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# ORB Rebuild Phase 2 — Stop Management Tuning
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#
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# After Phase 1 determines best (sim_bar_minutes, atr_stop_multiplier, entry_direction),
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# update base_config below to the Phase 1 winner, then sweep stop management params.
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#
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# 4 × 3 × 5 = 60 combinations (단리)
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#
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# IMPORTANT: Update base_config to Phase 1 winner before running!
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#
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# Run:
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# python -m apps.intraday_bt.evaluate \
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# --config configs/intraday/orb_default.yaml \
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# --sweep configs/intraday/sweep_orb_rebuild_p2.yaml \
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# --start 2022-01-01 --split-date 2025-01-01
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base_config: configs/intraday/orb_p1_winner.yaml # Phase 1 winner: sim_bar=5, atr_stop=1.0, long_only
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sweep:
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# Breakeven trigger: move stop to entry price at this R-multiple
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# Lower = lock in breakeven faster, higher = give more room
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breakeven_at_r: [0.5, 1.0, 2.0, 3.0]
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# Trailing stop activation R-multiple
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# Lower = start trailing sooner, higher = let winners run longer before trailing
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trailing_at_r: [2.0, 5.0, 10.0]
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# Trailing stop mode:
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# 0 = swing-low based (uses recent bar closes)
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# >0 = ATR-based (trail ATR × this value below peak)
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trailing_stop_atr_multiplier: [0.0, 0.1, 0.3, 0.5, 1.0]
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compound_returns: [false]
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