From: Jérôme Benoit Date: Wed, 27 Aug 2025 19:56:56 +0000 (+0200) Subject: perf(qav3): less strict pivot confirmation X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=7d46a0bcdfaa287b23ee6024a98adb9f1edbe0fe;p=freqai-strategies.git perf(qav3): less strict pivot confirmation Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index df36e97..bfcb110 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -162,8 +162,8 @@ ], // "label_metric": "chebyshev", // "label_weights": [ - // 0.25, - // 0.75 + // 0.4, + // 0.6 // ], // "label_metric": "hellinger", // "label_weights": [ diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index c172b79..086daeb 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 = 0.6, + 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=0.6. + 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.