perf(qav3): adjust decline_quantile to 0.75

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

diff --git a/README.md b/README.md
index b86a237e8cc43619a9e8619fba7215afbf65813c..fd576b6547284bc8900fa0c7882c2f416c590df7 100644 (file)
--- a/README.md
+++ b/README.md
@@ -51,7 +51,7 @@ docker compose up -d --build
 | leverage                                             | `proposed_leverage`           | float [1.0, max_leverage]                                                                                                                  | Leverage. Fallback to `proposed_leverage` for the pair.                                                                                                                                                                                                                                                                                                                 |
 | _Exit pricing_                                       |                               |                                                                                                                                            |                                                                                                                                                                                                                                                                                                                                                                         |
 | exit_pricing.trade_price_target                      | `moving_average`              | enum {`moving_average`,`interpolation`,`weighted_interpolation`}                                                                           | Trade NATR computation method.                                                                                                                                                                                                                                                                                                                                          |
-| exit_pricing.thresholds_calibration.decline_quantile | 0.90                          | float (0,1)                                                                                                                                | PnL decline quantile threshold.                                                                                                                                                                                                                                                                                                                                         |
+| exit_pricing.thresholds_calibration.decline_quantile | 0.75                          | float (0,1)                                                                                                                                | PnL decline quantile threshold.                                                                                                                                                                                                                                                                                                                                         |
 | _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.                                                                                                                                                                                                                                                                                          |

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 9e9e45fd6d2f494058e2595ecd11def42c10d06e..52a7a835329120af1d20e903793d04552f42be65 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -120,7 +120,7 @@ class QuickAdapterV3(IStrategy):
     }
 
     default_exit_thresholds_calibration: ClassVar[dict[str, float]] = {
-        "decline_quantile": 0.90,
+        "decline_quantile": 0.75,
     }
 
     default_reversal_confirmation: ClassVar[dict[str, int | float]] = {