]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): tune last trade exit condition
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 12 Sep 2025 17:06:22 +0000 (19:06 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 12 Sep 2025 17:06:22 +0000 (19:06 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/QuickAdapterV3.py

index c60ac683b56b1afa6482361636757f8b9d4a97ee..77e563be474efb7685ce10fa0480a43f1bf76fa8 100644 (file)
@@ -92,10 +92,10 @@ class QuickAdapterV3(IStrategy):
     }
 
     default_exit_thresholds_calibration: dict[str, float] = {
-        "spike_quantile": 0.96,
+        "spike_quantile": 0.95,
         "decline_quantile": 0.90,
-        "min_k_spike": 0.2,
-        "min_k_decline": 0.1,
+        "min_k_spike": 0.1,
+        "min_k_decline": 0.5,
     }
 
     position_adjustment_enable = True