perf(qav3): fine tune reversal confirmation defaults

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

diff --git a/README.md b/README.md
index 7a21bbad8b03f3829bb1523bfd48d8184a57a8be..10b21fbc458bf4e614337908537e611f432dd5e9 100644 (file)
--- a/README.md
+++ b/README.md
@@ -48,7 +48,7 @@ docker compose up -d --build
 | reversal_confirmation.lookback_period | 0                | int >= 0 | Prior confirming candles; 0 = none.                                             |
 | reversal_confirmation.decay_ratio | 0.5              | float (0,1] | Geometric per-candle relaxation factor.                                           |
 | reversal_confirmation.min_natr_ratio_percent | 0.0099          | float [0,1] | Lower bound fraction for volatility adjusted reversal threshold.                          |
-| reversal_confirmation.max_natr_ratio_percent | 0.33            | float [0,1] | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold.         |
+| reversal_confirmation.max_natr_ratio_percent | 0.2            | float [0,1] | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold.         |
 | _Regressor model_ |                  |  |                                                                                 |
 | freqai.regressor | `xgboost`        | enum {`xgboost`,`lightgbm`} | Machine learning regressor algorithm.                                           |
 | _Extrema smoothing_ |                  |  |                                                                                 |

diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py
index 70abc6151a8c93a4adcc9049c3e89c4cebdac2e9..3f85b50e7a1d53a5cf45332d45caf0ef99ed2214 100644 (file)
--- a/ReforceXY/user_data/freqaimodels/ReforceXY.py
+++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py
@@ -2448,7 +2448,6 @@ class MyRLEnv(Base5ActionRLEnv):
         """
         Execute trade based on the given action
         """
-
         if not self.is_tradesignal(action):
             return None
 

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 23de0f29cc539e811f896f76c8c8bcbdde816e44..32ac9c77b6ee0a6541551e05444bf37db44a0aa0 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -69,7 +69,7 @@ class QuickAdapterV3(IStrategy):
     INTERFACE_VERSION = 3
 
     def version(self) -> str:
-        return "3.3.167"
+        return "3.3.168"
 
     timeframe = "5m"
 
@@ -89,7 +89,7 @@ class QuickAdapterV3(IStrategy):
         "lookback_period": 0,
         "decay_ratio": 0.5,
         "min_natr_ratio_percent": 0.0099,
-        "max_natr_ratio_percent": 0.33,
+        "max_natr_ratio_percent": 0.2,
     }
 
     position_adjustment_enable = True