Pragmatic Deep Learning Model for Forex Forecasting: Multi-Step Prediction

In an attempt to solve the classical question, "Can machine learning predict the market?", I landed on Forex GBPUSD as a challenging financial series with an abundant and free data set. At the end of the story, readers with some Python and ML experience will be able to use the concepts and modify the linked code to produce their own variation of the model. In part 2, reader will be able to use a commercial algo trading platform with the model. The model is built in Python 3.8 using TensorFlow/Keras 2.3.