From a755bf73655a3734733d4030f5acdfadc7845d43 Mon Sep 17 00:00:00 2001
From: TPTBusiness <tpt.requests@pm.me>
Date: Fri, 1 May 2026 15:58:01 +0200
Subject: [PATCH] feat(optimizer): add max_positions parameter to Optuna search
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Add max_positions (1-5) as an optimizable hyperparameter across all
three Optuna search stages (coarse, fine, very fine). The parameter
scales effective position size as min(position_size_pct × max_positions,
1.0), allowing the optimizer to discover pyramiding strategies.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>