strategy_mode: orb
orb_strategy:
  orb_minutes: 5
  sim_bar_minutes: 30
  entry_direction: long_only
  order_timeout_minutes: 30
  min_price: 10.0
  min_avg_dollar_volume: 25000000
  min_atr_14: 0.5
  min_rvol: 1.0
  max_candidates: 20
  min_candidates_to_trade: 3
  weight_rvol: 0.6
  weight_gap: 0.25
  weight_dollar_vol: 0.15
  atr_stop_multiplier: 0.5
  breakeven_at_r: 3.0
  trailing_at_r: 3.0
  risk_per_trade_pct: 0.0025
  max_position_pct: 0.2
  daily_max_loss_pct: 0.0125
  max_stops_per_day: 3
  exit_minutes_before_close: 5
  slippage_bps: 5.0
  initial_capital: 10000
  ticker_cooldown_days: 0
  settlement_days: 1
  max_gap_pct: 0.02
  market_regime_spy_threshold: -0.005
universe:
  source: midlarge
  min_price: 10.0
backtest:
  start_date: null
  end_date: null
  lookback_trading_days: 200
  pre_screen_threshold: 0.01
cache:
  enabled: true
  dir: data/cache/intraday
output:
  dir: runs/intraday_orb
  verbose: false