From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Mon, 16 Jun 2025 11:36:57 +0000 (+0200)
Subject: perf(qav3): refine the pivot confirmation slopes threshold
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=fd070e6bbd9c2088d39398dc08d94b7332ce619c;p=freqai-strategies.git

perf(qav3): refine the pivot confirmation slopes threshold

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 69af6fd..6f0c72c 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -1327,7 +1327,7 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
+        min_threshold: float = 0.5,
         max_threshold: float = 0.75,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 4e04ab6..0d91aea 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -456,7 +456,7 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
+        min_threshold: float = 0.5,
         max_threshold: float = 0.75,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)