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# ORB Phase 10 — Trailing Stop ATR Multiplier + Daily Risk Limits
#
# Phase 9 winner: BE=1.0R, trail=3.0R (OOS 2.119)
# Phase 10 fine-tunes how tightly the trailing stop tracks price:
# trailing_stop_atr_multiplier: how many ATRs below peak to set trailing stop
# Current: 0.3 (tight trail). Wider trail = trades breathe more but less locked profit.
#
# Also tests max_stops_per_day: tighter daily loss control.
#
# 4 ×
#
# Run:
# python -m apps.intraday_bt.evaluate \
# --config configs/intraday/orb_p9_winner.yaml \
# --sweep configs/intraday/sweep_orb_p10_trail_atr.yaml \
# --start 2022-01-01 --split-date 2025-01-01 \
# --top-n 12 --oos-sort \
# --output runs/intraday_orb/phase10_eval.json
base_config : configs/intraday/orb_p9_winner.yaml
sweep :
# Trailing stop tightness: ATRs below peak price (larger = looser trail)
trailing_stop_atr_multiplier : [ 0.2 , 0.3 , 0.5 , 0.8 ]
# Max stops before halting for the day (risk control)
max_stops_per_day : [ 2 , 3 , 4 ]
compound_returns : [ false ]