You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
This file contains ambiguous Unicode characters that may be confused with others in your current locale. If your use case is intentional and legitimate, you can safely ignore this warning. Use the Escape button to highlight these characters.
# ORB v55 Sweep — Exploring unexplored dimensions based on v54 best params
#
# v54 best params are fixed: atr_stop=0.05, breakeven=1R, trailing_at=10R,
# trailing_atr=0.3, max_gap=null, settlement_days=1
#
# Dimensions NOT explored in sweep_orb_eval.yaml (324-combo sweep that produced v54):
# entry_direction: only long_only was tested
# sim_bar_minutes: only 90 was tested (after v50-v53 concluded 90 beats 5/15/30)
# orb_minutes: only 15 was tested in v54 baseline
#
# 2 × ×
#
# Hypothesis:
# - Both (long+short): captures breakdown setups in bear/choppy regimes
# - Shorter sim bars (60): faster reaction to exits → less overnight-gap risk
# - Longer sim bars (120): lets winners run further before check-in
# - Shorter ORB (10min): tighter initial range → more precise breakout level
# - Longer ORB (20min): broader range → fewer false breakouts
base_config : configs/intraday/strategies/orb_v54_optimized_90min.yaml
sweep :
# Long-only vs adding short breakdowns (gap-down + break below ORB low)
entry_direction : [ long_only, both]
# Simulation bar granularity (ORB candle is always 15-min as per base)
sim_bar_minutes : [ 60 , 90 , 120 ]
# Opening range window: how long to wait before looking for breakouts
orb_minutes : [ 10 , 15 , 20 ]