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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>
16 lines
6.8 KiB
CSV
16 lines
6.8 KiB
CSV
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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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