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

Browse Source 
- 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/S8_FULL_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
2023-03-22 14:00:00+00:00,8,GBP_USD,LONG,1.2244800000000002,1.2222175707865157,1.2273021460674214,1.230314292134843,1.230314292134843,442002.78,4,OVERLAP,1.5,0.0020080973782809195,35.45832038677329,49.874897848847986,1.2232485769518184,1.2151891458238713,-21.381893632426152,False,0.00010529344721736363,23.37981167910471,10.414230481816666,0.3080168776371834,14,2,order_block_retest_long,1.230314292134843,TP3,2023-03-22 18:00:00+00:00,43.28219233128632,1913.0849334923237,240,True
2023-05-01 16:00:00+00:00,8,GBP_USD,LONG,1.2494500000000002,1.2449125716118696,1.2522471419406516,1.255234283881303,1.255234283881303,224605.38,5,OVERLAP,1.5,0.001991427960434334,35.26567955113568,37.926885935424465,1.2518617037364463,1.2474340276085725,-36.30117485604378,False,-0.0007858016304113169,14.962437876254656,-26.017037364463036,0.017964071856271503,16,0,order_block_retest_long,1.2449125716118696,SL,2023-05-02 13:00:00+00:00,-45.374283881305374,-1019.130827338847,1260,False
2023-05-15 12:00:00+00:00,8,GBP_USD,SHORT,1.2505399999999998,1.251469989452352,1.2484800527382403,1.2462301054764806,1.2462301054764806,1084893.53,5,LONDON,1.5,0.0014999648411730625,54.22955395488137,61.26108010363767,1.2503600593086797,1.2546057340378016,6.667449805959347,False,0.0008755618310993214,85.67427360296256,3.6994069132023633,0.1771428571428615,12,0,order_block_retest_short,1.251469989452352,SL,2023-05-15 13:00:00+00:00,-9.299894523522312,-1008.9395398251789,60,False
2023-05-23 14:00:00+00:00,8,GBP_USD,SHORT,1.2418299999999998,1.2439309142492136,1.2392654287539318,1.2365108575078634,1.2365108575078634,475435.94,4,OVERLAP,1.5,0.0018363808307121632,42.031596243936356,50.17292548660545,1.242801486585919,1.2469352232735973,21.06727517279028,False,-8.484559426399029e-05,61.45841474788716,-7.814865859190334,0.16494845360817897,14,1,order_block_retest_short,1.2439309142492136,SL,2023-05-24 06:00:00+00:00,-21.009142492138807,-998.8501409343958,960,False
2023-05-31 08:00:00+00:00,8,GBP_USD,SHORT,1.2349899999999998,1.2377699317567117,1.2327803412164418,1.2303806824328838,1.2303806824328838,355714.36,5,LONDON,1.5,0.0015997725223720564,22.863702057385208,36.21599411266467,1.2380654629954018,1.239470502560731,-2.933333333332566,False,-0.000740643166186321,4.759214100200242,-28.85462995401822,0.5348837209302686,8,2,order_block_retest_short,1.2377699317567117,SL,2023-05-31 13:00:00+00:00,-27.79931756711873,-988.8616456824396,300,False
2023-08-11 15:00:00+00:00,8,GBP_USD,SHORT,1.2691,1.2739100139189026,1.2659899304054871,1.2626898608109742,1.2626898608109742,203528.11,4,OVERLAP,1.5,0.0022000463963419525,24.56984446216598,46.70297555615143,1.2711521049518393,1.2747553864198977,-13.084699391754384,False,0.00023840315319872062,37.97766019988163,-18.621049518392496,0.5830815709969492,15,4,order_block_retest_short,1.2626898608109742,TP3,2023-08-14 13:00:00+00:00,47.60104706720265,968.8151143608798,4200,True
2023-08-31 11:00:00+00:00,8,GBP_USD,LONG,1.26824,1.265185462969575,1.2703726851521246,1.2726953703042494,1.2726953703042494,323669.73,5,LONDON,1.5,0.0015484567680831296,41.0051162488583,42.67239948987705,1.2676943946769963,1.2666822178131132,-6.289170226494445,False,-0.0007924262406862155,22.732203217251207,3.5560532300360492,0.06358381502880454,11,3,order_block_retest_long,1.26706,END,2023-08-31 23:00:00+00:00,-11.799999999999587,-381.93028139998665,720,False
2023-05-10 16:00:00+00:00,8,EUR_AUD,SHORT,1.62144,1.622866211856015,1.6178489407199248,1.6140178814398496,1.6140178814398496,701158.1,4,OVERLAP,2.0,0.002554039520050174,30.775398230302613,50.46572201507396,1.62333095068362,1.636724187081574,12.559270001797351,False,0.0001712410976385854,79.36215884697937,-16.509506836199783,0.0970873786407788,16,2,order_block_retest_short,1.622866211856015,SL,2023-05-10 17:00:00+00:00,-14.262118560151027,-999.999995161023,60,False
2023-07-18 10:00:00+00:00,8,EUR_AUD,LONG,1.65171,1.6480647326925413,1.6555463365372933,1.6596226730745869,1.6596226730745869,271585.02,4,LONDON,2.0,0.002717557691528939,31.406335509037852,59.03457866543351,1.6458678888469724,1.6408416731093407,8.405431731681734,False,-3.837770736970754e-05,42.974150541221285,56.021111530275554,0.6964285714285559,10,1,order_block_retest_long,1.6480647326925413,SL,2023-07-18 14:00:00+00:00,-36.45267307458733,-989.9999946015262,240,False
2023-08-24 13:00:00+00:00,8,EUR_AUD,SHORT,1.6823299999999999,1.6850981256496542,1.6790293717517286,1.6754887435034576,1.6754887435034576,354066.3,5,OVERLAP,2.0,0.002360418832180807,45.53326499762244,55.31784321608018,1.6834512482065742,1.6874130594199215,-1.5569092054756872,False,0.0009649559030929947,61.35551095445886,-8.812482065743144,0.012698412698354963,13,3,order_block_retest_short,1.6850981256496542,SL,2023-08-24 15:00:00+00:00,-27.681256496543405,-980.1000067082086,120,False
2023-04-10 09:00:00+00:00,8,GBP_JPY,LONG,164.364,163.86751193232752,164.7424403383625,165.149880676725,165.149880676725,2014.15,5,LONDON,2.5,0.2716268922416648,27.26760177077819,53.58644208059849,164.1075903401607,163.6778073653663,12.114236451211013,False,-0.02840902129098563,30.952352082905495,22.740965983931005,0.5993589743589895,9,0,order_block_retest_long,165.149880676725,TP3,2023-04-10 14:00:00+00:00,58.21644093419092,1172.5664450760064,300,True
2023-04-17 09:00:00+00:00,8,GBP_JPY,LONG,166.273,165.5694419869332,166.68179006533398,167.119580130668,167.119580130668,1438.01,4,LONDON,2.5,0.2918600435559981,29.256141736399936,53.09651232151941,166.06753677874337,165.30534702717188,21.962426698141257,False,0.007302871900080041,50.496777153515986,17.64632212566255,0.8381502890173366,9,0,order_block_retest_long,166.71,TP1+TIME,2023-04-19 01:00:00+00:00,42.28950326670002,608.127285925473,2400,True
2023-05-23 08:00:00+00:00,8,GBP_JPY,LONG,171.679,171.27401068885226,172.10494655573882,172.5598931114776,172.5598931114776,2513.17,4,LONDON,2.5,0.303297703825869,31.233772599205892,38.83007264368459,171.95690341526895,171.038215251561,9.166666666669698,False,-0.09444737257466287,20.071492581539495,-30.690341526894827,0.07462686567163093,8,1,order_block_retest_long,172.5598931114776,TP3,2023-05-24 06:00:00+00:00,65.34233387157506,1642.1639321602634,1320,True
2023-05-24 11:00:00+00:00,8,GBP_JPY,LONG,171.585,171.29486314341753,172.06168428291235,172.56736856582472,172.56736856582472,3564.62,4,LONDON,2.5,0.33712285527490027,23.16593170248944,42.39145041712392,171.9459699306664,171.25163487834703,-19.173486517050264,False,-0.06594636303357615,12.259463067492083,-38.9969930666382,0.57243816254416,11,2,order_block_retest_long,172.56736856582472,TP3,2023-05-25 08:00:00+00:00,72.95291802543345,2600.494306518206,1260,True
2023-05-30 16:00:00+00:00,8,GBP_JPY,LONG,173.498,173.19598927212806,173.95405363935978,174.4391072787196,174.4391072787196,3510.58,4,OVERLAP,2.5,0.32336909290653426,21.97028332457342,49.28556089152811,173.35569809474038,172.4195300067899,-25.40383037510594,False,-0.017279955595494667,20.703562240141707,11.330190525961825,0.19687499999996724,16,1,order_block_retest_long,173.19598927212806,SL,2023-05-30 17:00:00+00:00,-30.201072787193084,-1060.232821052643,60,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 2023-03-22 14:00:00+00:00 8 GBP_USD LONG 1.2244800000000002 1.2222175707865157 1.2273021460674214 1.230314292134843 1.230314292134843 442002.78 4 OVERLAP 1.5 0.0020080973782809195 35.45832038677329 49.874897848847986 1.2232485769518184 1.2151891458238713 -21.381893632426152 False 0.00010529344721736363 23.37981167910471 10.414230481816666 0.3080168776371834 14 2 order_block_retest_long 1.230314292134843 TP3 2023-03-22 18:00:00+00:00 43.28219233128632 1913.0849334923237 240 True
3 2023-05-01 16:00:00+00:00 8 GBP_USD LONG 1.2494500000000002 1.2449125716118696 1.2522471419406516 1.255234283881303 1.255234283881303 224605.38 5 OVERLAP 1.5 0.001991427960434334 35.26567955113568 37.926885935424465 1.2518617037364463 1.2474340276085725 -36.30117485604378 False -0.0007858016304113169 14.962437876254656 -26.017037364463036 0.017964071856271503 16 0 order_block_retest_long 1.2449125716118696 SL 2023-05-02 13:00:00+00:00 -45.374283881305374 -1019.130827338847 1260 False
4 2023-05-15 12:00:00+00:00 8 GBP_USD SHORT 1.2505399999999998 1.251469989452352 1.2484800527382403 1.2462301054764806 1.2462301054764806 1084893.53 5 LONDON 1.5 0.0014999648411730625 54.22955395488137 61.26108010363767 1.2503600593086797 1.2546057340378016 6.667449805959347 False 0.0008755618310993214 85.67427360296256 3.6994069132023633 0.1771428571428615 12 0 order_block_retest_short 1.251469989452352 SL 2023-05-15 13:00:00+00:00 -9.299894523522312 -1008.9395398251789 60 False
5 2023-05-23 14:00:00+00:00 8 GBP_USD SHORT 1.2418299999999998 1.2439309142492136 1.2392654287539318 1.2365108575078634 1.2365108575078634 475435.94 4 OVERLAP 1.5 0.0018363808307121632 42.031596243936356 50.17292548660545 1.242801486585919 1.2469352232735973 21.06727517279028 False -8.484559426399029e-05 61.45841474788716 -7.814865859190334 0.16494845360817897 14 1 order_block_retest_short 1.2439309142492136 SL 2023-05-24 06:00:00+00:00 -21.009142492138807 -998.8501409343958 960 False
6 2023-05-31 08:00:00+00:00 8 GBP_USD SHORT 1.2349899999999998 1.2377699317567117 1.2327803412164418 1.2303806824328838 1.2303806824328838 355714.36 5 LONDON 1.5 0.0015997725223720564 22.863702057385208 36.21599411266467 1.2380654629954018 1.239470502560731 -2.933333333332566 False -0.000740643166186321 4.759214100200242 -28.85462995401822 0.5348837209302686 8 2 order_block_retest_short 1.2377699317567117 SL 2023-05-31 13:00:00+00:00 -27.79931756711873 -988.8616456824396 300 False
7 2023-08-11 15:00:00+00:00 8 GBP_USD SHORT 1.2691 1.2739100139189026 1.2659899304054871 1.2626898608109742 1.2626898608109742 203528.11 4 OVERLAP 1.5 0.0022000463963419525 24.56984446216598 46.70297555615143 1.2711521049518393 1.2747553864198977 -13.084699391754384 False 0.00023840315319872062 37.97766019988163 -18.621049518392496 0.5830815709969492 15 4 order_block_retest_short 1.2626898608109742 TP3 2023-08-14 13:00:00+00:00 47.60104706720265 968.8151143608798 4200 True
8 2023-08-31 11:00:00+00:00 8 GBP_USD LONG 1.26824 1.265185462969575 1.2703726851521246 1.2726953703042494 1.2726953703042494 323669.73 5 LONDON 1.5 0.0015484567680831296 41.0051162488583 42.67239948987705 1.2676943946769963 1.2666822178131132 -6.289170226494445 False -0.0007924262406862155 22.732203217251207 3.5560532300360492 0.06358381502880454 11 3 order_block_retest_long 1.26706 END 2023-08-31 23:00:00+00:00 -11.799999999999587 -381.93028139998665 720 False
9 2023-05-10 16:00:00+00:00 8 EUR_AUD SHORT 1.62144 1.622866211856015 1.6178489407199248 1.6140178814398496 1.6140178814398496 701158.1 4 OVERLAP 2.0 0.002554039520050174 30.775398230302613 50.46572201507396 1.62333095068362 1.636724187081574 12.559270001797351 False 0.0001712410976385854 79.36215884697937 -16.509506836199783 0.0970873786407788 16 2 order_block_retest_short 1.622866211856015 SL 2023-05-10 17:00:00+00:00 -14.262118560151027 -999.999995161023 60 False
10 2023-07-18 10:00:00+00:00 8 EUR_AUD LONG 1.65171 1.6480647326925413 1.6555463365372933 1.6596226730745869 1.6596226730745869 271585.02 4 LONDON 2.0 0.002717557691528939 31.406335509037852 59.03457866543351 1.6458678888469724 1.6408416731093407 8.405431731681734 False -3.837770736970754e-05 42.974150541221285 56.021111530275554 0.6964285714285559 10 1 order_block_retest_long 1.6480647326925413 SL 2023-07-18 14:00:00+00:00 -36.45267307458733 -989.9999946015262 240 False
11 2023-08-24 13:00:00+00:00 8 EUR_AUD SHORT 1.6823299999999999 1.6850981256496542 1.6790293717517286 1.6754887435034576 1.6754887435034576 354066.3 5 OVERLAP 2.0 0.002360418832180807 45.53326499762244 55.31784321608018 1.6834512482065742 1.6874130594199215 -1.5569092054756872 False 0.0009649559030929947 61.35551095445886 -8.812482065743144 0.012698412698354963 13 3 order_block_retest_short 1.6850981256496542 SL 2023-08-24 15:00:00+00:00 -27.681256496543405 -980.1000067082086 120 False
12 2023-04-10 09:00:00+00:00 8 GBP_JPY LONG 164.364 163.86751193232752 164.7424403383625 165.149880676725 165.149880676725 2014.15 5 LONDON 2.5 0.2716268922416648 27.26760177077819 53.58644208059849 164.1075903401607 163.6778073653663 12.114236451211013 False -0.02840902129098563 30.952352082905495 22.740965983931005 0.5993589743589895 9 0 order_block_retest_long 165.149880676725 TP3 2023-04-10 14:00:00+00:00 58.21644093419092 1172.5664450760064 300 True
13 2023-04-17 09:00:00+00:00 8 GBP_JPY LONG 166.273 165.5694419869332 166.68179006533398 167.119580130668 167.119580130668 1438.01 4 LONDON 2.5 0.2918600435559981 29.256141736399936 53.09651232151941 166.06753677874337 165.30534702717188 21.962426698141257 False 0.007302871900080041 50.496777153515986 17.64632212566255 0.8381502890173366 9 0 order_block_retest_long 166.71 TP1+TIME 2023-04-19 01:00:00+00:00 42.28950326670002 608.127285925473 2400 True
14 2023-05-23 08:00:00+00:00 8 GBP_JPY LONG 171.679 171.27401068885226 172.10494655573882 172.5598931114776 172.5598931114776 2513.17 4 LONDON 2.5 0.303297703825869 31.233772599205892 38.83007264368459 171.95690341526895 171.038215251561 9.166666666669698 False -0.09444737257466287 20.071492581539495 -30.690341526894827 0.07462686567163093 8 1 order_block_retest_long 172.5598931114776 TP3 2023-05-24 06:00:00+00:00 65.34233387157506 1642.1639321602634 1320 True
15 2023-05-24 11:00:00+00:00 8 GBP_JPY LONG 171.585 171.29486314341753 172.06168428291235 172.56736856582472 172.56736856582472 3564.62 4 LONDON 2.5 0.33712285527490027 23.16593170248944 42.39145041712392 171.9459699306664 171.25163487834703 -19.173486517050264 False -0.06594636303357615 12.259463067492083 -38.9969930666382 0.57243816254416 11 2 order_block_retest_long 172.56736856582472 TP3 2023-05-25 08:00:00+00:00 72.95291802543345 2600.494306518206 1260 True
16 2023-05-30 16:00:00+00:00 8 GBP_JPY LONG 173.498 173.19598927212806 173.95405363935978 174.4391072787196 174.4391072787196 3510.58 4 OVERLAP 2.5 0.32336909290653426 21.97028332457342 49.28556089152811 173.35569809474038 172.4195300067899 -25.40383037510594 False -0.017279955595494667 20.703562240141707 11.330190525961825 0.19687499999996724 16 1 order_block_retest_long 173.19598927212806 SL 2023-05-30 17:00:00+00:00 -30.201072787193084 -1060.232821052643 60 False