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# ORB v55c Sweep — Kill switch + candidate pool size optimization
#
# Base: v55 (both + 10min + 90bar + atr=0.05 + be=1R + trail5R + trail_atr=0.3)
#
# Hypothesis: high-score candidates (high RVOL) stop out early → kills remaining
# good trades. Raising max_stops / loss limit allows more trades to execute.
# Also testing larger candidate pools (30/40) to see if more diversity helps.
#
# 5 × ×
base_config : configs/intraday/strategies/orb_v55_both_10min_90bar.yaml
sweep :
# Max stop-outs before halting new trades for the day
max_stops_per_day : [ 2 , 3 , 5 , 8 , 20 ]
# Daily loss limit as fraction of equity (null = no limit)
daily_max_loss_pct : [ 0.0075 , 0.0125 , 0.02 , 0.05 ]
# Candidate pool size
max_candidates : [ 15 , 20 , 30 ]