# ORB Rebuild Phase 1 — Core Structure Sweep
#
# Post bar_close fix: all stop/peak/R-multiple logic now uses bar close price.
# Start from strategies/orb_default.yaml and sweep the 3 most impactful parameters.
#
# Key question: which bar size + stop distance + direction works best
# now that stops use realistic close prices (not theoretical stop level)?
#
# 5 × 5 × 2 = 50 combinations (단리)
#
# Run:
#   python -m apps.intraday_bt.evaluate \
#     --config configs/intraday/strategies/orb_default.yaml \
#     --sweep configs/intraday/sweep_orb_rebuild_p1.yaml \
#     --start 2022-01-01 --split-date 2025-01-01
#
# Or quick test (no IS/OOS split):
#   python -m apps.intraday_bt.run \
#     --config configs/intraday/strategies/orb_default.yaml \
#     --sweep configs/intraday/sweep_orb_rebuild_p1.yaml \
#     --start 2022-01-01

base_config: configs/intraday/strategies/orb_default.yaml

sweep:
  # Bar size: how often the trader checks price
  # 5min = near-continuous, 120min = check twice per session
  sim_bar_minutes: [5, 15, 30, 60, 120]

  # Stop distance as fraction of ATR(14)
  # With bar_close fix, stop only triggers when close is past stop level
  # Smaller stops = more sensitive, larger = more room to breathe
  atr_stop_multiplier: [0.10, 0.20, 0.30, 0.50, 1.00]

  # Direction: long-only (bullish ORB candle) vs both (long + short)
  entry_direction: [long_only, both]

  # Force simple returns for all combinations
  compound_returns: [false]