From: Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators
Threshold
# of no_action
# of decrease
# of increase
One day ahead
0.0023
412 (334–78)
400 (327–73)
402 (310–92)
Three days ahead
0.0040
413 (317–96)
414 (357–57)
385 (295–90)
Five days ahead
0.0055
400 (311–89)
422 (370–52)
388 (287–101)