]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): fine tune stoploss computation
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 16 Aug 2025 16:39:26 +0000 (18:39 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 16 Aug 2025 16:39:26 +0000 (18:39 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/QuickAdapterV3.py

index 5e3264d3bc10fcea695ea00502b1a9c762b20129..43d3e2051d8e3523b9f8a98dd50be0fa85871578 100644 (file)
@@ -143,7 +143,7 @@ class QuickAdapterV3(IStrategy):
             self.freqai_info.get("fit_live_predictions_candles", 100)
         )
         estimated_trade_duration_candles = int(
-            self.config.get("estimated_trade_duration_candles", 24)
+            self.config.get("estimated_trade_duration_candles", 48)
         )
         stoploss_guard_lookback_period_candles = int(fit_live_predictions_candles / 2)
         stoploss_guard_trade_limit = max(
@@ -745,7 +745,7 @@ class QuickAdapterV3(IStrategy):
     @staticmethod
     @lru_cache(maxsize=128)
     def get_stoploss_log_factor(trade_duration_candles: int) -> float:
-        return 1 / math.log10(3.25 + 0.25 * trade_duration_candles)
+        return 1 / math.log10(2.0 + 0.25 * trade_duration_candles)
 
     def get_stoploss_distance(
         self,