]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): refine signal filter
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 25 Sep 2025 15:31:30 +0000 (17:31 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 25 Sep 2025 15:31:30 +0000 (17:31 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/QuickAdapterV3.py

index ea8adb75d9473ae3b08f2aea0427c3e4898c8734..dbac8dd7f0d1f41c272216276c43baef2fb69c79 100644 (file)
@@ -1120,8 +1120,8 @@ class QuickAdapterV3(IStrategy):
         order: Literal["entry", "exit"],
         rate: float,
         min_natr_ratio_percent: float = 0.005,
-        max_natr_ratio_percent: float = 0.05,
-        lookback_period: int = 0,
+        max_natr_ratio_percent: float = 0.025,
+        lookback_period: int = 1,
         decay_ratio: float = 0.5,
     ) -> bool:
         """