]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): tune trade entry/exit confirmation
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 12 Sep 2025 20:34:42 +0000 (22:34 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 12 Sep 2025 20:34:42 +0000 (22:34 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/QuickAdapterV3.py

index 77e563be474efb7685ce10fa0480a43f1bf76fa8..743750e23fd421f0990fd5d55f969b3dcbc56c7d 100644 (file)
@@ -94,7 +94,7 @@ class QuickAdapterV3(IStrategy):
     default_exit_thresholds_calibration: dict[str, float] = {
         "spike_quantile": 0.95,
         "decline_quantile": 0.90,
-        "min_k_spike": 0.1,
+        "min_k_spike": 0.15,
         "min_k_decline": 0.5,
     }
 
@@ -1123,7 +1123,7 @@ class QuickAdapterV3(IStrategy):
         order: Literal["entry", "exit"],
         rate: float,
         min_natr_ratio_percent: float = 0.00999,
-        max_natr_ratio_percent: float = 0.099,
+        max_natr_ratio_percent: float = 0.095,
         lookback_period: int = 1,
         decay_ratio: float = 0.5,
     ) -> bool: