mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-19 21:18:05 +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>
1.8 KiB
1.8 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 | 2023-08-08 10:00:00+00:00 | 7 | EUR_USD | SHORT | 1.0951699999999998 | 1.098546161195848 | 1.0933407582062278 | 1.0913215164124557 | 1.0913215164124557 | 296194.39 | 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 | 270.90557863439784 | 240 | True |
| 3 | 2023-08-22 10:00:00+00:00 | 7 | EUR_USD | SHORT | 1.08849 | 1.092235405717699 | 1.0868718914234514 | 1.0850637828469027 | 1.0850637828469027 | 267717.07 | 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 | 25.221629928019063 | 675.2260864953575 | 180 | True |
| 4 | 2023-08-29 14:00:00+00:00 | 7 | EUR_USD | SHORT | 1.0826099999999999 | 1.0865361032260148 | 1.0805858451609778 | 1.0783716903219553 | 1.0783716903219553 | 257115.33 | 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 | -1009.4613265708966 | 180 | False |