]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
fix(quickadapter): align reversal confirmation defaults
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 19 Jun 2026 14:04:14 +0000 (16:04 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 19 Jun 2026 14:04:14 +0000 (16:04 +0200)
README.md
quickadapter/user_data/strategies/QuickAdapterV3.py

index 8f898fa72ca3998dd76a92bee0494784372ce036..41f76161199eb4e9cea89c2b177e09022246cf20 100644 (file)
--- a/README.md
+++ b/README.md
@@ -56,7 +56,7 @@ docker compose up -d --build
 | 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.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |
 | reversal_confirmation.min_natr_multiplier_fraction             | 0.0095                        | float [0,1]                                                                                                                                            | Lower bound fraction for volatility adjusted reversal threshold.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |
-| reversal_confirmation.max_natr_multiplier_fraction             | 0.075                         | float [0,1]                                                                                                                                            | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
+| reversal_confirmation.max_natr_multiplier_fraction             | 0.0125                        | float [0,1]                                                                                                                                            | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        |
 | _Regressor model_                                              |                               |                                                                                                                                                        |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
 | freqai.regressor                                               | `xgboost`                     | enum {`xgboost`,`lightgbm`,`histgradientboostingregressor`,`ngboost`,`catboost`}                                                                       | Machine learning regressor algorithm.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
 | _Model training parameters_                                    |                               |                                                                                                                                                        |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          |
index d2c7ee81331fe22892bff933d5535fe6d2cce619..5a0d8c09f5de3758b009e5d08015619cd11869be 100644 (file)
@@ -136,7 +136,7 @@ class QuickAdapterV3(IStrategy):
         "lookback_period_candles": 0,
         "decay_fraction": 0.5,
         "min_natr_multiplier_fraction": 0.0095,
-        "max_natr_multiplier_fraction": 0.075,
+        "max_natr_multiplier_fraction": 0.0125,
     }
 
     position_adjustment_enable = True