From 462f7e5f009cd8db47c53722aef1e5e4a702972b Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Thu, 21 Aug 2025 16:40:44 +0200 Subject: [PATCH] perf(qav3): fine tune reversal confirmation at trade entry/exit 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 | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 6f470b1..ba87451 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -1125,7 +1125,7 @@ class QuickAdapterV3(IStrategy): min_natr_ratio_percent: float = 0.00999, max_natr_ratio_percent: float = 0.099, lookback_period: int = 1, - decay_ratio: float = 0.9, + decay_ratio: float = 0.5, ) -> bool: """ Confirm a reversal using a multi-candle lookback chain. @@ -1137,7 +1137,7 @@ class QuickAdapterV3(IStrategy): - A geometric decay is applied for each lookback step k: min_natr_ratio_percent/max_natr_ratio_percent bounds are multiplied by (decay_ratio ** k) and clamped to [0, 1] for the threshold computed on candle [-(k+1)]. - Default decay_ratio=0.9. + Default decay_ratio=0.5. Set decay_ratio=1.0 to disable decay and keep the current behavior. Fallbacks: - If thresholds or closes are unavailable for any k, only the current threshold condition is enforced. -- 2.43.0