Dataset Overview

Every candle in the TradeXil dataset contains exactly 200+ pre-calculated features, organized into 23 distinct categories. This comprehensive feature set ensures you have all the technical indicators needed for advanced algorithmic trading and backtesting.

All features are calculated using industry-standard formulas and are identical between historical datasets and real-time API responses.

⚠️ Important Data Notes

  • Lookback Period: The first ~200 candles of the 2020 data will contain null values for certain indicators due to the required lookback/warmup period for technical calculations.
  • Ichimoku Chikou Span: The indicator ICHIMOKU_9_26_52_chikou may have null values in ~10% or more of the dataset due to its forward-looking calculation nature.
  • Next Update: The next comprehensive dataset review and feature calculation update is scheduled for 2026.
200+
Total Features
23
Categories
100%
Coverage

Feature Categories

Basic OHLCV (6 columns)

Core price and volume data for each candle.

close high low open timestamp volume

📈 Moving Averages (30 columns)

Various moving average types calculated across different periods to identify trends and support/resistance levels.

DEMA_12 DEMA_21 EMA_5/10/20/50/100/200 HMA_14/20 KAMA_12/21 SMA_5/10/20/50/100/200 TEMA_12/21 TMA_14/20 VWMA_14/20 WMA_5/10/20/50/100/200

📉 MACD Indicators (10 columns)

Moving Average Convergence Divergence across multiple timeframes for momentum analysis.

MACD_8_17_9 MACD_12_26_9 MACD_19_39_9 TRIX_14

⚡ Momentum Indicators (22 columns)

Comprehensive momentum oscillators to gauge price movement strength and potential reversals.

CCI_14/21 CRSI_3_2_100 KST MOM_14/21 ROC_14/21 RSI_14/21 RVI_14 STOCHRSI (multiple) TSI_25_13 ULT_7_14_28 WILLR_14/21

Stochastic Indicators (6 columns)

Stochastic oscillators for identifying overbought/oversold conditions.

STOCH_5_3_3 STOCH_14_3_3 STOCH_21_5_5

Volume Indicators (12 columns)

Volume-based indicators to measure buying/selling pressure and money flow.

AD_LINE CMF_21 EOM_14 FI_13 MFI_14 NVI/PVI OBV VO_5_10 VWAP VWAP_DEVIATION

📏 Bollinger Bands (15 columns)

Multiple Bollinger Band configurations for volatility-based support/resistance.

BB_10_1.9 BB_20_2 BB_20_2.5

📐 Keltner & Donchian (12 columns)

Channel-based indicators for trend following and breakout detection.

DC_10/20 KC_10_10_1.5 KC_20_10_2

🌊 Volatility Indicators (13 columns)

Comprehensive volatility measures and market structure analysis.

ATR_14/21 CHVOL_14/21 HV_14/21 MARKET_STRUCTURE STDEV_14/21 SWING_STRENGTH TR TREND_REGIME

📈 Trend Indicators (12 columns)

Advanced trend identification and directional movement indicators.

ADX_14/21 FRAMA_16/20 PSAR (multiple)

🎯 Aroon Indicators (6 columns)

Aroon indicators for trend strength and potential reversals.

AROON_14 AROON_25

⭐ SuperTrend (4 columns)

SuperTrend indicators for clear trend direction signals.

SUPER_10_3.0 SUPER_14_2.0

☁ Ichimoku (5 columns)

Complete Ichimoku Cloud system components.

ICHIMOKU_9_26_52

🕯 Candle Analysis (7 columns)

Detailed candle body, wick, and structure analysis.

CANDLE_BODY_PERCENT CANDLE_DIRECTION CANDLE_GAP CANDLE_SIZE CANDLE_TYPE CANDLE_WICK_PERCENT

Heikin Ashi (4 columns)

Smoothed candlestick representation for clearer trend identification.

HEIKIN_ASHI_OHLC

🔍 Pattern Recognition (3 columns)

Automatic candlestick pattern detection.

IS_DOJI IS_HAMMER IS_SHOOTING_STAR

🏗 Market Structure (7 columns)

Swing points, breakouts, and market structure analysis.

BREAKOUT_FLAG FAKEOUT_FLAG SWING_HIGH/LOW NEAREST_SWING SWING_RANGE_PERCENT

📍 Pivot Points (7 columns)

Classic pivot points with support and resistance levels.

PIVOT_CLASSIC_PP PIVOT_R1/R2/R3 PIVOT_S1/S2/S3

📐 Linear Regression (4 columns)

Regression channels and trend slope analysis.

LR_CHANNEL LR_LINE LR_SLOPE

Statistical Analysis (5 columns)

Advanced statistical measures and z-score analysis.

CVD DELTA_VOLUME PRICE_ZSCORE_20 VOLUME_IMBALANCE VOLUME_ZSCORE_20

Volume Profile (1 column)

Point of Control from volume profile analysis.

VOLUME_PROFILE_POC

🎯 Market Regime (6 columns)

Advanced market regime classification and zone detection.

LIQUIDITY_SCORE MARKET_CONFLICT_ZONE MARKET_REGIME MARKET_RESISTANCE_ZONE MARKET_SUPPORT_ZONE VOLATILITY_REGIME

📅 Datetime (1 column)

Formatted datetime for easy time-based analysis.

datetime

📚 Key Indicators Explained

RSI (Relative Strength Index)

Measures momentum by comparing recent gains to losses. Values range from 0-100, with readings above 70 indicating overbought conditions and below 30 indicating oversold conditions.

MACD (Moving Average Convergence Divergence)

Shows the relationship between two EMAs, used to identify momentum shifts. Consists of the MACD line, signal line, and histogram to detect trend changes and momentum.

ATR (Average True Range)

Measures volatility by averaging true range over time. Higher ATR values indicate higher volatility, useful for position sizing and stop-loss placement.

Bollinger Bands

Volatility bands placed above and below a moving average. Price touching the upper band suggests overbought conditions, while the lower band suggests oversold. Band width indicates volatility.

EMA (Exponential Moving Average)

Weighted moving average that gives more importance to recent prices. Commonly used to identify trend direction and dynamic support/resistance levels.

VWAP (Volume Weighted Average Price)

Average price weighted by volume, showing the true average price paid. Often used as a benchmark for institutional trading and intraday trends.

ADX (Average Directional Index)

Measures trend strength regardless of direction. Values above 25 indicate a strong trend, while below 20 suggests a weak or ranging market.

Stochastic Oscillator

Compares closing price to price range over time. Generates overbought signals above 80 and oversold signals below 20, useful for identifying potential reversals.

OBV (On-Balance Volume)

Cumulative volume indicator that adds volume on up days and subtracts on down days. Used to confirm price trends or spot divergences that may signal reversals.

Ichimoku Cloud

Comprehensive indicator system showing support/resistance, trend direction, and momentum. Price above cloud is bullish, below is bearish. Cloud thickness indicates support/resistance strength.

SuperTrend

Trend-following indicator that provides clear buy/sell signals. When price is above SuperTrend line, the trend is up; below indicates a downtrend.

Market Structure

Identifies swing highs, swing lows, breakouts, and fakeouts. Essential for understanding price action and key support/resistance levels.

Using the Data

All features are pre-calculated and ready to use in your algorithms. The dataset format is consistent across all timeframes and identical to the real-time API, ensuring your backtests translate directly to live trading.

Tip: Start with a subset of indicators that align with your strategy, then expand as needed. Not all 200+ features may be relevant for every trading approach.