From: Jérôme Benoit Date: Sun, 16 Nov 2025 12:09:52 +0000 (+0100) Subject: perf(qav3): lower reversal confirmation default expectation X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=f33df1f5a6ed3c33935e7f7cd39b72216b998874;p=freqai-strategies.git perf(qav3): lower reversal confirmation default expectation Signed-off-by: Jérôme Benoit --- diff --git a/README.md b/README.md index 300c3ee..1512060 100644 --- a/README.md +++ b/README.md @@ -47,8 +47,8 @@ docker compose up -d --build | _Reversal confirmation_ | | | | | 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.min_natr_ratio_percent | 0.0095 | float [0,1] | Lower bound fraction for volatility adjusted reversal threshold. | +| reversal_confirmation.max_natr_ratio_percent | 0.25 | 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/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 0fcf370..9e1c486 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -94,8 +94,8 @@ class QuickAdapterV3(IStrategy): default_reversal_confirmation: dict[str, int | float] = { "lookback_period": 0, "decay_ratio": 0.5, - "min_natr_ratio_percent": 0.0099, - "max_natr_ratio_percent": 0.33, + "min_natr_ratio_percent": 0.0095, + "max_natr_ratio_percent": 0.25, } position_adjustment_enable = True