From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Fri, 12 Sep 2025 20:34:42 +0000 (+0200)
Subject: perf(qav3): tune trade entry/exit confirmation
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=24a4476f8e172d54272e0a740850a406bfc18fb2;p=freqai-strategies.git

perf(qav3): tune trade entry/exit confirmation

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

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 77e563b..743750e 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -94,7 +94,7 @@ class QuickAdapterV3(IStrategy):
     default_exit_thresholds_calibration: dict[str, float] = {
         "spike_quantile": 0.95,
         "decline_quantile": 0.90,
-        "min_k_spike": 0.1,
+        "min_k_spike": 0.15,
         "min_k_decline": 0.5,
     }
 
@@ -1123,7 +1123,7 @@ class QuickAdapterV3(IStrategy):
         order: Literal["entry", "exit"],
         rate: float,
         min_natr_ratio_percent: float = 0.00999,
-        max_natr_ratio_percent: float = 0.099,
+        max_natr_ratio_percent: float = 0.095,
         lookback_period: int = 1,
         decay_ratio: float = 0.5,
     ) -> bool: