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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>
5 lines
1.8 KiB
CSV
5 lines
1.8 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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2023-08-08 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
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2023-08-22 10:00:00+00:00,7,EUR_USD,SHORT,1.08849,1.092235405717699,1.0868718914234514,1.0850637828469027,1.0850637828469027,267717.07,3,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
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2023-08-29 14:00:00+00:00,7,EUR_USD,SHORT,1.0826099999999999,1.0865361032260148,1.0805858451609778,1.0783716903219553,1.0783716903219553,257115.33,4,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
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