# ORB Phase 10 — Trailing Stop ATR Multiplier + Daily Risk Limits
#
# Phase 9 winner: BE=1.0R, trail=3.0R (OOS 2.119)
# Phase 10 fine-tunes how tightly the trailing stop tracks price:
#   trailing_stop_atr_multiplier: how many ATRs below peak to set trailing stop
#   Current: 0.3 (tight trail). Wider trail = trades breathe more but less locked profit.
#
# Also tests max_stops_per_day: tighter daily loss control.
#
# 4 × 3 = 12 combinations
#
# Run:
#   python -m apps.intraday_bt.evaluate \
#     --config configs/intraday/orb_p9_winner.yaml \
#     --sweep configs/intraday/sweep_orb_p10_trail_atr.yaml \
#     --start 2022-01-01 --split-date 2025-01-01 \
#     --top-n 12 --oos-sort \
#     --output runs/intraday_orb/phase10_eval.json

base_config: configs/intraday/orb_p9_winner.yaml

sweep:
  # Trailing stop tightness: ATRs below peak price (larger = looser trail)
  trailing_stop_atr_multiplier: [0.2, 0.3, 0.5, 0.8]

  # Max stops before halting for the day (risk control)
  max_stops_per_day: [2, 3, 4]

  compound_returns: [false]