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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>
2.3 KiB
2.3 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 | 2023-07-27 12:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.90176 | 1.9121058824069332 | 1.8967111763896 | 1.8914223527792002 | 1.8914223527792002 | 96656.81 | 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 | -999.9999900892993 | 780 | False |
| 3 | 2023-08-22 12:00:00+00:00 | 7 | GBP_AUD | LONG | 1.98237 | 1.9748475272572228 | 1.9864237091141657 | 1.9907174182283316 | 1.9907174182283316 | 131605.66 | 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 | -989.9999901452004 | 1200 | False |
| 4 | 2023-08-25 14:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.96569 | 1.9711216304971129 | 1.9621025542543304 | 1.958275108508661 | 1.958275108508661 | 180443.05 | 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 | 55.011690294312125 | 992.6477182361078 | 3540 | True |
| 5 | 2023-08-31 11:00:00+00:00 | 7 | GBP_AUD | SHORT | 1.95831 | 1.963557360886618 | 1.9547889586700729 | 1.951027917340146 | 1.951027917340146 | 188671.31 | 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 | 17.60520664963572 | 332.1597401407482 | 120 | True |