fithia2/configs/intraday/sweep_orb_eval.yaml

# ORB Evaluation Sweep — Focused Parameters for IS/OOS Validation
# Tests the 5 most impactful parameters from prior sweeps.
# 4 × 3 × 3 × 3 × 3 = 324 combinations (manageable for walk-forward)
#
# Fixed from v52 base: orb_minutes=15, sim_bar_minutes=90,
#   max_candidates=20, risk_per_trade_pct=0.0025, settlement_days=1,
#   compound_returns=false

sweep:
  # Stop distance: tight (0.05) vs moderate (0.08, 0.10) vs wide (0.15)
  atr_stop_multiplier: [0.05, 0.08, 0.10, 0.15]

  # Breakeven trigger: aggressive (1R) vs moderate (2R) vs patient (3R)
  breakeven_at_r: [1.0, 2.0, 3.0]

  # Trailing stop activation: moderate (5R) vs patient (10R) vs very patient (15R)
  trailing_at_r: [5.0, 10.0, 15.0]

  # ATR-based trailing distance: tight (0.3) vs moderate (0.5) vs wide (1.0)
  trailing_stop_atr_multiplier: [0.3, 0.5, 1.0]

  # Max gap filter: no cap vs 1% (current) vs 3% vs 5%
  max_gap_pct: [0.01, 0.03, null]