From: Jérôme Benoit Date: Sun, 7 Dec 2025 15:32:52 +0000 (+0100) Subject: perf(qav3): adjust default max_natr_ratio_percent to 0.05 X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=08236c5fab48d3b5e300f8e011ca969b55cb4cb5;p=freqai-strategies.git perf(qav3): adjust default max_natr_ratio_percent to 0.05 Signed-off-by: Jérôme Benoit --- diff --git a/README.md b/README.md index 65ac4b2..c1bc95e 100644 --- a/README.md +++ b/README.md @@ -54,7 +54,7 @@ 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 volatility adjusted reversal threshold relaxation factor. | | reversal_confirmation.min_natr_ratio_percent | 0.01 | float [0,1] | Lower bound fraction for volatility adjusted reversal threshold. | -| reversal_confirmation.max_natr_ratio_percent | 0.1 | float [0,1] | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold. | +| reversal_confirmation.max_natr_ratio_percent | 0.05 | 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 24b95e7..cc501ef 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -123,7 +123,7 @@ class QuickAdapterV3(IStrategy): "lookback_period": 0, "decay_ratio": 0.5, "min_natr_ratio_percent": 0.01, - "max_natr_ratio_percent": 0.1, + "max_natr_ratio_percent": 0.05, } position_adjustment_enable = True