From 41f9d3b0536cea8fbb28c7a27fcf6a65c2b2b8bb Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Mon, 24 Nov 2025 18:47:09 +0100 Subject: [PATCH] perf(qav3): sensbile reversal confirmation defaults MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- README.md | 4 ++-- quickadapter/user_data/strategies/QuickAdapterV3.py | 4 ++-- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/README.md b/README.md index c44259b..e7de678 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 | 0.0095 | float [0,1] | Lower bound fraction for volatility adjusted reversal threshold. | -| reversal_confirmation.max_natr_ratio_percent | 0.2 | float [0,1] | Upper bound fraction (>= lower bound) for volatility adjusted reversal threshold. | +| reversal_confirmation.min_natr_ratio_percent | 0.01 | float [0,1] | Lower bound fraction for volatility adjusted reversal threshold. | +| reversal_confirmation.max_natr_ratio_percent | 0.1 | 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 080065a..fe6b7e1 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -122,8 +122,8 @@ class QuickAdapterV3(IStrategy): default_reversal_confirmation: ClassVar[dict[str, int | float]] = { "lookback_period": 0, "decay_ratio": 0.5, - "min_natr_ratio_percent": 0.0095, - "max_natr_ratio_percent": 0.2, + "min_natr_ratio_percent": 0.01, + "max_natr_ratio_percent": 0.1, } position_adjustment_enable = True -- 2.43.0