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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 lines
2.3 KiB
CSV
6 lines
2.3 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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2023-07-27 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
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2023-08-22 12:00:00+00:00,7,GBP_AUD,LONG,1.98237,1.9748475272572228,1.9864237091141657,1.9907174182283316,1.9907174182283316,131605.66,5,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
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2023-08-25 14:00:00+00:00,7,GBP_AUD,SHORT,1.96569,1.9711216304971129,1.9621025542543304,1.958275108508661,1.958275108508661,180443.05,5,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
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2023-08-31 11:00:00+00:00,7,GBP_AUD,SHORT,1.95831,1.963557360886618,1.9547889586700729,1.951027917340146,1.951027917340146,188671.31,3,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
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