Dataset

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Source Data

  • Price history of 8 Cryptos from March 2019 to March 2022 acquired from Crypto Compare service

    • BTC, ETH, BNB, XRP, LUNA, SOL, ADA, FTM

    • On-chain and socail data are also included 

  • News articles and titles related to the crypto market from December 2020 to February 2022 acquired from cryptonews-api.com.

Morning Star & Evening Star

The Morning Star and the Evening Star are patterns seen in a candlestick chart.

  • The morning star pattern is made up of three candles: normally a long bearish candle, followed by a short bullish or bearish doji or a small body candlestick, which is then followed by a long bullish candle.

  •  The evening star pattern is made up of three candles: normally a long bullish candle, followed by a short bearish or bullish doji or a small body candlestick, which is then followed by a long bearish candle.

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Buy Signal - Postive Morning Star

Buy Signals (Postive Morning Star) are defined as morining stars after the occurance of the which the future close price does increase by certian percentage. 

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Sell Signal - Positive Evening Star

Sell Signals (Postive Evening Star) are defined as evening stars after the occurance of the which the future close price does decrease by certian percentage. 

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Unbalanced Category

Across the price history from March 2019 to March 2022, there are relatively small ratio of patterns are labelled as positive morning star (1.8%), negative morning star (4.1%), positive evening star (0.7%), negative morning star (1.7%). 

Data Sampling

The training data is balanced between classes of buy signal (positive morning star), sell signal (positive evening star) and others, among which the others class consists of equal amout negative morning star, negative evening star and no patterns. 

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