Training TQQQ and SQQQ MLP Classification Models on 2021-08-18 15:15:42:222. Description: Feature set extraction, remove least significant features for MLP training/testing, use RELU activation function. OPSID: 20210818151542222-MLP_MODEL Dataset OPSID: 20210818170232233-DATASET 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%. TQQQ is using feature TQQQ:MOMENTUM_IS_BELOW_PIVOT. TQQQ is using feature SQQQ:MOMENTUM_IS_ABOVE_PIVOT. TQQQ is using feature QQQ:MOMENTUM_IS_BELOW_PIVOT. TQQQ is using feature QLD:MOMENTUM_IS_BELOW_PIVOT. TQQQ is using feature QID:MOMENTUM_IS_ABOVE_PIVOT. TQQQ is using feature SQQQ:MOMENTUM_PER_MINUTE. TQQQ is using feature SQQQ:PERIODIC_MOMENTUM. TQQQ is using feature QID:MOMENTUM_PER_MINUTE. TQQQ is using feature QID:PERIODIC_MOMENTUM. TQQQ is using feature QID:PERIODIC_MOMENTUM_TREND. TQQQ is using feature SQQQ:PERIODIC_MOMENTUM_TREND. TQQQ is using feature SQQQ:VOLUME_RATE_TO_AVERAGE_RATIO. TQQQ is using feature TQQQ:VOLUME_RATE_TO_AVERAGE_RATIO. TQQQ is using feature QLD:MOMENTUM_IS_IN_BREAKDOWN. TQQQ is using feature SQQQ:MOMENTUM_IS_IN_BREAKOUT. TQQQ is using feature QQQ:VOLUME_RATE_TO_AVERAGE_RATIO. TQQQ is using feature QLD:VOLUME_RATE_TO_AVERAGE_RATIO. TQQQ is using feature TQQQ:MOMENTUM_IS_IN_BREAKDOWN. TQQQ is using feature SQQQ:TOTAL_MOMENTUM. TQQQ is using feature QQQ:MOMENTUM_IS_IN_BREAKDOWN. TQQQ is using feature QID:TOTAL_MOMENTUM. TQQQ is using feature QID:MOMENTUM_IS_IN_BREAKOUT. TQQQ is using feature QID:REALTIIME_MOMENTUM. TQQQ is using feature QID:VOLUME_RATE_TO_AVERAGE_RATIO. TQQQ is using feature SQQQ:REALTIIME_MOMENTUM. TQQQ is using feature QQQ:MOMENTUM_IS_IN_BREAKOUT. TQQQ is using feature QID:TOTAL_MOMENTUM_TREND. TQQQ is using feature QQQ:MOMENTUM_VOLATILITY. TQQQ is using feature QLD:TOTAL_MOMENTUM_TREND. TQQQ is using feature TQQQ:MOMENTUM_VOLATILITY. TQQQ is using feature QLD:MOMENTUM_VOLATILITY. TQQQ is using feature SQQQ:MOMENTUM_VOLATILITY. TQQQ is using feature QQQ:REALTIIME_MOMENTUM. TQQQ is using feature TQQQ:TOTAL_MOMENTUM_TREND. TQQQ is using feature TQQQ:REALTIIME_MOMENTUM. TQQQ is using feature QQQ:TOTAL_MOMENTUM_TREND. TQQQ is using feature QLD:TOTAL_MOMENTUM. TQQQ is using feature QLD:REALTIIME_MOMENTUM. TQQQ is using feature QQQ:TOTAL_MOMENTUM. TQQQ is using feature QLD:MOMENTUM_PER_MINUTE. TQQQ is using feature TQQQ:TOTAL_MOMENTUM. TQQQ is using feature QLD:PERIODIC_MOMENTUM. TQQQ is using feature QQQ:MOMENTUM_PER_MINUTE. TQQQ is using feature QQQ:PERIODIC_MOMENTUM_TREND. TQQQ is using feature QLD:PERIODIC_MOMENTUM_TREND. TQQQ is using feature QQQ:PERIODIC_MOMENTUM. TQQQ is using feature TQQQ:PERIODIC_MOMENTUM_TREND. TQQQ is using feature TQQQ:MOMENTUM_PER_MINUTE. TQQQ is using feature TQQQ:PERIODIC_MOMENTUM. TQQQ is using feature QID:MOMENTUM_IS_BELOW_PIVOT. TQQQ is using feature QLD:MOMENTUM_IS_ABOVE_PIVOT. TQQQ is using feature QQQ:MOMENTUM_IS_ABOVE_PIVOT. TQQQ is using feature SQQQ:MOMENTUM_IS_BELOW_PIVOT. TQQQ is using feature TQQQ:MOMENTUM_IS_ABOVE_PIVOT. 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%. SQQQ is using feature TQQQ:MOMENTUM_IS_ABOVE_PIVOT. SQQQ is using feature QQQ:MOMENTUM_IS_ABOVE_PIVOT. SQQQ is using feature SQQQ:MOMENTUM_IS_BELOW_PIVOT. SQQQ is using feature TQQQ:PERIODIC_MOMENTUM. SQQQ is using feature QLD:MOMENTUM_IS_ABOVE_PIVOT. SQQQ is using feature QID:MOMENTUM_IS_BELOW_PIVOT. SQQQ is using feature QQQ:PERIODIC_MOMENTUM. SQQQ is using feature QLD:PERIODIC_MOMENTUM. SQQQ is using feature QQQ:PERIODIC_MOMENTUM_TREND. SQQQ is using feature TQQQ:PERIODIC_MOMENTUM_TREND. SQQQ is using feature QLD:PERIODIC_MOMENTUM_TREND. SQQQ is using feature TQQQ:TOTAL_MOMENTUM. SQQQ is using feature TQQQ:MOMENTUM_PER_MINUTE. SQQQ is using feature QQQ:TOTAL_MOMENTUM. SQQQ is using feature QLD:MOMENTUM_PER_MINUTE. SQQQ is using feature TQQQ:VOLUME_RATE_TO_AVERAGE_RATIO. SQQQ is using feature TQQQ:MOMENTUM_IS_IN_BREAKOUT. SQQQ is using feature QLD:TOTAL_MOMENTUM. SQQQ is using feature QLD:VOLUME_RATE_TO_AVERAGE_RATIO. SQQQ is using feature QQQ:TOTAL_MOMENTUM_TREND. SQQQ is using feature QLD:MOMENTUM_IS_IN_BREAKOUT. SQQQ is using feature QQQ:MOMENTUM_PER_MINUTE. SQQQ is using feature SQQQ:MOMENTUM_IS_IN_BREAKDOWN. SQQQ is using feature QQQ:MOMENTUM_IS_IN_BREAKOUT. SQQQ is using feature TQQQ:REALTIIME_MOMENTUM. SQQQ is using feature TQQQ:TOTAL_MOMENTUM_TREND. SQQQ is using feature QQQ:REALTIIME_MOMENTUM. SQQQ is using feature QLD:TOTAL_MOMENTUM_TREND. SQQQ is using feature QQQ:VOLUME_RATE_TO_AVERAGE_RATIO. SQQQ is using feature QID:MOMENTUM_IS_IN_BREAKDOWN. SQQQ is using feature SQQQ:VOLUME_RATE_TO_AVERAGE_RATIO. SQQQ is using feature QLD:MOMENTUM_IS_IN_BREAKDOWN. SQQQ is using feature QQQ:MOMENTUM_VOLATILITY. SQQQ is using feature SQQQ:TOTAL_MOMENTUM_TREND. SQQQ is using feature QID:TOTAL_MOMENTUM_TREND. SQQQ is using feature QLD:MOMENTUM_VOLATILITY. SQQQ is using feature QID:VOLUME_RATE_TO_AVERAGE_RATIO. SQQQ is using feature TQQQ:MOMENTUM_VOLATILITY. SQQQ is using feature QID:MOMENTUM_VOLATILITY. SQQQ is using feature SQQQ:REALTIIME_MOMENTUM. SQQQ is using feature QID:MOMENTUM_PER_MINUTE. SQQQ is using feature SQQQ:MOMENTUM_VOLATILITY. SQQQ is using feature SQQQ:MOMENTUM_PER_MINUTE. SQQQ is using feature QID:TOTAL_MOMENTUM. SQQQ is using feature SQQQ:TOTAL_MOMENTUM. SQQQ is using feature QID:PERIODIC_MOMENTUM_TREND. SQQQ is using feature SQQQ:PERIODIC_MOMENTUM_TREND. SQQQ is using feature QID:PERIODIC_MOMENTUM. SQQQ is using feature SQQQ:PERIODIC_MOMENTUM. SQQQ is using feature QID:MOMENTUM_IS_ABOVE_PIVOT. SQQQ is using feature QLD:MOMENTUM_IS_BELOW_PIVOT. SQQQ is using feature SQQQ:MOMENTUM_IS_ABOVE_PIVOT. SQQQ is using feature QQQ:MOMENTUM_IS_BELOW_PIVOT. SQQQ is using feature TQQQ:MOMENTUM_IS_BELOW_PIVOT. Training TQQQ with the following hyperparameters: activation function = RELU learning rate = 0.005 batch size = 125 epochs = 6000 number of hidden nodes = 300 loss function = MSE Number of inputs = 54 ========================Evaluation Metrics======================== # of classes: 2 Accuracy: 0.6797 Precision: 0.6873 Recall: 0.6593 F1 Score: 0.6730 Precision, recall & F1: reported for positive class (class 1 - "1") only =========================Confusion Matrix========================= 0 1 --------- 602 258 | 0 = 0 293 567 | 1 = 1 Confusion matrix format: Actual (rowClass) predicted as (columnClass) N times ================================================================== Composite score for TQQQ = 0.6752062126335469 Best composit score for TQQQ = 0.6752062126335469 Training SQQQ with the following hyperparameters: activation function = RELU learning rate = 0.01 batch size = 150 epochs = 8000 number of hidden nodes = 300 loss function = NEGATIVELOGLIKELIHOOD Number of inputs = 54 ========================Evaluation Metrics======================== # of classes: 2 Accuracy: 0.7247 Precision: 0.5803 Recall: 0.6240 F1 Score: 0.6013 Precision, recall & F1: reported for positive class (class 1 - "1") only =========================Confusion Matrix========================= 0 1 --------- 558 162 | 0 = 0 135 224 | 1 = 1 Confusion matrix format: Actual (rowClass) predicted as (columnClass) N times ================================================================== Composite score for SQQQ = 0.6118957767897263 Best Score for SQQQ = 0.6118957767897263 Total run time: 2146909.381 ms.