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Record W7140299369 · doi:10.1109/fmlds67896.2025.00124

Gold Price Trend Prediction from Candlestick Chart Images Using Multi-Time Frame Analysis and Machine Learning

2025· article· W7140299369 on OpenAlexaff
Seyed Mojtaba Naghibzadeh, Mohammad Hassanzadeh, M. Ahmadi, George J. Pappas

Bibliographic record

Venuenot available
Typearticle
Language
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsUniversity of Windsor
Fundersnot available
KeywordsFrame (networking)ChartFeature (linguistics)Pattern recognition (psychology)Domain (mathematical analysis)Support vector machine

Abstract

fetched live from OpenAlex

Candlestick chart patterns are a cornerstone of technical analysis, offering visual cues for trend identification in financial markets. This paper introduces a novel image-based classification framework for detecting daily gold (XAU/USD) trends using a multi-time frame candlestick encoding. Specifically, each sample comprises a 24-hour sequence of hourly candlesticks rendered as a 96×96 RGB image. The corresponding trend label—Uptrend, Downtrend, or Sideways—is determined by analyzing six overlapping 4-hour candles based on directional dominance, average body size, and overall price slope. Using this labeling logic, we generated over 100,000 labeled samples and evaluated three classification models: Random Forest with PCA, a custom 6-layer convolutional neural network (CNN), and MobileNetV2 with transfer learning. All models were trained using stratified 5-fold cross-validation, with CNN-based models enhanced by data augmentation and early stopping. In the binary classification task (Uptrend vs. Downtrend), the custom CNN achieved the highest performance, with an F1-score of 99.24%, followed closely by MobileNetV2 and Random Forest. To assess model performance under more realistic market conditions, we extended the best CNN architecture to a 3-class setting by adding the Sideways label. While overall accuracy declined due to class imbalance and visual ambiguity, the model still demonstrated robust trend differentiation. These results confirm that combining multi-time frame labeling with visual encoding enables effective and scalable financial trend classification.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.018
Threshold uncertainty score0.035

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0020.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.228
Teacher spread0.209 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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