# ORB Phase 9 — Stop Management Fine-Tune
#
# Phase 2 found stop management barely matters (60 combos, identical trade counts).
# Phase 9 re-tests with Phase 8 winner params (ticker_cooldown=2, atr=1.25, etc.)
# which changed strategy behavior significantly (fewer, higher-quality trades).
#
# breakeven_at_r=0.0 → disabled (never move stop to entry)
# trailing_at_r=0.0 → disabled (no trailing stop, just ATR stop until EOD)
#
# 5 × 4 = 20 combinations
#
# Run:
#   python -m apps.intraday_bt.evaluate \
#     --config configs/intraday/orb_p8_winner.yaml \
#     --sweep configs/intraday/sweep_orb_p9_stops.yaml \
#     --start 2022-01-01 --split-date 2025-01-01 \
#     --top-n 20 --oos-sort \
#     --output runs/intraday_orb/phase9_eval.json

base_config: configs/intraday/orb_p8_winner.yaml

sweep:
  # Breakeven: when to move stop to entry price (lock in no-loss)
  # 0.0 = disabled, 1.0 = at 1R, 2.0 = at 2R, 3.0 = at 3R
  breakeven_at_r: [0.0, 1.0, 2.0, 3.0, 4.0]

  # Trailing stop activation: when to start trailing (must be >= breakeven)
  # 0.0 = disabled, else activates at N×R profit
  trailing_at_r: [0.0, 2.0, 3.0, 5.0]

  compound_returns: [false]