# ORB Rebuild Phase 2 — Stop Management Tuning
#
# After Phase 1 determines best (sim_bar_minutes, atr_stop_multiplier, entry_direction),
# update base_config below to the Phase 1 winner, then sweep stop management params.
#
# 4 × 3 × 5 = 60 combinations (단리)
#
# IMPORTANT: Update base_config to Phase 1 winner before running!
#
# Run:
#   python -m apps.intraday_bt.evaluate \
#     --config configs/intraday/strategies/orb_default.yaml \
#     --sweep configs/intraday/sweep_orb_rebuild_p2.yaml \
#     --start 2022-01-01 --split-date 2025-01-01

base_config: configs/intraday/orb_p1_winner.yaml  # Phase 1 winner: sim_bar=5, atr_stop=1.0, long_only

sweep:
  # Breakeven trigger: move stop to entry price at this R-multiple
  # Lower = lock in breakeven faster, higher = give more room
  breakeven_at_r: [0.5, 1.0, 2.0, 3.0]

  # Trailing stop activation R-multiple
  # Lower = start trailing sooner, higher = let winners run longer before trailing
  trailing_at_r: [2.0, 5.0, 10.0]

  # Trailing stop mode:
  # 0 = swing-low based (uses recent bar closes)
  # >0 = ATR-based (trail ATR × this value below peak)
  trailing_stop_atr_multiplier: [0.0, 0.1, 0.3, 0.5, 1.0]

  compound_returns: [false]