  The era of information explosion had prompted the accumulation of a
tremendous amount of time-series data, including stationary and non-stationary
time-series data. State-of-the-art algorithms have achieved a decent
performance in dealing with stationary temporal data. However, traditional
algorithms that tackle stationary time-series do not apply to non-stationary
series like Forex trading. This paper investigates applicable models that can
improve the accuracy of forecasting future trends of non-stationary time-series
sequences. In particular, we focus on identifying potential models and
investigate the effects of recognizing patterns from historical data. We
propose a combination of \rebuttal{the} seq2seq model based on RNN, along with
an attention mechanism and an enriched set features extracted via dynamic time
warping and zigzag peak valley indicators. Customized loss functions and
evaluating metrics have been designed to focus more on the predicting
sequence's peaks and valley points. Our results show that our model can predict
4-hour future trends with high accuracy in the Forex dataset, which is crucial
in realistic scenarios to assist foreign exchange trading decision making. We
further provide evaluations of the effects of various loss functions,
evaluation metrics, model variants, and components on model performance.
