Machine learning in trading: theory, models, practice and algo-trading - page 3606
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We have a great calendar in MT5, don't we?
I don't know, I haven't used it. And for what period is the data there?
I think it is important to collect information not only about facts, but also about expectations - you need to collect text from news, traders' reactions to them in forums or wherever they communicate, as well as the opinion of bank analysts.
It is possible that traders are actually trading ahead of the news, and in fact they are already selling currency to those who need it - for example, to importers.