From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Thu, 21 Aug 2025 14:40:44 +0000 (+0200)
Subject: perf(qav3): fine tune reversal confirmation at trade entry/exit
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=462f7e5f009cd8db47c53722aef1e5e4a702972b;p=freqai-strategies.git

perf(qav3): fine tune reversal confirmation at trade entry/exit

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 6f470b1..ba87451 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -1125,7 +1125,7 @@ class QuickAdapterV3(IStrategy):
         min_natr_ratio_percent: float = 0.00999,
         max_natr_ratio_percent: float = 0.099,
         lookback_period: int = 1,
-        decay_ratio: float = 0.9,
+        decay_ratio: float = 0.5,
     ) -> bool:
         """
         Confirm a reversal using a multi-candle lookback chain.
@@ -1137,7 +1137,7 @@ class QuickAdapterV3(IStrategy):
         - A geometric decay is applied for each lookback step k:
           min_natr_ratio_percent/max_natr_ratio_percent bounds are multiplied
           by (decay_ratio ** k) and clamped to [0, 1] for the threshold computed on candle [-(k+1)].
-          Default decay_ratio=0.9.
+          Default decay_ratio=0.5.
           Set decay_ratio=1.0 to disable decay and keep the current behavior.
         Fallbacks:
         - If thresholds or closes are unavailable for any k, only the current threshold condition is enforced.