Fix deploy script: add NT8.Strategies.dll to deployment pipeline

src/NT8.Adapters/Strategies/SimpleORBNT8.cs

@@ -24,7 +24,6 @@ namespace NinjaTrader.NinjaScript.Strategies
     public class SimpleORBNT8 : NT8StrategyBase
     {
         [NinjaScriptProperty]
-        [Optimizable]
         [Display(Name = "Opening Range Minutes", GroupName = "ORB Strategy", Order = 1)]
         [Range(5, 120)]
         public int OpeningRangeMinutes { get; set; }
@@ -35,13 +34,11 @@ namespace NinjaTrader.NinjaScript.Strategies
         public double StdDevMultiplier { get; set; }
 
         [NinjaScriptProperty]
-        [Optimizable]
         [Display(Name = "Stop Loss Ticks", GroupName = "ORB Risk", Order = 1)]
         [Range(1, 50)]
         public int StopTicks { get; set; }
 
         [NinjaScriptProperty]
-        [Optimizable]
         [Display(Name = "Profit Target Ticks", GroupName = "ORB Risk", Order = 2)]
         [Range(1, 100)]
         public int TargetTicks { get; set; }
@@ -51,7 +48,7 @@ namespace NinjaTrader.NinjaScript.Strategies
             if (State == State.SetDefaults)
             {
                 Name = "Simple ORB NT8";
-                Description = "Opening Range Breakout with NT8 SDK integration";
+                Description = "v0.4.0 | 2026-03-19 | NR7+ORB factors, PortfolioRiskManager, connection recovery, live account balance";
 
                 // Daily bar series is added automatically via AddDataSeries in Configure.
 
@@ -139,6 +136,32 @@ namespace NinjaTrader.NinjaScript.Strategies
             }
         }
 
+        /// <summary>
+        /// Appends ORB-specific parameters to the base settings export.
+        /// </summary>
+        protected override List<string> GetStrategySettingsLines()
+        {
+            var lines = base.GetStrategySettingsLines();
+
+            // Insert ORB section before the final === END SETTINGS === line
+            int endIdx = lines.Count - 1;
+            lines.Insert(endIdx, "--- ORB Strategy ---");
+            lines.Insert(endIdx + 1, string.Format("OpeningRangeMinutes: {0}", OpeningRangeMinutes));
+            lines.Insert(endIdx + 2, string.Format("StdDevMultiplier   : {0:F2}", StdDevMultiplier));
+            lines.Insert(endIdx + 3, string.Format("StopTicks          : {0}", StopTicks));
+            lines.Insert(endIdx + 4, string.Format("TargetTicks        : {0}", TargetTicks));
+
+            double tickDollarValue = 0.25 * 50.0;
+            if (Instrument != null && Instrument.MasterInstrument != null)
+                tickDollarValue = Instrument.MasterInstrument.TickSize * Instrument.MasterInstrument.PointValue;
+
+            lines.Insert(endIdx + 5, string.Format("StopDollars        : {0:C}", StopTicks * tickDollarValue));
+            lines.Insert(endIdx + 6, string.Format("TargetDollars      : {0:C}", TargetTicks * tickDollarValue));
+            lines.Insert(endIdx + 7, string.Format("RR_Ratio           : {0:F2}:1", (double)TargetTicks / StopTicks));
+
+            return lines;
+        }
+
         /// <summary>
         /// Builds a DailyBarContext from the secondary daily bar series.
         /// Returns a context with Count=0 if fewer than 2 daily bars are available.