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# ORB Phase 9 — Stop Management Fine-Tune
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#
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# Phase 2 found stop management barely matters (60 combos, identical trade counts).
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# Phase 9 re-tests with Phase 8 winner params (ticker_cooldown=2, atr=1.25, etc.)
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# which changed strategy behavior significantly (fewer, higher-quality trades).
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#
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# breakeven_at_r=0.0 → disabled (never move stop to entry)
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# trailing_at_r=0.0 → disabled (no trailing stop, just ATR stop until EOD)
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#
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# 5 × 4 = 20 combinations
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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_p8_winner.yaml \
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# --sweep configs/intraday/sweep_orb_p9_stops.yaml \
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# --start 2022-01-01 --split-date 2025-01-01 \
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# --top-n 20 --oos-sort \
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# --output runs/intraday_orb/phase9_eval.json
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base_config: configs/intraday/orb_p8_winner.yaml
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sweep:
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# Breakeven: when to move stop to entry price (lock in no-loss)
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# 0.0 = disabled, 1.0 = at 1R, 2.0 = at 2R, 3.0 = at 3R
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breakeven_at_r: [0.0, 1.0, 2.0, 3.0, 4.0]
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# Trailing stop activation: when to start trailing (must be >= breakeven)
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# 0.0 = disabled, else activates at N×R profit
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trailing_at_r: [0.0, 2.0, 3.0, 5.0]
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compound_returns: [false]
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