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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Mon, 19 May 2025 14:47:54 +0000 (16:47 +0200)] 
perf(qav3): make label period contribute to pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 12:38:08 +0000 (14:38 +0200)]
fix(qav3): improve numerical stability at TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 10:14:32 +0000 (12:14 +0200)]
fix(qav3): better handling of low volality regime at pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 09:44:48 +0000 (11:44 +0200)]
fix(qav3): handle volality close to zero at pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 09:22:07 +0000 (11:22 +0200)]
fix(qav3): avoid log usage on values that can be close to zero
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 00:30:02 +0000 (02:30 +0200)]
fix(qav3): properly adapt slope strength min/max to log space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 23:09:51 +0000 (01:09 +0200)]
fix(qav3): handle assets with close to zero at pivot labeling
use a log space for prices
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 19:11:40 +0000 (21:11 +0200)]
refactor(qav3): code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 13:58:20 +0000 (15:58 +0200)]
refactor(qa3v): trivial code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 13:26:48 +0000 (15:26 +0200)]
refactor(qav3): trivial code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 04:43:22 +0000 (06:43 +0200)]
refactor(qav3): cleanup conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 22:36:10 +0000 (00:36 +0200)]
refactor(qav3): align natr value checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 22:19:37 +0000 (00:19 +0200)]
fix(qav3): make TP/SL targets handle assets with price close to zero
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 19:26:59 +0000 (21:26 +0200)]
refactor(qav3): technical analysis utils code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 19:09:47 +0000 (21:09 +0200)]
fix(qav3): handle MO optuna pareto front set with one value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 16:46:58 +0000 (18:46 +0200)]
refactor(qav3): cleanup pivot labeling implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 16:20:15 +0000 (18:20 +0200)]
perf(qav3): tune pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:53:07 +0000 (14:53 +0200)]
refactor(qav3): cleanup pivot labeling defaults handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:37:58 +0000 (14:37 +0200)]
perf(qav3): tune min slope strength range
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:17:21 +0000 (14:17 +0200)]
chore(qav3): bump version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:08:11 +0000 (14:08 +0200)]
perf(qav3): volatility aware min slope strength
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 09:59:40 +0000 (11:59 +0200)]
perf(qav3): optimize pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 00:32:05 +0000 (02:32 +0200)]
perf(qav3): refine pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 16 May 2025 23:28:54 +0000 (01:28 +0200)]
perf(qav3): capture labeled pivot reversal strength
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 16 May 2025 10:53:54 +0000 (12:53 +0200)]
refactor(qav3): cleanup pivot labeling code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 16 May 2025 08:50:17 +0000 (10:50 +0200)]
perf(qav3): improve pivot labeling algorithm
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 20:42:40 +0000 (22:42 +0200)]
refactor(reforcexy): refine default configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 20:02:46 +0000 (22:02 +0200)]
chore(reforcexy): add ft interface version to strategy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 19:30:50 +0000 (21:30 +0200)]
docs(README.md): refine title syntax
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 19:23:05 +0000 (21:23 +0200)]
Create README.md
Jérôme Benoit [Wed, 14 May 2025 17:37:06 +0000 (19:37 +0200)]
refactor(qav3): add missing type
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 14:56:41 +0000 (16:56 +0200)]
refactor(qav3): cleanup variables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 12 May 2025 12:28:38 +0000 (14:28 +0200)]
perf(qav3): tune initial stoploss NATR ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 12 May 2025 08:49:42 +0000 (10:49 +0200)]
fix(qav3): ensure bounds are initialized at entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 11 May 2025 20:56:28 +0000 (22:56 +0200)]
refactor(qav3): refine TP debug log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 11 May 2025 17:53:47 +0000 (19:53 +0200)]
refactor(qav3): cleanup functions namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 10 May 2025 13:33:50 +0000 (15:33 +0200)]
perf(qav3): tune TP NATR ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 10 May 2025 13:08:37 +0000 (15:08 +0200)]
perf(qav3): tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 9 May 2025 10:50:47 +0000 (12:50 +0200)]
perf(qav3): increase threshold to confirm labeled pivot
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 8 May 2025 22:34:14 +0000 (00:34 +0200)]
fix(qav3): relax slope check at pivot labeling to handle corner case
pullback with huge high candle
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 8 May 2025 20:59:17 +0000 (22:59 +0200)]
fix(qav3): filter noisy candles in pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 8 May 2025 18:49:32 +0000 (20:49 +0200)]
fix(qav3): allow to validate pivot over a moving confirmation window
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 8 May 2025 17:02:44 +0000 (19:02 +0200)]
fix(qav3): revert too strict pivot timing checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 8 May 2025 16:04:29 +0000 (18:04 +0200)]
refactor(qav3): less stricter timing check for pivot on even window
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 8 May 2025 15:02:52 +0000 (17:02 +0200)]
fix(qav3): filter noisy reversal identification in zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 7 May 2025 13:27:46 +0000 (15:27 +0200)]
perf(qav3): adjust TP price with the volatility
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 6 May 2025 21:21:13 +0000 (23:21 +0200)]
fix(qav3): add inputs safeguard to zero_lag_series()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 6 May 2025 20:53:40 +0000 (22:53 +0200)]
perf(qav3): fine tune TP/SL distance scaling over time
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 6 May 2025 19:06:52 +0000 (21:06 +0200)]
refactor(qav3): cleanup confirm_trade_entry()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 6 May 2025 11:33:21 +0000 (13:33 +0200)]
refactor(qav3): cleanup confirm_trade_entry()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 6 May 2025 09:28:53 +0000 (11:28 +0200)]
refactor(qav3): variable namespace cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 5 May 2025 19:09:27 +0000 (21:09 +0200)]
refactor(qav3): zigzag() trivial code cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 5 May 2025 18:35:22 +0000 (20:35 +0200)]
refactor(qav3):add robustness to reversal pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 5 May 2025 17:45:26 +0000 (19:45 +0200)]
refactor(qav3): untangle candidate pivot handling some more
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 5 May 2025 16:48:01 +0000 (18:48 +0200)]
fix(qav3): untangle candidate pivot logic from confirmed pivot one
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 21:24:51 +0000 (23:24 +0200)]
perf(qav3): stricter depth check at pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 19:08:04 +0000 (21:08 +0200)]
perf(qav3): refine pivot labeling confirmation window
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 18:50:18 +0000 (20:50 +0200)]
perf(qav3): improve reversal confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 18:21:34 +0000 (20:21 +0200)]
refactor(qav3): remove dead code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 18:19:27 +0000 (20:19 +0200)]
fix(qav3): revert candle pattern usage to label reversal pivots
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 17:32:03 +0000 (19:32 +0200)]
perf(qav3): tune TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 17:24:18 +0000 (19:24 +0200)]
fix(qav3): add reversal confirmation at reversal extrema validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 11:48:27 +0000 (13:48 +0200)]
refactor(configs): refine DB naming
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 11:03:09 +0000 (13:03 +0200)]
perf(qav3): optimize reversal pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 4 May 2025 09:12:28 +0000 (11:12 +0200)]
refactor(configs): move tunables to configuration file
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 3 May 2025 19:27:43 +0000 (21:27 +0200)]
refactor(qav3): TP code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 3 May 2025 18:53:48 +0000 (20:53 +0200)]
perf(qav3): improve TP and trade entry validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 3 May 2025 10:15:11 +0000 (12:15 +0200)]
perf(qav3): tune TP and trade confirmation checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 2 May 2025 21:00:10 +0000 (23:00 +0200)]
refactor(qav3): cleanup zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 2 May 2025 09:27:58 +0000 (11:27 +0200)]
refactor(qav3): code formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 2 May 2025 09:06:37 +0000 (11:06 +0200)]
refactor(qav3): cleanup zigzag() implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 1 May 2025 20:33:32 +0000 (22:33 +0200)]
feat(qav3): add fractals filtering to reversal pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 30 Apr 2025 22:42:15 +0000 (00:42 +0200)]
fix(qav3): use the proper trade attribute to count per side
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 30 Apr 2025 22:13:18 +0000 (00:13 +0200)]
perf(qav3): tune SL
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 30 Apr 2025 22:08:21 +0000 (00:08 +0200)]
refactor(qav3): cleanup trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 30 Apr 2025 19:21:42 +0000 (21:21 +0200)]
perf(qav3): move label optuna optimization to model fit()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 30 Apr 2025 18:19:41 +0000 (20:19 +0200)]
perf(qav3): fine tune TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 30 Apr 2025 15:22:06 +0000 (17:22 +0200)]
perf(qav3): tune extrema with reversal confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 30 Apr 2025 10:44:08 +0000 (12:44 +0200)]
perf(qav3): fine tune extrema thresholds
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 28 Apr 2025 20:51:50 +0000 (22:51 +0200)]
refactor(qav3): more cleanup to zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 28 Apr 2025 16:04:17 +0000 (18:04 +0200)]
perf(qav3): fine tune TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 28 Apr 2025 15:56:46 +0000 (17:56 +0200)]
fix(qav3): fiw SL/TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 28 Apr 2025 09:30:14 +0000 (11:30 +0200)]
refactor(qav3): cleanup zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 27 Apr 2025 14:42:27 +0000 (16:42 +0200)]
perf(qav3): fine tune label natr ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 27 Apr 2025 14:29:07 +0000 (16:29 +0200)]
refactor(qav3): cleanup zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 27 Apr 2025 11:42:54 +0000 (13:42 +0200)]
fix(qav3): fix zigzag initial pivot identification
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 26 Apr 2025 21:57:47 +0000 (23:57 +0200)]
refactor(qav3): cleanup variables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 26 Apr 2025 21:48:55 +0000 (23:48 +0200)]
refactor(qav3): cleanup zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 26 Apr 2025 20:25:48 +0000 (22:25 +0200)]
refactor(qav3): cleanup variables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 26 Apr 2025 19:43:23 +0000 (21:43 +0200)]
perf(qav3): add depth to zigzag algo to filter labeling noise
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 25 Apr 2025 09:19:27 +0000 (11:19 +0200)]
perf(qav3): fine tune entry signal thresholds
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 24 Apr 2025 17:45:26 +0000 (19:45 +0200)]
perf(qav3): tighten stoploss
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 23 Apr 2025 16:49:36 +0000 (18:49 +0200)]
refactor(reforcexy): cache properties
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 23 Apr 2025 16:07:43 +0000 (18:07 +0200)]
perf(qav3): fine tune trade opening confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 19:49:59 +0000 (21:49 +0200)]
refactor(reforcexy): protections cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 19:14:41 +0000 (21:14 +0200)]
perf(qav3): look for min/max prediction thresholds over at least 2 label
periods
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 14:41:24 +0000 (16:41 +0200)]
perf(qav3): fine tune prediction min/max thresholds
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 11:37:47 +0000 (13:37 +0200)]
fix(qav3): fix take profit distance computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 20 Apr 2025 20:22:31 +0000 (22:22 +0200)]
perf(qav3): handle labeling optimization corner cases
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 20 Apr 2025 18:42:56 +0000 (20:42 +0200)]
perf(qav3): target scaled NATR in labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
