]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): refine the pivot confirmation slopes threshold
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 16 Jun 2025 11:36:57 +0000 (13:36 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 16 Jun 2025 11:36:57 +0000 (13:36 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/Utils.py

index 69af6fd7fb1447e051feb8a063bc43a919c0554a..6f0c72c477f90480ae27006a4c0466bc359eeb5d 100644 (file)
@@ -1327,7 +1327,7 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
+        min_threshold: float = 0.5,
         max_threshold: float = 0.75,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
index 4e04ab6bdb213a4f2ec9b0764da5fc5a19d98f50..0d91aea50d600ebeff7cef1a5b49cc7e818f8d49 100644 (file)
@@ -456,7 +456,7 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
+        min_threshold: float = 0.5,
         max_threshold: float = 0.75,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)