From: Jérôme Benoit Date: Sun, 21 Dec 2025 15:36:16 +0000 (+0100) Subject: perf(qav3): adjust decline_quantile to 0.75 X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=35fbe9fc5686ba4c666d1449abfdd18957cbfe48;p=freqai-strategies.git perf(qav3): adjust decline_quantile to 0.75 Signed-off-by: Jérôme Benoit --- diff --git a/README.md b/README.md index b86a237..fd576b6 100644 --- a/README.md +++ b/README.md @@ -51,7 +51,7 @@ docker compose up -d --build | leverage | `proposed_leverage` | float [1.0, max_leverage] | Leverage. Fallback to `proposed_leverage` for the pair. | | _Exit pricing_ | | | | | exit_pricing.trade_price_target | `moving_average` | enum {`moving_average`,`interpolation`,`weighted_interpolation`} | Trade NATR computation method. | -| exit_pricing.thresholds_calibration.decline_quantile | 0.90 | float (0,1) | PnL decline quantile threshold. | +| exit_pricing.thresholds_calibration.decline_quantile | 0.75 | float (0,1) | PnL decline quantile threshold. | | _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 volatility adjusted reversal threshold relaxation factor. | diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 9e9e45f..52a7a83 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -120,7 +120,7 @@ class QuickAdapterV3(IStrategy): } default_exit_thresholds_calibration: ClassVar[dict[str, float]] = { - "decline_quantile": 0.90, + "decline_quantile": 0.75, } default_reversal_confirmation: ClassVar[dict[str, int | float]] = {