From: Jérôme Benoit Date: Wed, 19 Mar 2025 02:02:29 +0000 (+0100) Subject: fix(qav3): revert to fixed stoploss distance X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=8ff9628db73152495b115914a2374f29fe33a1de;p=freqai-strategies.git fix(qav3): revert to fixed stoploss distance Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 0451999..291169d 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -3,7 +3,6 @@ import logging from functools import reduce import datetime from pathlib import Path -from statistics import fmean import talib.abstract as ta from pandas import DataFrame, Series from technical import qtpylib @@ -410,13 +409,9 @@ class QuickAdapterV3(IStrategy): def get_trade_stoploss_distance(self, df: DataFrame, trade: Trade) -> float: entry_natr = self.get_trade_entry_natr(df, trade) - if not entry_natr: - return 0.0 - last_natr = df["natr_ratio_labeling_window"].iloc[-1] - if not last_natr: + if not entry_natr or entry_natr <= 0: return 0.0 - natr = fmean([entry_natr, last_natr]) - return trade.open_rate * natr * self.trailing_stoploss_natr_ratio + return trade.open_rate * entry_natr * self.trailing_stoploss_natr_ratio def custom_stoploss( self,