From 0950d488fa6a610e649f24066023bc80b6fa48a7 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Thu, 7 Aug 2025 23:25:05 +0200 Subject: [PATCH] perf(qav3): tune trade final exit conditions, take ? MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- quickadapter/user_data/strategies/QuickAdapterV3.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 9dcdb65..40bd39e 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -64,7 +64,7 @@ class QuickAdapterV3(IStrategy): INTERFACE_VERSION = 3 def version(self) -> str: - return "3.3.144" + return "3.3.145" timeframe = "5m" @@ -233,7 +233,7 @@ class QuickAdapterV3(IStrategy): ), ) self._max_history_size = int(12 * 60 * 60 / process_throttle_secs) - self._pnl_momentum_window_size = int(10 * 60 / process_throttle_secs) + self._pnl_momentum_window_size = int(20 * 60 / process_throttle_secs) def feature_engineering_expand_all( self, dataframe: DataFrame, period: int, metadata: dict[str, Any], **kwargs @@ -1152,13 +1152,13 @@ class QuickAdapterV3(IStrategy): trade_recent_pnl_acceleration_std, ) = self.get_trade_pnl_momentum(trade) trade_pnl_momentum_declining = ( - trade_pnl_velocity < -trade_pnl_velocity_std * 0.00375 - and trade_pnl_acceleration < -trade_pnl_acceleration_std * 0.0009375 + trade_pnl_velocity < -trade_pnl_velocity_std * 0.0025 + and trade_pnl_acceleration < -trade_pnl_acceleration_std * 0.000625 ) trade_recent_pnl_spiking = ( - trade_recent_pnl_velocity > trade_recent_pnl_velocity_std * 0.015 + trade_recent_pnl_velocity > trade_recent_pnl_velocity_std * 0.1 and trade_recent_pnl_acceleration - > trade_recent_pnl_acceleration_std * 0.00375 + > trade_recent_pnl_acceleration_std * 0.025 ) trade_take_profit_price = self.get_take_profit_price( -- 2.43.0