config: set q_gap_threshold=0.1 as default — force trade selectivity

Q-gap was 0.0 (disabled) meaning the model traded on every bar regardless
of conviction. With 0.1, the model must have Q(best) - Q(flat) > 0.1
before entering a position. Local test showed 21% fewer trades.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-03-22 23:45:41 +01:00
parent de21ea514d
commit 95d9fdb034
4 changed files with 5 additions and 5 deletions

View File

@@ -81,7 +81,7 @@ w_idle = 0.01
dd_threshold = 0.01
loss_aversion = 1.5
time_decay_rate = 0.0005
q_gap_threshold = 0.0
q_gap_threshold = 0.1
[fixed]
use_branching = true # GPU pipeline requires branching
@@ -113,4 +113,4 @@ w_idle = 0.01
dd_threshold = 0.01
loss_aversion = 1.5
time_decay_rate = 0.0005
q_gap_threshold = 0.0
q_gap_threshold = 0.1

View File

@@ -72,4 +72,4 @@ w_idle = 0.01
dd_threshold = 0.01
loss_aversion = 1.5
time_decay_rate = 0.0005
q_gap_threshold = 0.0 # disabled by default — hyperopt searches [0.0, 0.5]
q_gap_threshold = 0.1 # trade only with conviction — hyperopt searches [0.0, 0.5]

View File

@@ -36,4 +36,4 @@ w_idle = 0.01
dd_threshold = 0.01
loss_aversion = 1.5
time_decay_rate = 0.0005
q_gap_threshold = 0.0
q_gap_threshold = 0.1

View File

@@ -3931,7 +3931,7 @@ mod tests {
assert_eq!(bounds[35], (0.01, 0.01)); // dd_threshold (FIXED in Fast phase)
assert_eq!(bounds[36], (1.5, 1.5)); // loss_aversion (FIXED in Fast phase)
assert_eq!(bounds[37], (0.0005, 0.0005)); // time_decay_rate (FIXED in Fast phase)
assert_eq!(bounds[38], (0.0, 0.0)); // q_gap_threshold (FIXED in Fast phase)
assert_eq!(bounds[38], (0.1, 0.1)); // q_gap_threshold (FIXED in Fast phase)
}
#[test]