perf(qav3): sensibler defaults for reversal confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>

diff --git a/README.md b/README.md
index 353f3d3ac755a4549e9f242d259e17c2a9c82338..28dd52a48b301bed3df63727fdbef8ff9612589b 100644 (file)
--- a/README.md
+++ b/README.md
@@ -53,8 +53,8 @@ docker compose up -d --build
 | _Reversal confirmation_                              |                   |                                                                                                                                  |                                                                                                                                                                                                                                                                                                     |
 | reversal_confirmation.lookback_period                | 0                 | int >= 0                                                                                                                         | Prior confirming candles; 0 = none.                                                                                                                                                                                                                                                                 |
 | reversal_confirmation.decay_ratio                    | 0.5               | float (0,1]                                                                                                                      | Geometric per-candle volatility adjusted reversal threshold relaxation factor.                                                                                                                                                                                                                      |
-| reversal_confirmation.min_natr_ratio_percent         | 0.01              | float [0,1]                                                                                                                      | Lower bound fraction for volatility adjusted reversal threshold.                                                                                                                                                                                                                                    |
-| reversal_confirmation.max_natr_ratio_percent         | 0.05              | float [0,1]                                                                                                                      | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold.                                                                                                                                                                                                                   |
+| reversal_confirmation.min_natr_ratio_percent         | 0.0095            | float [0,1]                                                                                                                      | Lower bound fraction for volatility adjusted reversal threshold.                                                                                                                                                                                                                                    |
+| reversal_confirmation.max_natr_ratio_percent         | 0.075             | float [0,1]                                                                                                                      | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold.                                                                                                                                                                                                                   |
 | _Regressor model_                                    |                   |                                                                                                                                  |                                                                                                                                                                                                                                                                                                     |
 | freqai.regressor                                     | `xgboost`         | enum {`xgboost`,`lightgbm`}                                                                                                      | Machine learning regressor algorithm.                                                                                                                                                                                                                                                               |
 | _Extrema smoothing_                                  |                   |                                                                                                                                  |                                                                                                                                                                                                                                                                                                     |

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 830c2d1d32e0e17c68eaff93cad02485f578dc4e..5c6b209b61c3bb33ece9206ff42438ab73668702 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -123,8 +123,8 @@ class QuickAdapterV3(IStrategy):
     default_reversal_confirmation: ClassVar[dict[str, int | float]] = {
         "lookback_period": 0,
         "decay_ratio": 0.5,
-        "min_natr_ratio_percent": 0.01,
-        "max_natr_ratio_percent": 0.05,
+        "min_natr_ratio_percent": 0.0095,
+        "max_natr_ratio_percent": 0.075,
     }
 
     position_adjustment_enable = True