yirugi
/
fithia2
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
main
Branches Tags
${ item.name }
Create tag ${ searchTerm }
Create branch ${ searchTerm }
from 'a59b71e46a'
${ noResults }
fithia2/configs/intraday/sweep_orb_v59.yaml

19 lines
511 B
YAML
Raw Blame History Unescape Escape

This file contains ambiguous Unicode characters!

This file contains ambiguous Unicode characters that may be confused with others in your current locale. If your use case is intentional and legitimate, you can safely ignore this warning. Use the Escape button to highlight these characters.

# ORB v59 Sweep — Explore remaining dimensions with v59 base (atr=0.01)
#
# 3 × 3 × 3 × 2 = 54 combinations
base_config: configs/intraday/strategies/orb_v59_atr001.yaml
sweep:
# Simulation bar granularity (revisit with atr=0.01 ultra-tight stop)
sim_bar_minutes: [30, 60, 120]
# Candidate pool size (beyond 50)
max_candidates: [30, 50, 75]
# Order timeout: how long to wait for breakout fill after ORB
order_timeout_minutes: [20, 45, 60]
# Min RVOL threshold
min_rvol: [0.5, 1.0, 1.5]
Reference in New Issue View Git Blame Copy Permalink