Measure trading transaction agent(s) on 2021-08-18 17:26:09:909.
Description: Measure regression, decision tree and MLP models against live test data.
OPSID: 20210818172609909-MEASURE_AGENTS
Model OPSID: 20210818151542222-MLP_MODEL

TQQQ is using 54 input features.TQQQ enable normalization is true.
TQQQ minimumProfitForTraining = 0.5%.
TQQQ stopLossForTraining = 0.1%.
TQQQ balanceTargetOutputs = true.
TQQQ minInferenceSum = 2.5.
TQQQ minMlpScore = 4.0.
TQQQ balanceRatio = 1.0.
TQQQ mlpStopLoss = 0.6%.

SQQQ is using 54 input features.SQQQ enable normalization is true.
SQQQ minimumProfitForTraining = 0.7%.
SQQQ stopLossForTraining = 0.08%.
SQQQ balanceTargetOutputs = true.
SQQQ minInferenceSum = 3.0.
SQQQ minMlpScore = 4.0.
SQQQ balanceRatio = 2.0.
SQQQ mlpStopLoss = 0.6%.

TQQQ transaction agent is NOT in conservative mode.
SQQQ transaction agent is NOT in conservative mode.
Initializing transaction agent LFBHRM: Low-Frequency Buy-and-Hold Regression Model.
TQQQ transaction agent is NOT in conservative mode.
SQQQ transaction agent is NOT in conservative mode.
Initializing transaction agent HFSLRM: High-Frequency Stop-Loss Regression Model.
TQQQ transaction agent is NOT in conservative mode.
SQQQ transaction agent is NOT in conservative mode.
Initializing transaction agent MRMLPM: Momentum Reversal MLP Model.

Training dataset begins on 2021-01-04.
Training dataset ends on 2021-08-17.

TQQQ Transaction agent LFBHRM using Buy-and-Hold buy rules.
TQQQ Transaction agent LFBHRM using Buy-and-Hold sell rules.
SQQQ Transaction agent LFBHRM using Buy-and-Hold buy rules.
SQQQ Transaction agent LFBHRM using Buy-and-Hold sell rules.
TQQQ Transaction agent HFSLRM using Stop-Loss buy rules.
TQQQ Transaction agent HFSLRM using Stop-Loss sell rules.
SQQQ Transaction agent HFSLRM using Stop-Loss buy rules.
SQQQ Transaction agent HFSLRM using Stop-Loss sell rules.

Loading Z-Score normalization table.
Z-Score normalization is enabled for TQQQ.
Loading Z-Score normalization table.
Z-Score normalization is enabled for SQQQ.

Total unique quote time stamps = 215,177
Total quotes processed = 1,075,885

Results for LFBHRM: Low-Frequency Buy-and-Hold Regression Model
TQQQ: 499 transactions for a profit of -8.5%. at -0.02% per transaction.
SQQQ: 93 transactions for a profit of -20.3%. at -0.22% per transaction.
-28.8% total profit at -0.05% per transaction.

Results for HFSLRM: High-Frequency Stop-Loss Regression Model
TQQQ: 570 transactions for a profit of 3.15%. at 0.01% per transaction.
SQQQ: 285 transactions for a profit of -19.77%. at -0.07% per transaction.
-16.63% total profit at -0.02% per transaction.

Results for MRMLPM: Momentum Reversal MLP Model
TQQQ: 1149 transactions for a profit of 36.29%. at 0.03% per transaction.
SQQQ: 237 transactions for a profit of 7.29%. at 0.03% per transaction.
43.58% total profit at 0.03% per transaction.

Total run time: 146504.005 ms.