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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/S8_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
2023-08-11 15:00:00+00:00,8,GBP_USD,SHORT,1.2691,1.2739100139189026,1.2659899304054871,1.2626898608109742,1.2626898608109742,207899.61,4,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+00:00,47.60104700097797,989.6239107094989,4200,True
2023-08-31 11:00:00+00:00,8,GBP_USD,LONG,1.26824,1.265185462969575,1.2703726851521246,1.2726953703042494,1.2726953703042494,330621.7,5,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,-11.799999999999589,-390.1336059999864,720,False
2023-08-24 13:00:00+00:00,8,EUR_AUD,SHORT,1.6823299999999999,1.6850981256496542,1.6790293717517286,1.6754887435034576,1.6754887435034576,361255.28,5,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,-1000.0000066410607,120,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 2023-08-11 15:00:00+00:00 8 GBP_USD SHORT 1.2691 1.2739100139189026 1.2659899304054871 1.2626898608109742 1.2626898608109742 207899.61 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 47.60104700097797 989.6239107094989 4200 True
3 2023-08-31 11:00:00+00:00 8 GBP_USD LONG 1.26824 1.265185462969575 1.2703726851521246 1.2726953703042494 1.2726953703042494 330621.7 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 -11.799999999999589 -390.1336059999864 720 False
4 2023-08-24 13:00:00+00:00 8 EUR_AUD SHORT 1.6823299999999999 1.6850981256496542 1.6790293717517286 1.6754887435034576 1.6754887435034576 361255.28 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 -1000.0000066410607 120 False