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# ORB v58 Sweep — Explore even tighter stops + slippage + exit timing
#
# v57b showed atr_stop=0.03 beats 0.05. Does 0.01 or 0.02 go even further?
# Also testing slippage_bps and exit_minutes_before_close impact.
#
# 5 × ×
base_config : configs/intraday/strategies/orb_v58_atr003.yaml
sweep :
# Stop distance: test ultra-tight range below 0.03
atr_stop_multiplier : [ 0.01 , 0.02 , 0.03 , 0.05 , 0.08 ]
# Slippage assumption: optimistic vs realistic vs conservative
slippage_bps : [ 2.0 , 5.0 , 10.0 ]
# Exit timing before close (earlier = safer, later = more upside)
exit_minutes_before_close : [ 1 , 5 , 15 ]