# ORB v58 Sweep — Explore even tighter stops + slippage + exit timing
#
# v57b showed atr_stop=0.03 beats 0.05. Does 0.01 or 0.02 go even further?
# Also testing slippage_bps and exit_minutes_before_close impact.
#
# 5 × 3 × 3 = 45 combinations

base_config: configs/intraday/strategies/orb_v58_atr003.yaml

sweep:
  # Stop distance: test ultra-tight range below 0.03
  atr_stop_multiplier: [0.01, 0.02, 0.03, 0.05, 0.08]

  # Slippage assumption: optimistic vs realistic vs conservative
  slippage_bps: [2.0, 5.0, 10.0]

  # Exit timing before close (earlier = safer, later = more upside)
  exit_minutes_before_close: [1, 5, 15]