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Aliyansayz authored Nov 30, 2024
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# FxML_catboost_models
Gold, Silver , Nasdaq 100 , US 30 Wall Street Indices Next Day Pips Change Prediction Model optimized on last 6 months unseen data.



Results :-

## Silver

```
Mean Squared Error: 2734.6082427965043
saved successfully
SEP
XAGUSD Starting date : 2024-08-29
['+1-1', '+1-1', 1, 1, '+1-1', 1, 1, 1, 1, '-1+1', 1, '+1-1', -1, 1, 1, '+1-1', 1, -1, 1, '+1-1', '+1-1']
Pips On Profit Side was : 634.1000000000005
Pips On Loss Side was : 390.8000000000002
accuracy by days 61.904761904761905
accuracy_by_net_gains 61.86945067811496
<ipython-input-81-3f214991228e>:48: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`
y_true = y_test[-point]
<ipython-input-81-3f214991228e>:122: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`
y_true = y_test[-point]
net profit 243.3000000000003
accuracy by net gains on previous test data 60.43989629660855
accuracy on all test points excluding last 22 points 55.91836734693878
AUG
XAGUSD Starting date : 2024-07-30
[-1, '-1+1', -1, '+1-1', '+1-1', 1, -1, '-1+1', -1, '+1-1', 1, 1, 1, '+1-1', 1, '+1-1', 1, 1, 1, '+1-1', 1]
Pips On Profit Side was : 624.8000000000002
Pips On Loss Side was : 296.39999999999986
accuracy by days 61.904761904761905
accuracy_by_net_gains 67.82457663916632
net profit 328.4000000000003
accuracy by net gains on previous test data 59.97071812024615
accuracy on all test points excluding last 22 points 55.15695067264574
JUL
XAGUSD Starting date : 2024-06-28
[1, 1, '+1-1', '-1+1', -1, 1, 1, 1, '+1-1', '+1-1', 1, '+1-1', -1, -1, -1, 1, '+1-1', -1, 1, '+1-1', 1]
Pips On Profit Side was : 568.8
Pips On Loss Side was : 302.7000000000001
accuracy by days 66.66666666666666
accuracy_by_net_gains 65.26678141135972
net profit 266.09999999999985
accuracy by net gains on previous test data 58.83671606529208
accuracy on all test points excluding last 22 points 54.22885572139303
Iterations: 97
Learning rate: 0.01
Depth: 7
JUN
XAGUSD Starting date : 2024-05-29
[-1, 1, '+1-1', 1, 1, -1, '-1+1', '+1-1', 1, -1, 1, '+1-1', 1, 1, 1, '+1-1', '-1+1', '+1-1', '+1-1', '-1+1', '-1+1']
Pips On Profit Side was : 810.2000000000003
Pips On Loss Side was : 479.40000000000043
accuracy by days 52.38095238095239
accuracy_by_net_gains 62.82568238213398
net profit 330.79999999999984
accuracy by net gains on previous test data 58.70321349421324
accuracy on all test points excluding last 22 points 53.072625698324025
MAY
XAGUSD Starting date : 2024-04-29
[1, 1, -1, 1, '+1-1', 1, '-1+1', '+1-1', 1, 1, 1, -1, 1, '-1+1', 1, '+1-1', -1, 1, 1, '-1+1', -1]
Pips On Profit Side was : 732.0000000000006
Pips On Loss Side was : 343.60000000000036
accuracy by days 71.42857142857143
accuracy_by_net_gains 68.05503904797322
net profit 388.4000000000002
accuracy by net gains on previous test data 56.986162343618865
accuracy on all test points excluding last 22 points 52.86624203821656
APR
XAGUSD Starting date : 2024-03-27
['-1+1', '-1+1', 1, '+1-1', 1, 1, 1, '+1-1', 1, '+1-1', 1, -1, 1, 1, '-1+1', -1, 1, '+1-1', 1, '+1-1', '+1-1']
Pips On Profit Side was : 649.7000000000003
Pips On Loss Side was : 300.1999999999999
accuracy by days 57.14285714285714
accuracy_by_net_gains 68.39667333403519
net profit 349.5000000000004
accuracy by net gains on previous test data 54.49337451429711
accuracy on all test points excluding last 22 points 50.37037037037037
```


## Gold
```
Mean Squared Error: 41406008616.91902
saved successfully
SEP
XAUUSD Starting date : 2024-08-29
['+1-1', '+1-1', 1, 1, '+1-1', 1, 1, '+1-1', 1, 1, 1, '+1-1', '+1-1', 1, 1, 1, 1, '+1-1', 1, '+1-1', '+1-1']
Pips On Profit Side was : 2271200.000000008
Pips On Loss Side was : 960900.000000006
accuracy by days 57.14285714285714
accuracy_by_net_gains 70.27010302899038
<ipython-input-81-3f214991228e>:48: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`
y_true = y_test[-point]
<ipython-input-81-3f214991228e>:122: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`
y_true = y_test[-point]
net profit 1310300.0000000019
accuracy by net gains on previous test data 60.41644815506283
accuracy on all test points excluding last 22 points 56.09756097560976
AUG
XAUUSD Starting date : 2024-07-30
['+1-1', '+1-1', '+1-1', '+1-1', '+1-1', 1, 1, 1, '+1-1', '+1-1', 1, 1, '+1-1', 1, '+1-1', '+1-1', 1, 1, 1, '+1-1', 1]
Pips On Profit Side was : 2161900.0000000005
Pips On Loss Side was : 1423499.999999999
accuracy by days 47.61904761904761
accuracy_by_net_gains 60.29731689630169
net profit 738400.0000000014
accuracy by net gains on previous test data 59.07465581886879
accuracy on all test points excluding last 22 points 55.80357142857143
JUL
XAUUSD Starting date : 2024-06-28
['+1-1', 1, 1, 1, '+1-1', 1, 1, 1, '+1-1', 1, 1, '+1-1', '+1-1', '+1-1', '+1-1', 1, '+1-1', '+1-1', 1, '+1-1', 1]
Pips On Profit Side was : 2383300.0000000037
Pips On Loss Side was : 1595500.0000000065
accuracy by days 52.38095238095239
accuracy_by_net_gains 59.89996984015274
net profit 787799.9999999972
accuracy by net gains on previous test data 58.86126133123617
accuracy on all test points excluding last 22 points 56.43564356435643
Iterations: 15
Learning rate: 0.01
Depth: 7
JUN
XAUUSD Starting date : 2024-05-29
['+1-1', 1, '+1-1', 1, 1, '+1-1', 1, 1, 1, '+1-1', 1, '+1-1', 1, '+1-1', 1, '+1-1', 1, -1, '+1-1', 1, '+1-1']
Pips On Profit Side was : 2315499.999999993
Pips On Loss Side was : 2177299.9999999953
accuracy by days 57.14285714285714
accuracy_by_net_gains 51.53801638176635
net profit 138199.99999999767
accuracy by net gains on previous test data 58.630134947040915
accuracy on all test points excluding last 22 points 56.666666666666664
MAY
XAUUSD Starting date : 2024-04-29
[1, '+1-1', '+1-1', 1, '+1-1', '+1-1', 1, 1, '+1-1', 1, 1, '+1-1', 1, 1, '+1-1', '+1-1', '+1-1', 1, 1, 1, '+1-1']
Pips On Profit Side was : 2399199.9999999963
Pips On Loss Side was : 1879699.9999999981
accuracy by days 52.38095238095239
accuracy_by_net_gains 56.07048540512747
net profit 519499.99999999814
accuracy by net gains on previous test data 61.419874402405895
accuracy on all test points excluding last 22 points 56.9620253164557
APR
XAUUSD Starting date : 2024-03-27
[1, 1, 1, '+1-1', 1, 1, 1, '+1-1', 1, -1, 1, '+1-1', '+1-1', 1, 1, '+1-1', '+1-1', '+1-1', 1, 1, '+1-1']
Pips On Profit Side was : 2871600.000000003
Pips On Loss Side was : 1259000.0000000056
accuracy by days 61.904761904761905
accuracy_by_net_gains 69.52016656175851
net profit 1612599.9999999972
accuracy by net gains on previous test data 61.873383886806685
accuracy on all test points excluding last 22 points 57.35294117647059
```


## US30

```
SEP
US30 Starting date : 2024-08-29
[1, -1, 1, '+1-1', '+1-1', 1, '+1-1', 1, '-1+1', 1, 1, 1, '+1-1', 1, '+1-1', 1, 1, '+1-1', 1, 1, 1]
Sharpe Ratio: 0.25
Pips On Profit Side was : 293013.0
Pips On Loss Side was : 147819.00
accuracy by days 66.6
accuracy_by_net_gains 66.46
net profit 145194.00000000023
accuracy by net gains on previous test data 66.4
accuracy on all test points excluding last 22 points 66.66666666666666
AUG
US30 Starting date : 2024-07-30
['+1-1', -1, -1, '-1+1', '+1-1', 1, '+1-1', '+1-1', 1, 1, 1, 1, 1, -1, 1, '+1-1', 1, 1, 1, '+1-1', 1]
Sharpe Ratio: 0.45
Pips On Profit Side was : 455243.9999999995
Pips On Loss Side was : 130025.0
accuracy by days 66.66666666666666
accuracy_by_net_gains 77.79
net profit 325218.9999999995
accuracy by net gains on previous test data 77.78
accuracy on all test points excluding last 22 points 66.66666666666666
JUL
US30 Starting date : 2024-06-28
[1, '+1-1', 1, '+1-1', 1, '+1-1', 1, 1, 1, '-1+1', 1, 1, '+1-1', '+1-1', 1, '+1-1', '+1-1', 1, 1, '+1-1', '-1+1']
Sharpe Ratio: 0.14
Pips On Profit Side was : 280820.9999999992
Pips On Loss Side was : 189562.000000001
accuracy by days 52.38
accuracy_by_net_gains 59.7
net profit 91258.9999999982
accuracy by net gains on previous test data 59.70049938029204
accuracy on all test points excluding last 22 points 52.38095238095239
Iterations: 15
Learning rate: 0.15
Depth: 7
JUN
y_true = y_test[-point]
US30 Starting date : 2024-05-29
[1, '+1-1', 1, 1, 1, '+1-1', 1, '+1-1', '+1-1', '+1-1', '+1-1', 1, '-1+1', '+1-1', 1, 1, 1, '+1-1', 1, 1, 1]
Sharpe Ratio: 0.23
Pips On Profit Side was : 197656.0000000005
Pips On Loss Side was : 99366.00000000035
accuracy by days 57.1
accuracy_by_net_gains 66.54
net profit 98290.00000000015
```

## NASDAQ100

```
SEP
NDX100 Starting date : 2024-08-29
['-1+1', -1, -1, '+1-1', '+1-1', 1, '-1+1', 1, 1, 1, -1, 1, -1, 1, '+1-1', 1, '-1+1', 1, 1, '+1-1', 1]
Sharpe Ratio: 0.29
Pips On Profit Side was : 258207.99999999945
Pips On Loss Side was : 108349.00000000016
accuracy by days 66.66666666666666
accuracy_by_net_gains 70.4410656
net profit 149858.9999999993
accuracy by net gains on previous test data 70.
accuracy on all test points excluding last 22 points 66.66666666666666
AUG
NDX100 Starting date : 2024-07-30
['+1-1', -1, -1, -1, -1, 1, '-1+1', 1, '-1+1', 1, 1, 1, 1, -1, 1, -1, 1, '+1-1', 1, -1, 1]
Sharpe Ratio: 0.41
Pips On Profit Side was : 379190.9999999997
Pips On Loss Side was : 132250.0
accuracy by days 80.95238095238095
accuracy_by_net_gains 74.14168985278849
net profit 246940.9999999997
accuracy by net gains on previous test data 74.14168985278849
accuracy on all test points excluding last 22 points 80.95238095238095
JUL
NDX100 Starting date : 2024-06-28
[1, 1, '+1-1', 1, '-1+1', 1, 1, '+1-1', 1, '-1+1', '+1-1', -1, -1, -1, '-1+1', '+1-1', -1, '+1-1', '-1+1', '-1+1', -1]
Sharpe Ratio: 0.23
Pips On Profit Side was : 283319.00000000023
Pips On Loss Side was : 153384.99999999985
accuracy by days 52.38095238095239
accuracy_by_net_gains 64.8766670330476
net profit 129934.00000000038
accuracy by net gains on previous test data 64.8766670330476
accuracy on all test points excluding last 22 points 52.38095238095239
Iterations: 20
Learning rate: 0.15
Depth: 7
JUN
NDX100 Starting date : 2024-05-29
['+1-1', 1, 1, 1, -1, '+1-1', 1, '-1+1', 1, 1, 1, '-1+1', 1, 1, '+1-1', '+1-1', '+1-1', 1, -1, 1, '+1-1']
Sharpe Ratio: 0.15
Pips On Profit Side was : 148750.0
Pips On Loss Side was : 99221.00000000064
accuracy by days 61.904761904761905
accuracy_by_net_gains 59.986853301393964
net profit 49528.99999999936
accuracy by net gains on previous test data 59.986853301393964
accuracy on all test points excluding last 22 points 61.904761904761905
```

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