From: Jérôme Benoit Date: Thu, 7 Aug 2025 20:07:29 +0000 (+0200) Subject: perf(qav3): fine tune trade final exit conditions X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=4787e4ff2ac14d5c23d8748e85654a30554d565e;p=freqai-strategies.git perf(qav3): fine tune trade final exit conditions Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 09d6b8c..d6f1c30 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -64,7 +64,7 @@ class QuickAdapterV3(IStrategy): INTERFACE_VERSION = 3 def version(self) -> str: - return "3.3.143" + return "3.3.144" timeframe = "5m" @@ -1152,12 +1152,13 @@ class QuickAdapterV3(IStrategy): trade_recent_pnl_acceleration_std, ) = self.get_trade_pnl_momentum(trade) trade_pnl_momentum_declining = ( - trade_pnl_velocity < -trade_pnl_velocity_std * 0.5 - and trade_pnl_acceleration < -trade_pnl_acceleration_std * 0.25 + trade_pnl_velocity < -trade_pnl_velocity_std * 0.025 + and trade_pnl_acceleration < -trade_pnl_acceleration_std * 0.00625 ) trade_recent_pnl_spiking = ( - trade_recent_pnl_velocity > trade_recent_pnl_velocity_std * 1.5 - and trade_recent_pnl_acceleration > trade_recent_pnl_acceleration_std * 0.75 + trade_recent_pnl_velocity > trade_recent_pnl_velocity_std * 0.075 + and trade_recent_pnl_acceleration + > trade_recent_pnl_acceleration_std * 0.01875 ) trade_take_profit_price = self.get_take_profit_price( @@ -1180,11 +1181,11 @@ class QuickAdapterV3(IStrategy): f"Trade {trade.trade_direction} {trade.pair} stage {trade_exit_stage} | " f"Take Profit: {format_number(trade_take_profit_price)}, Rate: {format_number(current_rate)} | " f"Spiking: {trade_recent_pnl_spiking} " - f"(V:{trade_recent_pnl_velocity:.5f} S:{trade_recent_pnl_velocity_std:.5f}, " - f"A:{trade_recent_pnl_acceleration:.5f} S:{trade_recent_pnl_acceleration_std:.5f}) | " + f"(V:{format_number(trade_recent_pnl_velocity)} S:{format_number(trade_recent_pnl_velocity_std)}, " + f"A:{format_number(trade_recent_pnl_acceleration)} S:{format_number(trade_recent_pnl_acceleration_std)}) | " f"Declining: {trade_pnl_momentum_declining} " - f"(V:{trade_pnl_velocity:.5f} S:{trade_pnl_velocity_std:.5f}, " - f"A:{trade_pnl_acceleration:.5f} S:{trade_pnl_acceleration_std:.5f})" + f"(V:{format_number(trade_pnl_velocity)} S:{format_number(trade_pnl_velocity_std)}, " + f"A:{format_number(trade_pnl_acceleration)} S:{format_number(trade_pnl_acceleration_std)})" ), ) if trade_exit: