Generate Training Data on 2021-08-18 17:02:32:233.
Description: Feature set extraction, remove least significant features for MLP training/testing.
OPSID: 20210818170232233-DATASET

Setting training data ratio at 75.0% of the dataset.
TQQQ transaction agent is NOT in conservative mode.
SQQQ transaction agent is NOT in conservative mode.
Initializing transaction agent HFSLRMTD: High-Frequency Stop-Loss Regression Model Training Data.
Initializing transaction agent HFSLRMTD: High-Frequency Stop-Loss Regression Model Training Data.

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.

Using training buy/sell rules.

Training/testing dataset begins on 2019-09-25.
Training/testing dataset ends on 2021-08-17.

TQQQ Transaction agent HFSLRMTD using Stop-Loss buy rules.
TQQQ Transaction agent HFSLRMTD using Stop-Loss sell rules.
SQQQ Transaction agent HFSLRMTD using Stop-Loss buy rules.
SQQQ Transaction agent HFSLRMTD using Stop-Loss sell rules.

Total unique quote time stamps = 642,609
Total quotes processed = 3,213,045

Results for HFSLRMTD: High-Frequency Stop-Loss Regression Model Training Data
TQQQ: 73436 transactions for a profit of 59.63%. at 0.0% per transaction.
SQQQ: 101916 transactions for a profit of -1157.62%. at -0.01% per transaction.
-1097.99% total profit at -0.01% per transaction.

Calculating Z-Score mean and standard deviation for TQQQ.
Z-Score normalization is enabled for TQQQ.
TQQQ training data has 5157 rows.
TQQQ testing data begins on 2020-10-29 13:50:18.
TQQQ testing data has 1720 rows.

Calculating Z-Score mean and standard deviation for SQQQ.
Z-Score normalization is enabled for SQQQ.
SQQQ training data has 3233 rows.
SQQQ testing data begins on 2020-09-22 08:59:02.
SQQQ testing data has 1079 rows.
Total run time: 73001.612 ms.