perf(qav3): lower reversal confirmation default expectation

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

diff --git a/README.md b/README.md
index 300c3eee0531beb9a355070636fd8c1dfea9045a..1512060f289068b29711bf1112132accab57bea2 100644 (file)
--- a/README.md
+++ b/README.md
@@ -47,8 +47,8 @@ docker compose up -d --build
 | _Reversal confirmation_                              |                   |                                                                                                                                  |                                                                                                                                                                                                            |
 | 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.min_natr_ratio_percent         | 0.0095            | float [0,1]                                                                                                                      | Lower bound fraction for volatility adjusted reversal threshold.                                                                                                                                           |
+| reversal_confirmation.max_natr_ratio_percent         | 0.25              | 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/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 0fcf370b8813291d48991c86af0e80f943f317fa..9e1c48614a74c46e8b10fd9956c98187bda8c420 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -94,8 +94,8 @@ class QuickAdapterV3(IStrategy):
     default_reversal_confirmation: dict[str, int | float] = {
         "lookback_period": 0,
         "decay_ratio": 0.5,
-        "min_natr_ratio_percent": 0.0099,
-        "max_natr_ratio_percent": 0.33,
+        "min_natr_ratio_percent": 0.0095,
+        "max_natr_ratio_percent": 0.25,
     }
 
     position_adjustment_enable = True