]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
fix(quickadapter): align decline quantile default
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 19 Jun 2026 14:16:31 +0000 (16:16 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 19 Jun 2026 14:16:31 +0000 (16:16 +0200)
README.md
quickadapter/user_data/strategies/QuickAdapterV3.py

index 14002bf38cdb782d903901d852868e17bf9a5804..c5caed7f24ddb995a4369b7e45b694f3a72f9880 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_method                         | `moving_average`              | enum {`moving_average`,`quantile_interpolation`,`weighted_average`}                                                                                    | Trade NATR computation method.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
-| exit_pricing.thresholds_calibration.decline_quantile           | 0.75                          | float (0,1)                                                                                                                                            | PnL decline quantile threshold.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
+| exit_pricing.thresholds_calibration.decline_quantile           | 0.                          | float (0,1)                                                                                                                                            | PnL decline quantile threshold.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
 | _Reversal confirmation_                                        |                               |                                                                                                                                                        |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
 | reversal_confirmation.lookback_period_candles                  | 0                             | int >= 0                                                                                                                                               | Prior confirming candles; 0 = none.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      |
 | reversal_confirmation.decay_fraction                           | 0.5                           | float (0,1]                                                                                                                                            | Geometric per-candle volatility adjusted reversal threshold relaxation factor.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
index 5a0d8c09f5de3758b009e5d08015619cd11869be..a6a6b9a4bede2f540c5d4a757a6d4b1e8b0949d9 100644 (file)
@@ -129,7 +129,7 @@ class QuickAdapterV3(IStrategy):
     }
 
     default_exit_thresholds_calibration: ClassVar[dict[str, float]] = {
-        "decline_quantile": 0.75,
+        "decline_quantile": 0.5,
     }
 
     default_reversal_confirmation: ClassVar[dict[str, int | float]] = {