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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>
2.3 KiB
2.3 KiB
| 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 | 2023-08-08 12:00:00+00:00 | 7 | GBP_JPY | LONG | 181.785 | 181.0533662449825 | 182.23545063252624 | 182.71490126505248 | 182.71490126505248 | 1366.8 | 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 | 69.01827522812027 | 943.3417858179478 | 360 | True |
| 3 | 2023-08-21 09:00:00+00:00 | 7 | GBP_JPY | LONG | 185.746 | 185.00312289067608 | 186.12931566398586 | 186.54163132797174 | 186.54163132797174 | 1358.82 | 3 | LONDON | 2.5 | 0.2748771093239053 | 20.21769725192914 | 62.95033921827559 | 185.3184242752771 | 184.5564165468287 | 35.332419491351175 | False | 0.06972998900722238 | 81.27876540200803 | 39.857572472291736 | 0.9172259507830481 | 9 | 0 | liquidity_sweep_bullish | 186.54163132797174 | TP3 | 2023-08-21 19:00:00+00:00 | 58.94793512894897 | 800.9963321191844 | 600 | True |
| 4 | 2023-08-24 11:00:00+00:00 | 7 | GBP_JPY | SHORT | 184.31300000000002 | 184.91314371103246 | 183.8932844334513 | 183.4445688669026 | 183.4445688669026 | 1695.33 | 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 | 64.4078472313272 | 1091.9255564668592 | 960 | True |
| 5 | 2023-08-25 14:00:00+00:00 | 7 | GBP_JPY | SHORT | 183.92000000000002 | 184.64183149497364 | 183.55025275753957 | 183.15150551507912 | 183.15150551507912 | 1424.66 | 4 | OVERLAP | 2.5 | 0.2658314949736258 | 37.10464179450578 | 49.9501201551098 | 184.15891785868124 | 184.62946582868443 | -7.567181470571427 | False | 0.07189556754084372 | 66.00448228145036 | -20.991785868122292 | 0.46074380165285267 | 14 | 4 | liquidity_sweep_bearish | 184.64183149497364 | SL | 2023-08-28 18:00:00+00:00 | -72.18314949736282 | -1028.3644576291292 | 4560 | False |