From: Jérôme Benoit Date: Tue, 6 May 2025 20:53:40 +0000 (+0200) Subject: perf(qav3): fine tune TP/SL distance scaling over time X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=f9f7eebc4e9b5722813edfadb495559f7a131e7d;p=freqai-strategies.git perf(qav3): fine tune TP/SL distance scaling over time Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 8629e67..8310459 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -45,7 +45,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): https://github.com/sponsors/robcaulk """ - version = "3.7.29" + version = "3.7.30" @cached_property def _optuna_config(self) -> dict: diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 8832199..2aa11b0 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -58,7 +58,7 @@ class QuickAdapterV3(IStrategy): INTERFACE_VERSION = 3 def version(self) -> str: - return "3.3.23" + return "3.3.24" timeframe = "5m" @@ -369,7 +369,7 @@ class QuickAdapterV3(IStrategy): return self.get_label_natr_ratio(pair) * 0.0125 def get_stoploss_natr_ratio(self, pair: str) -> float: - return self.get_label_natr_ratio(pair) * 0.675 + return self.get_label_natr_ratio(pair) * 0.75 def get_take_profit_natr_ratio(self, pair: str) -> float: return self.get_label_natr_ratio(pair) * 0.5 @@ -496,7 +496,7 @@ class QuickAdapterV3(IStrategy): current_rate * current_natr * self.get_stoploss_natr_ratio(trade.pair) - * (1 / math.log10(1 + 0.25 * trade_duration_candles)) + * (1 / math.log10(3.75 + 0.25 * trade_duration_candles)) ) def get_take_profit_distance(self, df: DataFrame, trade: Trade) -> Optional[float]: @@ -527,7 +527,7 @@ class QuickAdapterV3(IStrategy): trade.open_rate * take_profit_natr * self.get_take_profit_natr_ratio(trade.pair) - * math.log10(9 + trade_duration_candles) + * math.log10(9.75 + 0.25 * trade_duration_candles) ) def custom_stoploss(