]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): less strict pivot confirmation
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Wed, 27 Aug 2025 19:56:56 +0000 (21:56 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Wed, 27 Aug 2025 19:56:56 +0000 (21:56 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/config-template.json
quickadapter/user_data/strategies/QuickAdapterV3.py

index df36e9793328eeb4de3b6dbba414fbc14becb4e8..bfcb110bb971d094552cb2797b4b6d1bb743df8c 100644 (file)
       ],
       // "label_metric": "chebyshev",
       // "label_weights": [
-      //   0.25,
-      //   0.75
+      //   0.4,
+      //   0.6
       // ],
       // "label_metric": "hellinger",
       // "label_weights": [
index c172b79f0c08228a274d7cbf4c2c839052ed493e..086daeb4c12d4e77b1d525d96fa1ccb743107a65 100644 (file)
@@ -1125,7 +1125,7 @@ class QuickAdapterV3(IStrategy):
         min_natr_ratio_percent: float = 0.00999,
         max_natr_ratio_percent: float = 0.099,
         lookback_period: int = 1,
-        decay_ratio: float = 0.6,
+        decay_ratio: float = 0.5,
     ) -> bool:
         """
         Confirm a reversal using a multi-candle lookback chain.
@@ -1137,7 +1137,7 @@ class QuickAdapterV3(IStrategy):
         - A geometric decay is applied for each lookback step k:
           min_natr_ratio_percent/max_natr_ratio_percent bounds are multiplied
           by (decay_ratio ** k) and clamped to [0, 1] for the threshold computed on candle [-(k+1)].
-          Default decay_ratio=0.6.
+          Default decay_ratio=0.5.
           Set decay_ratio=1.0 to disable decay and keep the current behavior.
         Fallbacks:
         - If thresholds or closes are unavailable for any k, only the current threshold condition is enforced.