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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>
6.8 KiB
6.8 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 | 2023-03-13 15:00:00+00:00 | 7 | EUR_AUD | LONG | 1.60578 | 1.5920926977918544 | 1.6128409533122183 | 1.6201419066244365 | 1.6201419066244365 | 73060.42 | 4 | OVERLAP | 2.0 | 0.004867302208145515 | 26.204059952676822 | 45.5437810571362 | 1.6073799296199605 | 1.5934683595643886 | -14.121846632320079 | False | -0.0008962281521413778 | 22.927775971458033 | -18.399296199604898 | 0.462053571428571 | 15 | 0 | liquidity_sweep_bullish | 1.60578 | TP1+SL | 2023-03-14 06:00:00+00:00 | 35.30476656109172 | 257.93810729553167 | 900 | True |
| 3 | 2023-04-12 13:00:00+00:00 | 7 | EUR_AUD | LONG | 1.6387 | 1.6314141920475074 | 1.642548711928739 | 1.6466374238574777 | 1.6466374238574777 | 137607.17 | 4 | OVERLAP | 2.0 | 0.0027258079524925603 | 26.779527376274242 | 50.29487891339301 | 1.6374937058120729 | 1.6303502607164064 | 10.96334816363731 | False | -0.0005163643639418834 | 29.398527163203372 | 9.662941879271525 | 0.6203389830508451 | 13 | 2 | liquidity_sweep_bullish | 1.6387 | TP1+SL | 2023-04-13 01:00:00+00:00 | 19.243559643694617 | 264.8051783295025 | 720 | True |
| 4 | 2023-04-13 08:00:00+00:00 | 7 | EUR_AUD | LONG | 1.63834 | 1.6327460597129764 | 1.6423509104305354 | 1.6466018208610707 | 1.6466018208610707 | 179699.35 | 3 | LONDON | 2.0 | 0.0028339402870236063 | 30.582513932128176 | 47.451748725232925 | 1.6385967309102423 | 1.6320001499859678 | 7.0000000000014495 | False | -0.0005152255349456892 | 31.464408412937644 | -4.9673091024238225 | 0.7993197278911218 | 8 | 3 | liquidity_sweep_bullish | 1.6327460597129764 | SL | 2023-04-13 14:00:00+00:00 | -55.93940287023535 | -1005.2274335169428 | 360 | False |
| 5 | 2023-04-17 12:00:00+00:00 | 7 | EUR_AUD | LONG | 1.63672 | 1.6327480345831944 | 1.6396329481252083 | 1.6427858962504165 | 1.6427858962504165 | 250549.8 | 5 | LONDON | 2.0 | 0.0021019654168055197 | 19.926081322961075 | 49.84887685082317 | 1.6360354056922994 | 1.63306678569918 | -6.152412736635249 | False | -0.0003013419957997068 | 18.48597235966793 | 4.445943077004966 | 0.1523437499999502 | 12 | 0 | liquidity_sweep_bullish | 1.6327480345831944 | SL | 2023-04-17 13:00:00+00:00 | -39.719654168055555 | -995.1751407875487 | 60 | False |
| 6 | 2023-04-19 11:00:00+00:00 | 7 | EUR_AUD | SHORT | 1.62989 | 1.634920665361594 | 1.6268440019576094 | 1.6235580039152184 | 1.6235580039152184 | 195843.56 | 4 | LONDON | 2.0 | 0.002190665361593868 | 27.23690921871784 | 47.87087992204069 | 1.631075713626829 | 1.6319084430336557 | -20.182115562377145 | False | 0.00012501674222205322 | 37.329138378319264 | -9.457136268289368 | 0.39010989010987435 | 11 | 2 | liquidity_sweep_bearish | 1.634920665361594 | SL | 2023-04-20 01:00:00+00:00 | -50.30665361593911 | -985.2234135832389 | 840 | False |
| 7 | 2023-04-28 13:00:00+00:00 | 7 | EUR_AUD | LONG | 1.67008 | 1.6641914566203426 | 1.673692815069486 | 1.6775456301389722 | 1.6775456301389722 | 165638.79 | 4 | OVERLAP | 2.0 | 0.002568543379657385 | 30.472814133722476 | 60.47304385538367 | 1.6654630406215734 | 1.6525459625408836 | 15.755450161485385 | False | 0.0005619336934119822 | 44.11628410582548 | 43.76959378426637 | 0.5422535211267775 | 13 | 4 | liquidity_sweep_bullish | 1.6641914566203426 | SL | 2023-04-28 20:00:00+00:00 | -58.88543379657385 | -975.3712002689599 | 420 | False |
| 8 | 2023-05-11 08:00:00+00:00 | 7 | EUR_AUD | SHORT | 1.62252 | 1.6274608869026672 | 1.6192336696459992 | 1.6157073392919985 | 1.6157073392919985 | 195434.03 | 3 | LONDON | 2.0 | 0.0023508869026671302 | 20.896424535958666 | 56.1663443518899 | 1.6221249586942321 | 1.6343614838833904 | -6.4999999999959535 | False | 0.0003019564327029346 | 65.8676657456954 | 6.350413057678583 | 0.025454545454550444 | 8 | 3 | liquidity_sweep_bearish | 1.6274608869026672 | SL | 2023-05-11 13:00:00+00:00 | -49.40886902667252 | -965.6174391624788 | 300 | False |
| 9 | 2023-05-16 13:00:00+00:00 | 7 | EUR_AUD | SHORT | 1.62849 | 1.633019654940289 | 1.6252655175895667 | 1.6218010351791334 | 1.6218010351791334 | 211045.06 | 4 | OVERLAP | 2.0 | 0.0023096549402888493 | 38.813453102219675 | 55.224388509283436 | 1.627137663282473 | 1.6309440145732303 | -4.5143003690184536 | False | 0.0005921938368954151 | 60.28231801748516 | 15.923367175270098 | 0.19910514541387436 | 13 | 1 | liquidity_sweep_bearish | 1.633019654940289 | SL | 2023-05-16 16:00:00+00:00 | -45.296549402888964 | -955.9612986525666 | 180 | False |
| 10 | 2023-05-17 09:00:00+00:00 | 7 | EUR_AUD | SHORT | 1.6282 | 1.6333473540453374 | 1.625008968931994 | 1.6215779378639879 | 1.6215779378639879 | 183861.78 | 3 | LONDON | 2.0 | 0.002287354045337446 | 20.743766807259775 | 42.1940157355644 | 1.6298104111957068 | 1.6311302521692375 | -22.61153476415645 | False | -0.0004198530362958357 | 24.68361016596589 | -13.704111957066889 | 0.9065743944635956 | 9 | 2 | liquidity_sweep_bearish | 1.6282 | TP1+SL | 2023-05-17 14:00:00+00:00 | 15.955155340030556 | 293.35432609945235 | 300 | True |
| 11 | 2023-05-30 10:00:00+00:00 | 7 | EUR_AUD | LONG | 1.6406100000000001 | 1.63522370422692 | 1.64378444365962 | 1.6471988873192402 | 1.6471988873192402 | 176250.11 | 4 | LONDON | 2.0 | 0.0022762957730800455 | 23.77111818984421 | 52.39055947214574 | 1.6403381929627723 | 1.6372817818617857 | 26.716091054284075 | False | 0.00012177954629123298 | 35.1978511258909 | 0.3180703722782674 | 0.7535410764872753 | 10 | 1 | liquidity_sweep_bullish | 1.6471988873192402 | TP3 | 2023-05-30 16:00:00+00:00 | 48.816658632673764 | 860.3941453841201 | 360 | True |
| 12 | 2023-06-15 12:00:00+00:00 | 7 | EUR_AUD | SHORT | 1.595 | 1.6015740113341725 | 1.5903139829987412 | 1.5853879659974823 | 1.5853879659974823 | 145716.08 | 4 | LONDON | 2.0 | 0.0032840113341725437 | 26.73411279411899 | 59.321880205668194 | 1.5923107452898253 | 1.6020128952122974 | 24.30414572619055 | False | 0.00038522570911124943 | 77.92605154896617 | 29.29254710174689 | 0.4646739130434733 | 12 | 3 | liquidity_sweep_bearish | 1.595 | TP1+SL | 2023-06-16 13:00:00+00:00 | 23.430085006294064 | 341.4140141183946 | 1500 | True |
| 13 | 2023-07-03 09:00:00+00:00 | 7 | EUR_AUD | LONG | 1.63815 | 1.6321251019812426 | 1.641877347028136 | 1.645844694056272 | 1.645844694056272 | 159563.41 | 3 | LONDON | 2.0 | 0.0026448980187573803 | 12.75781763812942 | 48.20627235148541 | 1.6398078650894679 | 1.6328334451498658 | 17.813568335474095 | False | 7.30830093040721e-05 | 42.2722967613112 | -18.97865089467876 | 0.8504672897196119 | 9 | 0 | liquidity_sweep_bullish | 1.6321251019812426 | SL | 2023-07-03 14:00:00+00:00 | -60.24898018757385 | -961.3532727751724 | 300 | False |
| 14 | 2023-07-21 12:00:00+00:00 | 7 | EUR_AUD | LONG | 1.65269 | 1.6470229161580792 | 1.6565106257628812 | 1.6605712515257625 | 1.6605712515257625 | 167941.71 | 4 | LONDON | 2.0 | 0.0027070838419208424 | 36.94680172269959 | 66.58578309480711 | 1.6460844011585882 | 1.6442895073477979 | 30.44860317487519 | False | 0.0011404781626339127 | 86.74615455958964 | 63.65598841411746 | 0.5017182130583923 | 12 | 4 | liquidity_sweep_bullish | 1.6470229161580792 | SL | 2023-07-24 07:00:00+00:00 | -56.67083841920829 | -951.7397511255535 | 4020 | False |
| 15 | 2023-08-04 12:00:00+00:00 | 7 | EUR_AUD | LONG | 1.67117 | 1.6642638807308519 | 1.6751091789037222 | 1.6792883578074442 | 1.6792883578074442 | 136432.97 | 4 | LONDON | 2.0 | 0.002786119269148094 | 27.498432892195563 | 54.995153853489406 | 1.6684722469790843 | 1.6566116531315795 | 12.662167247134981 | False | 0.0003879094654489247 | 82.98406762066777 | 24.57753020915776 | 0.06400000000001813 | 12 | 4 | liquidity_sweep_bullish | 1.67117 | TP1+SL | 2023-08-07 01:00:00+00:00 | 19.69589451861098 | 268.71693859808164 | 3660 | True |