# ORB v55 Sweep — Exploring unexplored dimensions based on v54 best params
#
# v54 best params are fixed: atr_stop=0.05, breakeven=1R, trailing_at=10R,
#   trailing_atr=0.3, max_gap=null, settlement_days=1
#
# Dimensions NOT explored in sweep_orb_eval.yaml (324-combo sweep that produced v54):
#   entry_direction: only long_only was tested
#   sim_bar_minutes: only 90 was tested (after v50-v53 concluded 90 beats 5/15/30)
#   orb_minutes: only 15 was tested in v54 baseline
#
# 2 × 3 × 3 = 18 combinations — fast to evaluate
#
# Hypothesis:
#   - Both (long+short): captures breakdown setups in bear/choppy regimes
#   - Shorter sim bars (60): faster reaction to exits → less overnight-gap risk
#   - Longer sim bars (120): lets winners run further before check-in
#   - Shorter ORB (10min): tighter initial range → more precise breakout level
#   - Longer ORB (20min): broader range → fewer false breakouts

base_config: configs/intraday/strategies/orb_v54_optimized_90min.yaml

sweep:
  # Long-only vs adding short breakdowns (gap-down + break below ORB low)
  entry_direction: [long_only, both]

  # Simulation bar granularity (ORB candle is always 15-min as per base)
  sim_bar_minutes: [60, 90, 120]

  # Opening range window: how long to wait before looking for breakouts
  orb_minutes: [10, 15, 20]
