fithia2/configs/intraday/sweep_orb_v57b.yaml

# ORB v57b Sweep — Re-optimize stop params + risk sizing with v57 base
#
# With 5-min ORB + 50 cands + 120-bar, the optimal stop/risk params may differ.
# Also exploring risk_per_trade_pct: larger risk = more shares per trade.
#
# 4 × 3 × 3 × 2 = 72 combinations

base_config: configs/intraday/strategies/orb_v57_5min_50cands.yaml

sweep:
  # Stop distance
  atr_stop_multiplier: [0.03, 0.05, 0.08, 0.10]

  # Breakeven trigger
  breakeven_at_r: [1.0, 2.0, 3.0]

  # Trailing activation
  trailing_at_r: [3.0, 5.0, 10.0]

  # Risk per trade: 0.0025 (conservative) vs 0.005 (moderate)
  risk_per_trade_pct: [0.0025, 0.005]