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Trades gold against the US dollar with three reinforcement learning models, market regime detection and risk rules. A research project for people who study trading algorithms, not financial advice.
AI-XAUUSD-Trading is a kit in the Finance & accounting category, listed by Mindket. It is free. This is version 1, last updated on . Download it on this page, a zip of its files. Nothing in it runs by itself.
pip install -U huggingface_hub hf download JonusNattapong/AI-XAUUSD-Trading
This project is a trading system for XAUUSD, gold priced in US dollars. It combines three reinforcement learning models, PPO, TD3 and SAC, in an ensemble. It adds market regime detection, position sizing by model confidence, and risk rules such as scaled profit-taking and trailing stops.
It suits students, researchers and developers who want to study reinforcement learning in trading, build on a working example or benchmark their own methods.
| Industry | Who uses it | How they use it | Example |
|---|---|---|---|
| Finance research | Quant researchers | Study ensembles of reinforcement learning agents on price data | Compare the ensemble with a single model |
| Education | Students | Learn how regime detection and risk rules fit together | Read the code that sizes a position by confidence |
| Software | Algorithm developers | Use the code as a base for a trading system | Swap in your own risk manager |
| Risk analysis | Risk analysts | Examine adaptive stops and exits | Test trailing stops under different regimes |
If you want advice on real trades, you can skip it, because the card says it is not financial advice.
| Use case | Who | What they get back |
|---|---|---|
| Strategy research | Researchers | A signal and a confidence value for each market state |
| Position sizing | Developers | A size that scales with model confidence |
| Benchmarking | Analysts | Metrics to compare against other algorithms |
You need Python with pip and a file of historical XAUUSD price data.
pip install -U huggingface_hub hf download JonusNattapong/AI-XAUUSD-Trading
# Install dependencies pip install stable-baselines3 gymnasium pandas numpy scikit-learn yfinance
In the card's basic sample you load the three models into the ensemble, detect the market regime from your data, predict a signal with a confidence value and size the position. The card also describes a live trading mode, which places real orders, so validate everything first.
from ensemble_trader import EnsembleTrader
from market_regime_detector import MarketRegimeDetector
# Initialize components
ensemble = EnsembleTrader(model_paths=['ppo_model.zip', 'td3_model.zip', 'sac_model.zip'])
regime_detector = MarketRegimeDetector()
# Load market data
market_data = pd.read_csv('xauusd_data.csv')
# Detect market regime
regime, params = regime_detector.detect_regime(market_data)
# Make trading decision
state = preprocess_market_data(market_data)
signal, confidence = ensemble.predict(state)
# Apply confidence-based sizing
position_size = calculate_position_size(confidence, risk_per_trade=0.02)| Tool | What it does |
|---|---|
| EnsembleTrader | Combines the three reinforcement learning models into one signal |
| MarketRegimeDetector | Classifies the market state and returns adaptive parameters |
| calculate_position_size | Scales the position with the model's confidence |
| live_trading_interface | Sends real orders in the live mode |
You feed in a CSV of gold prices. The script prints the detected regime, a trade signal with a confidence number, and a position size based on a 2% risk per trade. You review these before deciding anything.
Reinforcement learning means a program learns trading rules by trial and reward in a simulated market. The first small thing to try is the basic sample on historical data, with no live trading.
The card describes an ensemble of PPO, TD3 and SAC in a Gym environment, with six market conditions that each use their own parameters. Risk management covers scaled profit-taking, breakeven stops and trailing stops. The author reports backtests over 2015 to 2025, but history does not predict future results.
Reported backtest: the author lists a 58.3% win rate, a $49.45 average win and a $106.18 average loss over 2015 to 2025. These are the author's numbers, not verified here.
Trades gold against the US dollar with three reinforcement learning models, market regime detection and risk rules. A research project for people who study trading algorithms, not financial advice.
Made by JonusNattapong on Hugging Face. These notes are Mindket's, written from its model page and model card; the model's own files and license are on Hugging Face.
What it is: This project is a trading system for XAUUSD, gold priced in US dollars. It combines three reinforcement learning models, PPO, TD3 and SAC, in an ensemble. It adds market regime detection, position sizing by model confidence, and risk rules such as scaled profit-taking and trailing stops.
Who it suits: It suits students, researchers and developers who want to study reinforcement learning in trading, build on a working example or benchmark their own methods.
Industry | Who uses it | How they use it | Example
Finance research | Quant researchers | Study ensembles of reinforcement learning agents on price data | Compare the ensemble with a single model
Education | Students | Learn how regime detection and risk rules fit together | Read the code that sizes a position by confidence
Software | Algorithm developers | Use the code as a base for a trading system | Swap in your own risk manager
Risk analysis | Risk analysts | Examine adaptive stops and exits | Test trailing stops under different regimes
If you want advice on real trades, you can skip it, because the card says it is not financial advice.
Where to use it:
Use case | Who | What they get back
Strategy research | Researchers | A signal and a confidence value for each market state
Position sizing | Developers | A size that scales with model confidence
Benchmarking | Analysts | Metrics to compare against other algorithms
How to set it up: You need Python with pip and a file of historical XAUUSD price data.
pip install -U huggingface_hub
hf download JonusNattapong/AI-XAUUSD-Trading
# Install dependencies
pip install stable-baselines3 gymnasium pandas numpy scikit-learn yfinance
How to use it: In the card's basic sample you load the three models into the ensemble, detect the market regime from your data, predict a signal with a confidence value and size the position. The card also describes a live trading mode, which places real orders, so validate everything first.
from ensemble_trader import EnsembleTrader
from market_regime_detector import MarketRegimeDetector
# Initialize components
ensemble = EnsembleTrader(model_paths=['ppo_model.zip', 'td3_model.zip', 'sac_model.zip'])
regime_detector = MarketRegimeDetector()
# Load market data
market_data = pd.read_csv('xauusd_data.csv')
# Detect market regime
regime, params = regime_detector.detect_regime(market_data)
# Make trading decision
state = preprocess_market_data(market_data)
signal, confidence = ensemble.predict(state)
# Apply confidence-based sizing
position_size = calculate_position_size(confidence, risk_per_trade=0.02)
Tool | What it does
EnsembleTrader | Combines the three reinforcement learning models into one signal
MarketRegimeDetector | Classifies the market state and returns adaptive parameters
calculate_position_size | Scales the position with the model's confidence
live_trading_interface | Sends real orders in the live mode
Example: You feed in a CSV of gold prices. The script prints the detected regime, a trade signal with a confidence number, and a position size based on a 2% risk per trade. You review these before deciding anything.
For newcomers and experts: Reinforcement learning means a program learns trading rules by trial and reward in a simulated market. The first small thing to try is the basic sample on historical data, with no live trading.
The card describes an ensemble of PPO, TD3 and SAC in a Gym environment, with six market conditions that each use their own parameters. Risk management covers scaled profit-taking, breakeven stops and trailing stops. The author reports backtests over 2015 to 2025, but history does not predict future results.
Market data
Regime detector picks parameters
PPO, TD3 and SAC ensemble
Confidence sets position size
Risk manager handles exits
Good to know: Reported backtest: the author lists a 58.3% win rate, a $49.45 average win and a $106.18 average loss over 2015 to 2025. These are the author's numbers, not verified here.
Title: Reported win rate by market regime, percent
Strong bull: 65.2%
Bull trend: 61.8%
Ranging: 52.1%
High volatility: 48.9%
Download its files with Hugging Face's command line:
pip install -U huggingface_hub
hf download JonusNattapong/AI-XAUUSD-Trading
Then follow the usage in its model card. Nothing in this kit runs by itself.
README.md 6 KB
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