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# ORB v55b Sweep — Re-optimize stop/breakeven/trailing for long+short (both) + 10min ORB
#
# v55 base: entry_direction=both, orb_minutes=10, sim_bar_minutes=90
# v54 optimal stop params (atr=0.05, be=1R, trail_at=10R, trail_atr=0.3) were
# found with long_only. With short breakdowns added, the optimal params may differ.
#
# 4 × × ×
base_config : configs/intraday/strategies/orb_v55_both_10min_90bar.yaml
sweep :
# Stop distance
atr_stop_multiplier : [ 0.05 , 0.08 , 0.10 , 0.15 ]
# Breakeven trigger
breakeven_at_r : [ 1.0 , 2.0 , 3.0 ]
# Trailing activation
trailing_at_r : [ 5.0 , 10.0 , 15.0 ]
# ATR-based trailing distance
trailing_stop_atr_multiplier : [ 0.3 , 0.5 , 1.0 ]