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Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

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- S7 Liquidity Sweep: built, tested across 6 pairs, tight SL (1.0 ATR) on GBP_JPY
  is Phase 2 candidate (107 trades, OOS PF 1.39, gen ratio 1.81)
- S8 Order Block: built, tested on GBP_JPY (watchlist, 32 trades, OOS PF 1.55)
- S9 London Session: built, tested across 8 pairs with filter experiments
  GBP_USD (OOS PF 1.45) and GBP_AUD filtered (OOS PF 1.94) advance to Phase 2
- Added OBV indicator to technical.py
- Added GBP_NZD to engine spread/pip config
- Standalone OANDA fetcher (bypasses Supabase dependency)
- Fetched EUR_GBP, EUR_USD, GBP_NZD H1 data (2021-2023)
- Consolidated STRATEGY_LEARNINGS.md with full Phase 1 scorecard and 11 design principles
- Phase 2 roster: S7/GBP_JPY, S9/GBP_USD, S9F/GBP_AUD, S4-F/EUR_AUD, S3/GBP_JPY

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
Brent Neale
2026-02-19 13:56:03 +10:00
co-authored by Claude Opus 4.6
parent 70a216d695
commit 39a6536284
83 changed files with 7737 additions and 94 deletions
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results/phase1/S7_TEST_trades.csv
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timestamp,strategy_id,pair,signal_direction,entry_price,sl_price,tp1_price,tp2_price,tp3_price,lot_size,confluence_score,session,spread_at_entry,atr_at_entry,adx_at_entry,rsi_at_entry,ema_50_value,ema_200_value,vwap_deviation,news_within_60min,macd_hist_at_entry,stoch_k_at_entry,distance_from_ema50_pips,candle_body_ratio,hour_of_day,day_of_week,entry_pattern,exit_price,exit_reason,exit_time,pnl_pips,pnl_dollars,hold_time_minutes,win
2023-07-28 14:00:00+00:00,7,GBP_USD,SHORT,1.2861799999999999,1.2923302938965486,1.2824697061034513,1.2785694122069027,1.2785694122069027,162593.86,4,OVERLAP,1.5,0.002600195931032453,37.919364633513496,56.698518774397904,1.2855359452255222,1.2890252441172563,15.482758772995542,False,0.0012938678309844954,70.47413503058031,8.340547744778437,0.34276729559749963,14,4,liquidity_sweep_bearish,1.28313,TP1+TIME,2023-08-01 06:00:00+00:00,33.801469482741545,549.5911396871151,5280,True
2023-08-07 08:00:00+00:00,7,GBP_USD,SHORT,1.2725799999999998,1.2769795455920179,1.2701004544079821,1.267430908815964,1.267430908815964,228545.4,3,LONDON,1.5,0.0017796970613452737,18.05048278588276,46.65827729423143,1.2734670905865833,1.278685808906779,-2.5666666666701587,False,-0.0003737669754561884,56.01598213141787,-6.970905865832933,0.6623376623376661,8,0,liquidity_sweep_bearish,1.2769795455920179,SL,2023-08-07 12:00:00+00:00,-43.995455920180504,-1005.4959071460021,240,False
2023-08-18 11:00:00+00:00,7,GBP_USD,SHORT,1.2699999999999998,1.2748141143148395,1.2675458856851605,1.2649017713703208,1.2649017713703208,206775.51,3,LONDON,1.5,0.001762742876559696,27.362541722553757,36.25528033475832,1.273189722455147,1.2728946504380951,-16.83293743707015,False,-0.0004993254155205469,23.326669456194608,-29.997224551470136,0.8086124401914018,11,4,liquidity_sweep_bearish,1.2748141143148395,SL,2023-08-18 13:00:00+00:00,-48.1411431483969,-995.4409426492775,120,False
2023-07-21 12:00:00+00:00,7,EUR_AUD,LONG,1.65269,1.6456693742371187,1.6565106257628812,1.6605712515257625,1.6605712515257625,142437.45,4,LONDON,2.0,0.0027070838419208424,36.94680172269959,66.58578309480711,1.6460844011585882,1.6442895073477979,30.44860317487519,False,0.0011404781626339127,86.74615455958964,63.65598841411746,0.5017182130583923,12,4,liquidity_sweep_bullish,1.6456693742371187,SL,2023-07-24 07:00:00+00:00,-70.20625762881316,-1000.0000310691195,4020,False
2023-08-04 12:00:00+00:00,7,EUR_AUD,LONG,1.67117,1.6628708210962777,1.6751091789037222,1.6792883578074442,1.6792883578074442,119288.91,4,LONDON,2.0,0.002786119269148094,27.498432892195563,54.995153853489406,1.6684722469790843,1.6566116531315795,12.662167247134981,False,0.0003879094654489247,82.98406762066777,24.57753020915776,0.06400000000001813,12,4,liquidity_sweep_bullish,1.67117,TP1+SL,2023-08-07 01:00:00+00:00,19.695894518610977,234.95017886000784,3660,True
2023-08-08 12:00:00+00:00,7,GBP_JPY,LONG,181.785,180.89354936747375,182.23545063252624,182.71490126505248,182.71490126505248,1121.77,5,LONDON,2.5,0.31963375501749464,44.59552252823842,42.45040920791141,181.8629128901112,181.65583251458378,-25.91445320686603,False,-0.13896720786922373,21.990170149313844,-10.691289011120375,0.08315098468273321,12,1,liquidity_sweep_bullish,182.71490126505248,TP3,2023-08-08 18:00:00+00:00,69.01842383787147,774.2279730860909,360,True
2023-08-24 11:00:00+00:00,7,GBP_JPY,SHORT,184.31300000000002,185.06271556654872,183.8932844334513,183.4445688669026,183.4445688669026,1344.17,3,LONDON,2.5,0.2991437110324665,21.613431296715227,47.47266395181888,184.7307509349721,184.8654247406399,-6.864836329779678,False,0.06092711939200332,30.603247728081282,-38.87509349720801,0.3846153846153311,11,3,liquidity_sweep_bearish,183.4445688669026,TP3,2023-08-25 03:00:00+00:00,64.40798105470242,865.7527589429935,960,True
2023-08-28 15:00:00+00:00,7,GBP_JPY,SHORT,184.291,184.90416989725435,184.00183010274566,183.68366020549132,183.68366020549132,1657.62,4,OVERLAP,2.5,0.212113264836228,24.106712666081176,49.978476111525566,184.29660244681298,184.5701444137502,-8.184013616812535,False,-0.019032825112651974,52.95429765396816,2.339755318701009,0.33724340175954937,15,0,liquidity_sweep_bearish,184.90416989725435,SL,2023-08-29 04:00:00+00:00,-61.31698972543517,-1016.4026850867585,780,False
1 timestamp strategy_id pair signal_direction entry_price sl_price tp1_price tp2_price tp3_price lot_size confluence_score session spread_at_entry atr_at_entry adx_at_entry rsi_at_entry ema_50_value ema_200_value vwap_deviation news_within_60min macd_hist_at_entry stoch_k_at_entry distance_from_ema50_pips candle_body_ratio hour_of_day day_of_week entry_pattern exit_price exit_reason exit_time pnl_pips pnl_dollars hold_time_minutes win
2 2023-07-28 14:00:00+00:00 7 GBP_USD SHORT 1.2861799999999999 1.2923302938965486 1.2824697061034513 1.2785694122069027 1.2785694122069027 162593.86 4 OVERLAP 1.5 0.002600195931032453 37.919364633513496 56.698518774397904 1.2855359452255222 1.2890252441172563 15.482758772995542 False 0.0012938678309844954 70.47413503058031 8.340547744778437 0.34276729559749963 14 4 liquidity_sweep_bearish 1.28313 TP1+TIME 2023-08-01 06:00:00+00:00 33.801469482741545 549.5911396871151 5280 True
3 2023-08-07 08:00:00+00:00 7 GBP_USD SHORT 1.2725799999999998 1.2769795455920179 1.2701004544079821 1.267430908815964 1.267430908815964 228545.4 3 LONDON 1.5 0.0017796970613452737 18.05048278588276 46.65827729423143 1.2734670905865833 1.278685808906779 -2.5666666666701587 False -0.0003737669754561884 56.01598213141787 -6.970905865832933 0.6623376623376661 8 0 liquidity_sweep_bearish 1.2769795455920179 SL 2023-08-07 12:00:00+00:00 -43.995455920180504 -1005.4959071460021 240 False
4 2023-08-18 11:00:00+00:00 7 GBP_USD SHORT 1.2699999999999998 1.2748141143148395 1.2675458856851605 1.2649017713703208 1.2649017713703208 206775.51 3 LONDON 1.5 0.001762742876559696 27.362541722553757 36.25528033475832 1.273189722455147 1.2728946504380951 -16.83293743707015 False -0.0004993254155205469 23.326669456194608 -29.997224551470136 0.8086124401914018 11 4 liquidity_sweep_bearish 1.2748141143148395 SL 2023-08-18 13:00:00+00:00 -48.1411431483969 -995.4409426492775 120 False
5 2023-07-21 12:00:00+00:00 7 EUR_AUD LONG 1.65269 1.6456693742371187 1.6565106257628812 1.6605712515257625 1.6605712515257625 142437.45 4 LONDON 2.0 0.0027070838419208424 36.94680172269959 66.58578309480711 1.6460844011585882 1.6442895073477979 30.44860317487519 False 0.0011404781626339127 86.74615455958964 63.65598841411746 0.5017182130583923 12 4 liquidity_sweep_bullish 1.6456693742371187 SL 2023-07-24 07:00:00+00:00 -70.20625762881316 -1000.0000310691195 4020 False
6 2023-08-04 12:00:00+00:00 7 EUR_AUD LONG 1.67117 1.6628708210962777 1.6751091789037222 1.6792883578074442 1.6792883578074442 119288.91 4 LONDON 2.0 0.002786119269148094 27.498432892195563 54.995153853489406 1.6684722469790843 1.6566116531315795 12.662167247134981 False 0.0003879094654489247 82.98406762066777 24.57753020915776 0.06400000000001813 12 4 liquidity_sweep_bullish 1.67117 TP1+SL 2023-08-07 01:00:00+00:00 19.695894518610977 234.95017886000784 3660 True
7 2023-08-08 12:00:00+00:00 7 GBP_JPY LONG 181.785 180.89354936747375 182.23545063252624 182.71490126505248 182.71490126505248 1121.77 5 LONDON 2.5 0.31963375501749464 44.59552252823842 42.45040920791141 181.8629128901112 181.65583251458378 -25.91445320686603 False -0.13896720786922373 21.990170149313844 -10.691289011120375 0.08315098468273321 12 1 liquidity_sweep_bullish 182.71490126505248 TP3 2023-08-08 18:00:00+00:00 69.01842383787147 774.2279730860909 360 True
8 2023-08-24 11:00:00+00:00 7 GBP_JPY SHORT 184.31300000000002 185.06271556654872 183.8932844334513 183.4445688669026 183.4445688669026 1344.17 3 LONDON 2.5 0.2991437110324665 21.613431296715227 47.47266395181888 184.7307509349721 184.8654247406399 -6.864836329779678 False 0.06092711939200332 30.603247728081282 -38.87509349720801 0.3846153846153311 11 3 liquidity_sweep_bearish 183.4445688669026 TP3 2023-08-25 03:00:00+00:00 64.40798105470242 865.7527589429935 960 True
9 2023-08-28 15:00:00+00:00 7 GBP_JPY SHORT 184.291 184.90416989725435 184.00183010274566 183.68366020549132 183.68366020549132 1657.62 4 OVERLAP 2.5 0.212113264836228 24.106712666081176 49.978476111525566 184.29660244681298 184.5701444137502 -8.184013616812535 False -0.019032825112651974 52.95429765396816 2.339755318701009 0.33724340175954937 15 0 liquidity_sweep_bearish 184.90416989725435 SL 2023-08-29 04:00:00+00:00 -61.31698972543517 -1016.4026850867585 780 False