mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-17 20:18:06 +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>
1.3 KiB
1.3 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 | 2023-07-21 12:00:00+00:00 | 7 | EUR_AUD | LONG | 1.65269 | 1.6470229161580792 | 1.6565106257628812 | 1.6605712515257625 | 1.6605712515257625 | 176457.6 | 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 | -56.67083841920827 | -1000.0000137441288 | 4020 | False |
| 3 | 2023-08-04 12:00:00+00:00 | 7 | EUR_AUD | LONG | 1.67117 | 1.6642638807308519 | 1.6751091789037222 | 1.6792883578074442 | 1.6792883578074442 | 143351.13 | 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 | 19.695894518610977 | 282.342873560369 | 3660 | True |