From f9f7eebc4e9b5722813edfadb495559f7a131e7d Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Tue, 6 May 2025 22:53:40 +0200 Subject: [PATCH] perf(qav3): fine tune TP/SL distance scaling over time MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- .../user_data/freqaimodels/QuickAdapterRegressorV3.py | 2 +- quickadapter/user_data/strategies/QuickAdapterV3.py | 8 ++++---- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 8629e67..8310459 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -45,7 +45,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): https://github.com/sponsors/robcaulk """ - version = "3.7.29" + version = "3.7.30" @cached_property def _optuna_config(self) -> dict: diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 8832199..2aa11b0 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -58,7 +58,7 @@ class QuickAdapterV3(IStrategy): INTERFACE_VERSION = 3 def version(self) -> str: - return "3.3.23" + return "3.3.24" timeframe = "5m" @@ -369,7 +369,7 @@ class QuickAdapterV3(IStrategy): return self.get_label_natr_ratio(pair) * 0.0125 def get_stoploss_natr_ratio(self, pair: str) -> float: - return self.get_label_natr_ratio(pair) * 0.675 + return self.get_label_natr_ratio(pair) * 0.75 def get_take_profit_natr_ratio(self, pair: str) -> float: return self.get_label_natr_ratio(pair) * 0.5 @@ -496,7 +496,7 @@ class QuickAdapterV3(IStrategy): current_rate * current_natr * self.get_stoploss_natr_ratio(trade.pair) - * (1 / math.log10(1 + 0.25 * trade_duration_candles)) + * (1 / math.log10(3.75 + 0.25 * trade_duration_candles)) ) def get_take_profit_distance(self, df: DataFrame, trade: Trade) -> Optional[float]: @@ -527,7 +527,7 @@ class QuickAdapterV3(IStrategy): trade.open_rate * take_profit_natr * self.get_take_profit_natr_ratio(trade.pair) - * math.log10(9 + trade_duration_candles) + * math.log10(9.75 + 0.25 * trade_duration_candles) ) def custom_stoploss( -- 2.43.0