mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-12 17:58:05 +00:00
Brent NealeandClaude Opus 4.6
39a6536284
- 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>
236 lines
4.5 KiB
JSON
236 lines
4.5 KiB
JSON
{
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"GBP_JPY": {
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"mode": "FULL_DATASET",
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"rr": 0.67,
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"expectancy": -0.21
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},
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"TRAIN": {
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"pnl_usd": -6147.64,
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"dd": -11.78,
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"avg_loss": 56.8,
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"rr": 0.67,
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"expectancy": -5.52
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},
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"TEST": {
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"wr": 67.4,
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"pf": 1.39,
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"pnl_pips": 331.2,
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"rr": 0.63,
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"expectancy": 7.7
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}
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},
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"GBP_USD": {
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"mode": "6_MONTHS",
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"FULL": {
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"trades": 19,
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"wr": 63.2,
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"pf": 0.86,
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"pnl_usd": -1010.19,
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"dd": -3.1,
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"expectancy": 2.56
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},
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"TRAIN": {
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}
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},
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"EUR_AUD": {
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"mode": "6_MONTHS",
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"expectancy": -18.48
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}
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},
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"GBP_AUD": {
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"mode": "6_MONTHS",
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"FULL": {
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"wr": 57.1,
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"rr": 0.47,
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"expectancy": -13.26
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},
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"TRAIN": {
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"wr": 60.0,
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"rr": 0.5,
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"expectancy": -7.96
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},
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"TEST": {
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"expectancy": -26.52
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}
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},
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"EUR_USD": {
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"mode": "6_MONTHS",
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"FULL": {
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"wr": 77.3,
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"TRAIN": {
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"TEST": {
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"expectancy": -1.63
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}
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},
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"GBP_NZD": {
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"mode": "6_MONTHS",
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}
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}
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} |