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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>
4 lines
1.3 KiB
CSV
4 lines
1.3 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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2023-07-21 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
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2023-08-04 12:00:00+00:00,7,EUR_AUD,LONG,1.67117,1.6642638807308519,1.6751091789037222,1.6792883578074442,1.6792883578074442,143351.13,4,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
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