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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>
6.8 KiB
6.8 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 | 2023-03-15 12:00:00+00:00 | 7 | GBP_AUD | LONG | 1.81929 | 1.8109242079779553 | 1.8245036880330672 | 1.829957376066134 | 1.829957376066134 | 119534.41 | 4 | LONDON | 2.0 | 0.003635792022044673 | 19.933900054020413 | 47.783743455510965 | 1.8202446691685543 | 1.8067229255823376 | 1.0221145538724663 | False | 0.0001544012596165665 | 31.238258548782387 | -11.946691685542632 | 0.3488773747841358 | 12 | 2 | liquidity_sweep_bullish | 1.81929 | TP1+SL | 2023-03-15 16:00:00+00:00 | 26.068440165335492 | 311.6075614783681 | 240 | True |
| 3 | 2023-03-16 15:00:00+00:00 | 7 | GBP_AUD | LONG | 1.82076 | 1.8099737239509166 | 1.8268744140736253 | 1.8332288281472506 | 1.8332288281472506 | 92999.3 | 4 | OVERLAP | 2.0 | 0.004236276049083581 | 24.080545651839202 | 54.16451414249487 | 1.8190481566204908 | 1.8096257655202228 | 45.13983820857437 | False | 0.00011844736723890122 | 75.57433527309838 | 14.71843379509119 | 0.8499999999999879 | 15 | 3 | liquidity_sweep_bullish | 1.8099737239509166 | SL | 2023-03-17 03:00:00+00:00 | -107.86276049083331 | -1003.1161221715156 | 720 | False |
| 4 | 2023-04-13 08:00:00+00:00 | 7 | GBP_AUD | LONG | 1.86237 | 1.8546200641030763 | 1.8670199038453854 | 1.8719098076907708 | 1.8719098076907708 | 128141.05 | 3 | LONDON | 2.0 | 0.003259935896923527 | 40.62327893506774 | 48.604119343656826 | 1.863283644009161 | 1.8578896713427584 | 13.333333333331865 | False | -0.0002521741571785952 | 36.10430535009964 | -11.53644009160848 | 0.842222222222223 | 8 | 3 | liquidity_sweep_bullish | 1.8546200641030763 | SL | 2023-04-13 12:00:00+00:00 | -77.49935896923743 | -993.0849232645003 | 240 | False |
| 5 | 2023-04-17 13:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.85113 | 1.8570202819979664 | 1.8469295770030503 | 1.8424891540061008 | 1.8424891540061008 | 166911.2 | 4 | OVERLAP | 2.0 | 0.002960281997966396 | 19.000131729128515 | 52.60714602953688 | 1.8512547545352347 | 1.8543689170672641 | 5.386009351995291 | False | 0.00033597093650337083 | 79.47823753106528 | 1.1524546476526787 | 0.5317460317460418 | 13 | 0 | liquidity_sweep_bearish | 1.8424891540061008 | TP3 | 2023-04-18 03:00:00+00:00 | 64.20635013115607 | 1071.6758948011418 | 840 | True |
| 6 | 2023-05-11 11:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.86887 | 1.8754384861805873 | 1.864537270729119 | 1.859964541458238 | 1.859964541458238 | 151308.96 | 4 | LONDON | 2.0 | 0.003048486180587385 | 28.063927859141515 | 59.61830517676701 | 1.8652920732826517 | 1.8695822997738265 | 9.736793357773 | False | 0.0006620301111081143 | 60.28665879043445 | 38.179267173483744 | 0.49620637329287687 | 11 | 3 | liquidity_sweep_bearish | 1.8754384861805873 | SL | 2023-05-12 14:00:00+00:00 | -65.68486180587252 | -993.8708127590293 | 1620 | False |
| 7 | 2023-05-23 08:00:00+00:00 | 7 | GBP_AUD | LONG | 1.87196 | 1.8652704972255192 | 1.8755292541617212 | 1.8793385083234424 | 1.8793385083234424 | 147085.99 | 5 | LONDON | 2.0 | 0.0025395027744807954 | 30.42363224782171 | 54.99083592249078 | 1.8710599931746368 | 1.8715498507961135 | 11.933333333333795 | False | 0.0003120857855684364 | 84.45185681958016 | 6.600068253632685 | 0.0731132075471771 | 8 | 1 | liquidity_sweep_bullish | 1.8793385083234424 | TP3 | 2023-05-24 00:00:00+00:00 | 54.73881744227642 | 805.1313154926495 | 960 | True |
| 8 | 2023-06-02 12:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.88939 | 1.8963201108886822 | 1.8854148336669767 | 1.8811996673339535 | 1.8811996673339535 | 143141.06 | 4 | LONDON | 2.0 | 0.0028101108886821754 | 67.85894983703535 | 25.38667421872401 | 1.9018815618872074 | 1.8954633906895322 | -10.396952707256713 | False | -0.0007272739757412296 | 32.04000551781733 | -122.5156188720744 | 0.33848531684700844 | 12 | 4 | liquidity_sweep_bearish | 1.8811996673339535 | TP3 | 2023-06-05 06:00:00+00:00 | 60.827500717209126 | 870.6912929812075 | 3960 | True |
| 9 | 2023-06-15 14:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.85789 | 1.8652854215530974 | 1.852406867670354 | 1.846683735340708 | 1.846683735340708 | 135312.14 | 3 | OVERLAP | 2.0 | 0.0038154215530973507 | 16.823693276051895 | 47.238389519994406 | 1.8598566341922145 | 1.866298362315897 | -7.478128550073571 | False | -0.00010047542287945784 | 41.5800302014844 | -17.266341922144157 | 0.2892249527410258 | 14 | 3 | liquidity_sweep_bearish | 1.8652854215530974 | SL | 2023-06-16 11:00:00+00:00 | -73.95421553097358 | -1000.6903165517274 | 1260 | False |
| 10 | 2023-06-29 16:00:00+00:00 | 7 | GBP_AUD | LONG | 1.90502 | 1.8986377018635665 | 1.9095534472046505 | 1.9143268944093008 | 1.9143268944093008 | 155223.62 | 3 | OVERLAP | 2.0 | 0.003182298136433651 | 38.6503020423281 | 40.69408065428835 | 1.9086444216359855 | 1.8962359504822663 | -18.571145477395135 | False | -0.0008137811294096661 | 21.52354283586118 | -38.644216359855484 | 0.9140127388535034 | 16 | 3 | liquidity_sweep_bullish | 1.90502 | TP1+SL | 2023-06-30 02:00:00+00:00 | 22.66723602325271 | 351.849043092369 | 600 | True |
| 11 | 2023-07-05 08:00:00+00:00 | 7 | GBP_AUD | LONG | 1.9055 | 1.8983232173289937 | 1.9088701740065095 | 1.9124803480130192 | 1.9124803480130192 | 138530.31 | 4 | LONDON | 2.0 | 0.002406782671006423 | 23.56451269105002 | 63.25094133370591 | 1.9019710836507884 | 1.9002726223040265 | 12.83333333333081 | False | 0.0005993822138598271 | 75.16453992994002 | 32.88916349211579 | 0.593090211132452 | 8 | 2 | liquidity_sweep_bullish | 1.9055 | TP1+SL | 2023-07-06 02:00:00+00:00 | 16.850870032547594 | 233.43562493785282 | 1080 | True |
| 12 | 2023-07-27 12:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.90176 | 1.9121058824069332 | 1.8967111763896 | 1.8914223527792002 | 1.8914223527792002 | 96322.02 | 4 | LONDON | 2.0 | 0.0035258824069332347 | 25.479084397758676 | 37.40535946617623 | 1.9067440155464461 | 1.9070755112913362 | -36.92921576609276 | False | -0.0006922634655646333 | 34.37215632272656 | -47.440155464462116 | 0.6784140969163114 | 12 | 3 | liquidity_sweep_bearish | 1.9121058824069332 | SL | 2023-07-28 01:00:00+00:00 | -103.45882406933347 | -996.5362921182822 | 780 | False |
| 13 | 2023-08-22 12:00:00+00:00 | 7 | GBP_AUD | LONG | 1.98237 | 1.9748475272572228 | 1.9864237091141657 | 1.9907174182283316 | 1.9907174182283316 | 131149.82 | 5 | LONDON | 2.0 | 0.0028624727427771883 | 48.944537482481486 | 37.12302395668519 | 1.986830229429626 | 1.9734149078964165 | 2.7517598163484536 | False | -0.0010073299899595357 | 18.646620510206564 | -47.00229429626113 | 0.592827004219409 | 12 | 1 | liquidity_sweep_bullish | 1.9748475272572228 | SL | 2023-08-23 08:00:00+00:00 | -75.22472742777175 | -986.5709461701329 | 1200 | False |
| 14 | 2023-08-25 14:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.96569 | 1.9711216304971129 | 1.9621025542543304 | 1.958275108508661 | 1.958275108508661 | 179818.05 | 5 | OVERLAP | 2.0 | 0.0025516304971130335 | 38.330744811963626 | 61.13826461344993 | 1.9652101239867268 | 1.9699738949884147 | 22.03782144487132 | False | 0.0008246147891273108 | 86.34889830142443 | 7.198760132731685 | 0.05052264808360779 | 14 | 4 | liquidity_sweep_bearish | 1.958275108508661 | TP3 | 2023-08-28 01:00:00+00:00 | 55.011690308594865 | 989.2094878495428 | 3540 | True |
| 15 | 2023-08-31 11:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.95831 | 1.963557360886618 | 1.9547889586700729 | 1.951027917340146 | 1.951027917340146 | 188017.81 | 3 | LONDON | 2.0 | 0.0025073608866180703 | 15.805262211490755 | 46.201290598303366 | 1.9591218254250673 | 1.9631386850787296 | -19.02087463970803 | False | -0.0004704016809340039 | 30.351980620834116 | -5.7182542506728495 | 0.5375000000000043 | 11 | 3 | liquidity_sweep_bearish | 1.95831 | TP1+SL | 2023-08-31 13:00:00+00:00 | 17.605206649635715 | 331.0092398861945 | 120 | True |