From: Jérôme Benoit Date: Sun, 9 Nov 2025 15:11:53 +0000 (+0100) Subject: perf(qav3): fine tune reversal confirmation defaults X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=7ddac05452b6bca93ebb288e2897bea49b8daacd;p=freqai-strategies.git perf(qav3): fine tune reversal confirmation defaults Signed-off-by: Jérôme Benoit --- diff --git a/README.md b/README.md index 7a21bba..10b21fb 100644 --- a/README.md +++ b/README.md @@ -48,7 +48,7 @@ docker compose up -d --build | reversal_confirmation.lookback_period | 0 | int >= 0 | Prior confirming candles; 0 = none. | | reversal_confirmation.decay_ratio | 0.5 | float (0,1] | Geometric per-candle relaxation factor. | | reversal_confirmation.min_natr_ratio_percent | 0.0099 | float [0,1] | Lower bound fraction for volatility adjusted reversal threshold. | -| reversal_confirmation.max_natr_ratio_percent | 0.33 | float [0,1] | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold. | +| reversal_confirmation.max_natr_ratio_percent | 0.2 | float [0,1] | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold. | | _Regressor model_ | | | | | freqai.regressor | `xgboost` | enum {`xgboost`,`lightgbm`} | Machine learning regressor algorithm. | | _Extrema smoothing_ | | | | diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py index 70abc61..3f85b50 100644 --- a/ReforceXY/user_data/freqaimodels/ReforceXY.py +++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py @@ -2448,7 +2448,6 @@ class MyRLEnv(Base5ActionRLEnv): """ Execute trade based on the given action """ - if not self.is_tradesignal(action): return None diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 23de0f2..32ac9c7 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -69,7 +69,7 @@ class QuickAdapterV3(IStrategy): INTERFACE_VERSION = 3 def version(self) -> str: - return "3.3.167" + return "3.3.168" timeframe = "5m" @@ -89,7 +89,7 @@ class QuickAdapterV3(IStrategy): "lookback_period": 0, "decay_ratio": 0.5, "min_natr_ratio_percent": 0.0099, - "max_natr_ratio_percent": 0.33, + "max_natr_ratio_percent": 0.2, } position_adjustment_enable = True