From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Thu, 5 Jun 2025 22:47:35 +0000 (+0200)
Subject: perf(qav3): tune pivot labeling momentum confirmation
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=cc129a1d325c6a6efcd1022114430c1a631466d3;p=freqai-strategies.git

perf(qav3): tune pivot labeling momentum confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 930b889..f09b1ac 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -1195,8 +1195,8 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.5,
-        max_strength: float = 1.5,
+        min_strength: float = 0.4,
+        max_strength: float = 1.8,
         volatility_exponent: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index cee1b45..8cb082d 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -461,8 +461,8 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.5,
-        max_strength: float = 1.5,
+        min_strength: float = 0.4,
+        max_strength: float = 1.8,
         volatility_exponent: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)