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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>
16 lines
6.8 KiB
CSV
16 lines
6.8 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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2023-03-15 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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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