# ORB Phase 8 — Bar Size & Opening Range Window
#
# Tests whether larger simulation bars improve OOS Sharpe.
# Original ORB research showed monotonic improvement: 5m→30m→60m→90m bars.
# Now validating on 5-min-base strategy with IS/OOS split.
#
# Also tests orb_minutes (opening range duration): 5/10/15 min.
# Larger orb_minutes = wider range = fewer breakouts but potentially cleaner.
#
# 5 × 3 = 15 combinations
#
# Run:
#   python -m apps.intraday_bt.evaluate \
#     --config configs/intraday/orb_p7_winner.yaml \
#     --sweep configs/intraday/sweep_orb_p8_bars.yaml \
#     --start 2022-01-01 --split-date 2025-01-01 \
#     --top-n 15 --oos-sort \
#     --output runs/intraday_orb/phase8_eval.json

base_config: configs/intraday/orb_p7_winner.yaml

sweep:
  # Simulation bar size: larger bars = fewer whipsaws from intraday noise
  sim_bar_minutes: [5, 15, 30, 60, 90]

  # Opening range window: wider = stronger breakout signal
  orb_minutes: [5, 10, 15]

  compound_returns: [false]