mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-07-27 18:37:45 +00:00
Brent Neale
dce54845c2
- Built event-driven backtesting engine with spread/slippage modeling, 3-TP partial closes, trailing stops, and rich trade logging (20+ features) - Implemented 5 strategy signal generators (MA Breakout, VWAP Reversal, Key Level Breakout, EMA Ribbon Scalp, Momentum Exhaustion) - Full indicator library (EMA, SMA, RSI, ATR, MACD, ADX, Stochastic, Session VWAP bands, swing points, key levels, RSI divergence) - Data pipeline: Dukascopy download, validation, 70/30 train/test split - Baseline results: all 5 strategies generate 200+ trades on training data (Jan 2021 - Aug 2023), best profit factors 0.82-0.96 on select pairs - Trade logs and reports saved for Phase 3 ML feature engineering Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
23 lines
1.5 KiB
SQL
23 lines
1.5 KiB
SQL
-- Schema migration: add columns for 5-strategy indicator set
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-- Run against Supabase SQL editor or via psql
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS sma_50 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS sma_100 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS sma_200 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS ema_50 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS ema_100 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS ema_200 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS macd DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS macd_signal DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS macd_hist DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS adx_14 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS stoch_k DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS stoch_d DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS session_vwap DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS vwap_upper_1_5 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS vwap_upper_2 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS vwap_lower_1_5 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS vwap_lower_2 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS vwap_upper_2_5 DOUBLE PRECISION;
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ALTER TABLE fx_candles ADD COLUMN IF NOT EXISTS vwap_lower_2_5 DOUBLE PRECISION;
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