From: Jérôme Benoit Date: Thu, 7 Aug 2025 20:30:40 +0000 (+0200) Subject: perf(qav3): refine final trade exit conditions X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=6931453c0913ca8d21496db9d7eede504e79895a;p=freqai-strategies.git perf(qav3): refine final trade exit conditions Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index d6f1c30..9dcdb65 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -1152,13 +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 * 0.025 - and trade_pnl_acceleration < -trade_pnl_acceleration_std * 0.00625 + trade_pnl_velocity < -trade_pnl_velocity_std * 0.00375 + and trade_pnl_acceleration < -trade_pnl_acceleration_std * 0.0009375 ) trade_recent_pnl_spiking = ( - trade_recent_pnl_velocity > trade_recent_pnl_velocity_std * 0.075 + trade_recent_pnl_velocity > trade_recent_pnl_velocity_std * 0.015 and trade_recent_pnl_acceleration - > trade_recent_pnl_acceleration_std * 0.01875 + > trade_recent_pnl_acceleration_std * 0.00375 ) trade_take_profit_price = self.get_take_profit_price(