# ORB v55c Sweep — Kill switch + candidate pool size optimization
#
# Base: v55 (both + 10min + 90bar + atr=0.05 + be=1R + trail5R + trail_atr=0.3)
#
# Hypothesis: high-score candidates (high RVOL) stop out early → kills remaining
# good trades. Raising max_stops / loss limit allows more trades to execute.
# Also testing larger candidate pools (30/40) to see if more diversity helps.
#
# 5 × 4 × 3 = 60 combinations

base_config: configs/intraday/strategies/orb_v55_both_10min_90bar.yaml

sweep:
  # Max stop-outs before halting new trades for the day
  max_stops_per_day: [2, 3, 5, 8, 20]

  # Daily loss limit as fraction of equity (null = no limit)
  daily_max_loss_pct: [0.0075, 0.0125, 0.02, 0.05]

  # Candidate pool size
  max_candidates: [15, 20, 30]
