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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>
24 lines
11 KiB
CSV
24 lines
11 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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2023-03-15 11:00:00+00:00,7,EUR_USD,SHORT,1.0585699999999998,1.0653779210086616,1.0551331184870076,1.0515062369740151,1.0515062369740151,146887.72,4,LONDON,1.5,0.002417921008661573,45.07389643018808,18.721957940037527,1.0705095990136138,1.0656253442418624,-70.84774485561107,False,-0.0016099719501894187,8.45437632676107,-117.49599013613832,0.8146639511201687,11,2,liquidity_sweep_bearish,1.0585699999999998,TP1+SL,2023-03-15 18:00:00+00:00,17.184407564960757,252.41784467678374,420,True
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2023-03-20 16:00:00+00:00,7,EUR_USD,LONG,1.0727300000000002,1.0686888879908827,1.075526668013676,1.078513336027352,1.078513336027352,248081.26,3,OVERLAP,1.5,0.001991112009117292,28.637066438739218,68.52844831490556,1.0667696294449458,1.0648388046617514,28.291402640467922,False,0.0004181311561288548,84.01244409736908,57.703705550542495,0.2258064516129533,16,0,liquidity_sweep_bullish,1.078513336027352,TP3,2023-03-21 13:00:00+00:00,42.900022536364204,1064.2691644849629,1260,True
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2023-03-24 15:00:00+00:00,7,EUR_USD,LONG,1.07631,1.07186649539974,1.0795602569003897,1.0830005138007794,1.0830005138007794,228010.76,5,OVERLAP,1.5,0.0022935046002598262,60.565058619437835,36.24064651015916,1.0810588114281763,1.0746127376637156,8.381832530222066,False,-0.0004617836567006794,70.87090935555803,-49.38811428176315,0.5,15,4,liquidity_sweep_bullish,1.0830005138007794,TP3,2023-03-28 07:00:00+00:00,49.70385644014212,1133.30140818477,5280,True
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2023-04-17 09:00:00+00:00,7,EUR_USD,LONG,1.0982500000000002,1.0950744393785985,1.1001683409321021,1.102276681864204,1.102276681864204,322620.16,3,LONDON,1.5,0.0014055606214013509,37.07994410163565,42.23675284382919,1.1001566773973765,1.0952968516629595,5.234718143916073,False,7.282676186320513e-05,38.28158878614224,-20.966773973765118,0.7800000000000022,9,0,liquidity_sweep_bullish,1.0950744393785985,SL,2023-04-17 13:00:00+00:00,-31.755606214016744,-1024.4998757663075,240,False
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2023-04-18 08:00:00+00:00,7,EUR_USD,LONG,1.0983100000000001,1.0954559924027065,1.0999260113959402,1.10173202279188,1.10173202279188,355379.18,3,LONDON,1.5,0.0012040075972934029,42.14586514639418,66.66736426293065,1.0964114936456932,1.0949955316197741,4.266666666667973,False,0.0008302382838198644,93.60517508292868,17.08506354306749,0.6768292682926136,8,1,liquidity_sweep_bullish,1.0954559924027065,SL,2023-04-18 12:00:00+00:00,-28.540075972935952,-1014.2548796399681,240,False
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2023-04-25 15:00:00+00:00,7,EUR_USD,SHORT,1.0966699999999998,1.1002554353527145,1.0946168469709279,1.092373693941856,1.092373693941856,280053.11,4,OVERLAP,1.5,0.0014954353527146537,52.758212953326655,24.203362801007103,1.1013133558833053,1.0980259204978524,-39.108409400783195,False,-0.0010326398068548966,4.237408036218816,-44.5335588330531,0.4315789473684407,15,1,liquidity_sweep_bearish,1.1002554353527145,SL,2023-04-26 06:00:00+00:00,-35.85435352714717,-1004.1123212317033,900,False
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2023-05-04 13:00:00+00:00,7,EUR_USD,SHORT,1.10221,1.1077748411353963,1.0990477382969057,1.0956954765938114,1.0956954765938114,178634.25,4,OVERLAP,1.5,0.0022348411353962055,45.3203083184325,41.25703510590181,1.1040341896142036,1.1014010548527593,-16.55465381518839,False,-0.0007602552109550665,43.9433049414753,-16.34189614203585,0.27756653992395536,13,3,liquidity_sweep_bearish,1.10221,TP1+SL,2023-05-04 16:00:00+00:00,15.811308515470968,282.44412381797696,180,True
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2023-05-23 14:00:00+00:00,7,EUR_USD,SHORT,1.0776899999999998,1.0809252647253966,1.0758321029119051,1.0737842058238103,1.0737842058238103,308134.18,4,OVERLAP,1.5,0.0013652647253965798,42.14767435820386,37.85040339700551,1.0802743319084747,1.0847785292399477,-2.8913220262083428,False,-0.00033489827897745055,32.42518285636681,-23.943319084747117,0.18579234972677994,14,1,liquidity_sweep_bearish,1.0776899999999998,TP1+SL,2023-05-24 11:00:00+00:00,9.289485440473477,286.2407978822234,1260,True
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2023-05-24 13:00:00+00:00,7,EUR_USD,SHORT,1.0767699999999998,1.080846781420104,1.074789827869844,1.072619655739688,1.072619655739688,245232.2,4,OVERLAP,1.5,0.0014467814201039578,21.236745916830642,45.598970182409126,1.0785998493526308,1.0832748046943954,-7.077605323757563,False,0.00010808853268895783,62.541875296261196,-16.3984935263084,0.8104838709678293,13,2,liquidity_sweep_bearish,1.072619655739688,TP3,2023-05-25 07:00:00+00:00,30.652583644751402,751.7000522886406,1080,True
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2023-05-26 13:00:00+00:00,7,EUR_USD,SHORT,1.0720999999999998,1.0764487247855714,1.070206912821643,1.0681238256432857,1.0681238256432857,231625.39,4,OVERLAP,1.5,0.001388724785571403,22.661179578842273,43.567262098021786,1.0741599209963344,1.0795596108366337,-15.133149051826944,False,9.02963214104148e-05,45.618552839443794,-18.699209963344288,0.6433333333333523,13,4,liquidity_sweep_bearish,1.0720999999999998,TP1+SL,2023-05-26 16:00:00+00:00,9.465435891784502,219.24352799545832,180,True
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2023-05-30 12:00:00+00:00,7,EUR_USD,SHORT,1.0720599999999998,1.0760476096237577,1.0701835855643633,1.068117171128727,1.068117171128727,253151.03,4,LONDON,1.5,0.00137760962375768,28.495518658700252,53.20195380478435,1.0719459402445566,1.0766095918982335,0.47498837223880486,False,0.00036565499886891985,83.8659209030191,3.040597554433422,0.863453815261047,12,1,liquidity_sweep_bearish,1.068117171128727,TP3,2023-05-31 06:00:00+00:00,29.096218092047145,736.573757910637,1080,True
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2023-06-06 08:00:00+00:00,7,EUR_USD,SHORT,1.0697299999999998,1.0725987727628488,1.068286840855727,1.0666536817114538,1.0666536817114538,354448.86,4,LONDON,1.5,0.0010887727628487143,34.004326509779276,39.699614228833624,1.0714001376967484,1.073079230927081,-3.933333333332456,False,-2.165002423261449e-05,30.871102712866843,-14.801376967483737,0.7800000000000022,8,1,liquidity_sweep_bearish,1.0697299999999998,TP1+SL,2023-06-06 11:00:00+00:00,7.2157957213647705,255.76305674306204,180,True
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2023-06-19 10:00:00+00:00,7,EUR_USD,LONG,1.09217,1.0895649358277242,1.0937125962584133,1.095445192516827,1.095445192516827,391311.23,3,LONDON,1.5,0.001155064172275642,29.4891075896302,42.86437457919317,1.0917160013653775,1.0833290050421582,-2.335560253698965,False,-0.0003661516240254351,22.485419482338603,2.639986346224532,0.7142857142856136,10,0,liquidity_sweep_bullish,1.09217,TP1+SL,2023-06-20 12:00:00+00:00,7.712981292066211,301.81761963654185,1560,True
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2023-06-20 16:00:00+00:00,7,EUR_USD,LONG,1.09169,1.0881628475386782,1.0935957286919826,1.0956914573839653,1.0956914573839653,289868.12,3,OVERLAP,1.5,0.0013971524613218189,32.84728882490831,46.68441498636938,1.0919417120419732,1.0855971923499044,-2.922248343979472,False,-0.00019545048890687978,30.428134556572775,-4.417120419732967,0.7281553398057624,16,1,liquidity_sweep_bullish,1.0956914573839653,TP3,2023-06-21 14:00:00+00:00,29.535931760179995,856.1525011771666,1320,True
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2023-06-26 16:00:00+00:00,7,EUR_USD,LONG,1.0910700000000002,1.0888636564422356,1.092584515336647,1.0942890306732937,1.0942890306732937,467275.63,3,OVERLAP,1.5,0.0011363435577645352,18.70407443439648,51.32627958115189,1.0913907578356463,1.0900118036118733,2.108402530107689,False,0.00017702362879282318,45.17279314138392,-5.107578356462472,0.05999999999995559,16,0,liquidity_sweep_bullish,1.0942890306732937,TP3,2023-06-27 08:00:00+00:00,23.667730738594575,1105.9353791547146,960,True
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2023-06-27 10:00:00+00:00,7,EUR_USD,LONG,1.09535,1.0927193634474015,1.0968559548288979,1.0985519096577956,1.0985519096577956,396113.22,3,LONDON,1.5,0.001130636552598568,33.69694375302373,71.84486903492068,1.091913446113338,1.090374118213935,10.61711216792327,False,0.000344612563348674,89.30371082824324,32.46553886661951,0.7412587412586066,10,1,liquidity_sweep_bullish,1.09535,TP1+SL,2023-06-27 14:00:00+00:00,7.529774144489076,298.2643082246313,240,True
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2023-06-29 11:00:00+00:00,7,EUR_USD,LONG,1.09406,1.0914110453434342,1.0956384319848484,1.097406863969697,1.097406863969697,394499.98,3,LONDON,1.5,0.0011789546565656814,40.57421245523363,61.4086008777885,1.0922602611415135,1.0914111207698813,16.83462280067438,False,0.0004896299311177081,94.52928297755777,16.097388584863648,0.7841726618703679,11,3,liquidity_sweep_bullish,1.0914110453434342,SL,2023-06-29 12:00:00+00:00,-26.489546565657825,-1045.012559036108,60,False
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2023-07-05 14:00:00+00:00,7,EUR_USD,SHORT,1.0871899999999999,1.0909337923839124,1.0852593114241313,1.0831386228482627,1.0831386228482627,276340.76,4,OVERLAP,1.5,0.0014137923839124648,21.39411924041711,41.23583061508354,1.0891015703120994,1.090015182907103,-11.299313628436725,False,7.420695092698727e-05,52.473191432376105,-17.215703120994075,0.6382978723404239,14,2,liquidity_sweep_bearish,1.0871899999999999,TP1+SL,2023-07-06 07:00:00+00:00,9.653442879342665,266.76397418941406,1020,True
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2023-07-17 13:00:00+00:00,7,EUR_USD,LONG,1.12233,1.119003909532832,1.1241291357007521,1.1261182714015043,1.1261182714015043,311846.62,5,OVERLAP,1.5,0.0013260904671681156,24.335056769192338,45.52851272917343,1.1209987233249417,1.1080428067521197,-10.728710583898238,False,-0.00015794265216085863,39.668532642991266,11.41276675058256,0.43692307692307314,13,0,liquidity_sweep_bullish,1.1261182714015043,TP3,2023-07-18 05:00:00+00:00,27.937036726068534,871.2070475840338,960,True
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2023-08-08 10:00:00+00:00,7,EUR_USD,SHORT,1.0951699999999998,1.098546161195848,1.0933407582062278,1.0913215164124557,1.0913215164124557,309802.2,4,LONDON,1.5,0.0013461611958480394,28.54047222903368,34.03960971103538,1.0986108306939673,1.0999797188258476,-18.571982623494243,False,-0.00040985437908425603,14.280336622177805,-32.50830693967366,0.8550000000000494,10,1,liquidity_sweep_bearish,1.0951699999999998,TP1+SL,2023-08-08 14:00:00+00:00,9.14620896885987,283.3515660212519,240,True
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2023-08-22 10:00:00+00:00,7,EUR_USD,SHORT,1.08849,1.092235405717699,1.0868718914234514,1.0850637828469027,1.0850637828469027,280016.57,3,LONDON,1.5,0.0012054057176991062,29.2540492175012,42.1463987719065,1.0895014856769156,1.0913860991922923,-18.977591682545203,False,-0.00016145834065423687,16.696184921843365,-8.214856769155343,0.8178137651821593,10,1,liquidity_sweep_bearish,1.0850637828469027,TP3,2023-08-22 13:00:00+00:00,25.22162987180532,706.2474286512465,180,True
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2023-08-29 14:00:00+00:00,7,EUR_USD,SHORT,1.0826099999999999,1.0865361032260148,1.0805858451609778,1.0783716903219553,1.0783716903219553,268927.76,4,OVERLAP,1.5,0.001476103226014854,36.997675693285146,57.18725693738152,1.081409568595234,1.0846936078043616,15.662292792197885,False,-0.00014275675264427754,49.04225134901734,13.904314047659128,0.5128205128205019,14,1,liquidity_sweep_bearish,1.0865361032260148,SL,2023-08-29 17:00:00+00:00,-39.26103226014943,-1055.8381461009724,180,False
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