n",
+ " open_close \n",
+ " open_low \n",
+ " open_high \n",
+ " close_low \n",
+ " close_high \n",
+ " high_low \n",
+ " <DATE> \n",
+ " <TIME> \n",
+ " <OPEN> \n",
+ " <HIGH> \n",
+ " <LOW> \n",
+ " <CLOSE> \n",
+ " up* \n",
+ " down* \n",
+ " no_move* \n",
+ " \n",
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+ " \n",
+ " \n",
+ " 48 \n",
+ " -37.0 \n",
+ " 11.0 \n",
+ " -38.0 \n",
+ " 48.0 \n",
+ " -1.0 \n",
+ " 49.0 \n",
+ " 2020.01.02 \n",
+ " 10:00:00 \n",
+ " 1.12098 \n",
+ " 1.12136 \n",
+ " 1.12087 \n",
+ " 1.12135 \n",
+ " 0.0 \n",
+ " 1.0 \n",
+ " 0.0 \n",
+ " \n",
+ " \n",
+ " 83 \n",
+ " -40.0 \n",
+ " 0.0 \n",
+ " -53.0 \n",
+ " 40.0 \n",
+ " -13.0 \n",
+ " 53.0 \n",
+ " 2020.01.02 \n",
+ " 12:55:00 \n",
+ " 1.11942 \n",
+ " 1.11995 \n",
+ " 1.11942 \n",
+ " 1.11982 \n",
+ " 1.0 \n",
+ " 0.0 \n",
+ " 0.0 \n",
+ " \n",
+ " \n",
+ " 84 \n",
+ " -30.0 \n",
+ " 14.0 \n",
+ " -33.0 \n",
+ " 44.0 \n",
+ " -3.0 \n",
+ " 47.0 \n",
+ " 2020.01.02 \n",
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+ " 1.12014 \n",
+ " 1.11967 \n",
+ " 1.12011 \n",
+ " 1.0 \n",
+ " 0.0 \n",
+ " 0.0 \n",
+ " \n",
+ " \n",
+ " 96 \n",
+ " -27.0 \n",
+ " 17.0 \n",
+ " -32.0 \n",
+ " 44.0 \n",
+ " -5.0 \n",
+ " 49.0 \n",
+ " 2020.01.02 \n",
+ " 14:00:00 \n",
+ " 1.11847 \n",
+ " 1.11879 \n",
+ " 1.11830 \n",
+ " 1.11874 \n",
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+ " 0.0 \n",
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+ " \n",
+ " 137 \n",
+ " -2.0 \n",
+ " 28.0 \n",
+ " -20.0 \n",
+ " 30.0 \n",
+ " -18.0 \n",
+ " 48.0 \n",
+ " 2020.01.02 \n",
+ " 17:25:00 \n",
+ " 1.11737 \n",
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+ " 1.11739 \n",
+ " 1.0 \n",
+ " 0.0 \n",
+ " 0.0 \n",
+ " \n",
+ " \n",
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+ " ... \n",
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+ " ... \n",
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+ " 68910 \n",
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+ " 3.0 \n",
+ " -46.0 \n",
+ " 44.0 \n",
+ " -5.0 \n",
+ " 49.0 \n",
+ " 2020.12.02 \n",
+ " 21:20:00 \n",
+ " 1.20977 \n",
+ " 1.21023 \n",
+ " 1.20974 \n",
+ " 1.21018 \n",
+ " 0.0 \n",
+ " 1.0 \n",
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+ " \n",
+ " 68912 \n",
+ " -21.0 \n",
+ " 6.0 \n",
+ " -40.0 \n",
+ " 27.0 \n",
+ " -19.0 \n",
+ " 46.0 \n",
+ " 2020.12.02 \n",
+ " 21:30:00 \n",
+ " 1.20987 \n",
+ " 1.21027 \n",
+ " 1.20981 \n",
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+ " 1.0 \n",
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+ " \n",
+ " 68927 \n",
+ " -29.0 \n",
+ " 11.0 \n",
+ " -38.0 \n",
+ " 40.0 \n",
+ " -9.0 \n",
+ " 49.0 \n",
+ " 2020.12.02 \n",
+ " 22:45:00 \n",
+ " 1.21008 \n",
+ " 1.21046 \n",
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+ " 68934 \n",
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+ " -65.0 \n",
+ " 47.0 \n",
+ " -21.0 \n",
+ " 68.0 \n",
+ " 2020.12.02 \n",
+ " 23:20:00 \n",
+ " 1.21078 \n",
+ " 1.21143 \n",
+ " 1.21075 \n",
+ " 1.21122 \n",
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+ " \n",
+ " 68935 \n",
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+ " 1.0 \n",
+ " -49.0 \n",
+ " 39.0 \n",
+ " -11.0 \n",
+ " 50.0 \n",
+ " 2020.12.02 \n",
+ " 23:25:00 \n",
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+ " 1.21171 \n",
+ " 1.21121 \n",
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+ " \n",
+ " \n",
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\n",
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11872 rows × 15 columns
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+ " open_close open_low open_high close_low close_high high_low \\\n",
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+ "137 -2.0 28.0 -20.0 30.0 -18.0 48.0 \n",
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+ "68910 -41.0 3.0 -46.0 44.0 -5.0 49.0 \n",
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+ "68935 -38.0 1.0 -49.0 39.0 -11.0 50.0 \n",
+ "\n",
+ " up* down* \\\n",
+ "48 2020.01.02 10:00:00 1.12098 1.12136 1.12087 1.12135 0.0 1.0 \n",
+ "83 2020.01.02 12:55:00 1.11942 1.11995 1.11942 1.11982 1.0 0.0 \n",
+ "84 2020.01.02 13:00:00 1.11981 1.12014 1.11967 1.12011 1.0 0.0 \n",
+ "96 2020.01.02 14:00:00 1.11847 1.11879 1.11830 1.11874 1.0 0.0 \n",
+ "137 2020.01.02 17:25:00 1.11737 1.11757 1.11709 1.11739 1.0 0.0 \n",
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+ "68910 2020.12.02 21:20:00 1.20977 1.21023 1.20974 1.21018 0.0 1.0 \n",
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+ "68935 2020.12.02 23:25:00 1.21122 1.21171 1.21121 1.21160 1.0 0.0 \n",
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+ "execution_count": 50,
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+ "big_rise_hl_95 = dataset[dataset[\"high_low\"] > 46]\n",
+ "big_rise_hl_95 = big_rise_hl_95[big_rise_hl_95[\"open_close\"] < 0]\n",
+ "big_rise_hl_95"
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+ "source": [
+ "#ploting the last 10 candles\n",
+ "\n",
+ "b_r_hl_95 = big_rise_hl_95[:10]\n",
+ "\n",
+ "fig = go.Figure(data=go.Ohlc(x=b_r_hl_95[''] + b_r_hl_95[''], \n",
+ " open=b_r_hl_95[''], \n",
+ " high=b_r_hl_95[''], \n",
+ " low=b_r_hl_95[''], \n",
+ " close=b_r_hl_95['']))\n",
+ "fig.show()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 52,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/plain": [
+ "up* down* no_move*\n",
+ "0.0 1.0 0.0 5956\n",
+ "1.0 0.0 0.0 5793\n",
+ "0.0 0.0 1.0 123\n",
+ "dtype: int64"
+ ]
+ },
+ "execution_count": 52,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "big_rise_hl_95[[\"up*\", \"down*\", \"no_move*\"]].value_counts()"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Result"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "From the information above we had 5793 upward movement in price and 5956 downward movement in price total \n",
+ "and 123 no move that is open and close are equal\n",
+ "candles = 5793 + 5956 + 123 = 11872 \n",
+ "percentage up = (100 * 5793)/(11872) = 48.8% \n",
+ "percentage down = (100 * 5956)/(11872) = 50.18% \n",
+ "percentage no move = (100 * 123)/(11872) = 1.04% \n",
+ "so after a 11 pips drop in price for a five minute time frame of EURUSD there was a 48.8% chance that the next candle would be bullish and 50.18% chance of a bearish candle and 1.04% chance open and close are equal"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {},
+ "outputs": [],
+ "source": []
+ }
+ ],
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+ "kernelspec": {
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+ "pygments_lexer": "ipython3",
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+ }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 4
+}
diff --git a/EURUSD_M15_202001020600_202012310000.csv b/EURUSD_M15_202001020600_202012310000.csv
new file mode 100644
index 0000000..b1a7354
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diff --git a/README.md b/README.md
index 9203b52..eb6cae5 100644
--- a/README.md
+++ b/README.md
@@ -1,2 +1,12 @@
# binary-options-analysis
This research analyze the binary options market on EURUSD M1 in jupyter notebook
+
+## Dependencies
+
+```python
+
+ pip install plotly
+ pip install pandas
+ pip install numpy
+ pip install seaborn
+'''
diff --git a/forex_stat_eurusd_m15_ohlc_binary_stat.ipynb b/forex_stat_eurusd_m15_ohlc_binary_stat.ipynb
new file mode 100644
index 0000000..537c350
--- /dev/null
+++ b/forex_stat_eurusd_m15_ohlc_binary_stat.ipynb
@@ -0,0 +1,16136 @@
+{
+ "cells": [
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "# Binary options put, call statistical research "
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "This Notebook analyse forex data from EURUSD pair M15 timeframe for the binary options market \n",
+ "the data is from the duration of january 1st 2020 to december 31st 2020, the aim of this research is to find a pattern \n",
+ "the placing trades in the binary options markert, in other to accurately predict where a market will close, from \n",
+ "the previous candles, if it closes above the open price of the candle in question it is a call option, if it closes below it is a put option, when the open price and the close price is the same this is a no trade option which is statistically rare, so this won't be a focal point in this study"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 1,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#import the relevant packages\n",
+ "import plotly.graph_objects as go\n",
+ "import pandas as pd\n",
+ "import numpy as np\n",
+ "import seaborn as sns\n",
+ "sns.set(color_codes=True)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 2,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/html": [
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+ "execution_count": 2,
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+ }
+ ],
+ "source": [
+ "#read the data from a csv file\n",
+ "data = pd.read_csv(\"EURUSD_M15_202001020600_202012310000.csv\", sep=\"\\t\")\n",
+ "data"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 3,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#drop the , column as it is not needed in this research\n",
+ "data.drop(\"\", inplace=True, axis=1)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 4,
+ "metadata": {},
+ "outputs": [
+ {
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+ "execution_count": 4,
+ "metadata": {},
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+ "source": [
+ "data"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 5,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#set call when open price is less than close price\n",
+ "data[\"\"] = data[\"\"] < data[\"\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 6,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#set put when open price is greater than close price\n",
+ "data[\"\"] = data[\"\"] > data[\"\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 7,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "#no trade when open price is equal to close price\n",
+ "data[\"\"] = data[\"\"] == data[\"\"]"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 8,
+ "metadata": {},
+ "outputs": [
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