fx-quant/results/phase1/S7T_GBP_NZD_FULL_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-19 13:08:07 +00:00

Files

T

Brent NealeandClaude Opus 4.6 39a6536284 Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

- 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>

2026-02-19 13:56:03 +10:00

7.9 KiB

Raw Blame History

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	2023-03-14 08:00:00+00:00	7	GBP_NZD	LONG	1.9564700000000002	1.946139096961467	1.9619113545577995	1.967642709115599	1.967642709115599	96796.96	3	LONDON	2.5	0.0038209030385329985	24.804809483179074	50.79183139874072	1.9548221027591859	1.9456408546237798	19.166666666667886	False	-0.0002707772673409926	29.185053223347314	13.578972408141432	0.8938714499252647	8	1	liquidity_sweep_bullish	1.9564700000000002	TP1+SL	2023-03-14 13:00:00+00:00	27.206772788996854	263.3532897385617	300	True
3	2023-03-16 13:00:00+00:00	7	GBP_NZD	LONG	1.9582100000000002	1.9476384963567543	1.9647022554648683	1.9714845109297365	1.9714845109297365	94843.04	4	OVERLAP	2.5	0.004521503643245459	24.82731465890426	55.276373438522505	1.9542271214136075	1.9488077209663657	18.63344773878728	False	-0.0003454911632066362	36.502008159864985	36.92878586392556	0.6899841017487952	13	3	liquidity_sweep_bullish	1.9582100000000002	TP1+SL	2023-03-16 19:00:00+00:00	32.46127732434045	307.87262237235143	360	True
4	2023-03-20 08:00:00+00:00	7	GBP_NZD	LONG	1.9541300000000001	1.9439294413894008	1.9592858379158988	1.9647316758317976	1.9647316758317976	98593.84	4	LONDON	2.5	0.003630558610599174	46.7870581091392	64.84247514930063	1.9486279605840386	1.9486531588664875	20.599999999999508	False	0.0012688492124751374	83.0188697434733	52.12039415961378	0.752351097178664	8	0	liquidity_sweep_bullish	1.9647316758317976	TP3	2023-03-20 17:00:00+00:00	78.78757949135942	776.7970006358372	540	True
5	2023-03-31 10:00:00+00:00	7	GBP_NZD	LONG	1.97639	1.970149440972545	1.9809158385411823	1.9857316770823645	1.9857316770823645	162402.15	3	LONDON	2.5	0.003210559027454881	22.80732897498193	49.84868840263131	1.9766768522784584	1.9720141012979058	10.226277271472295	False	0.00013471519926560433	57.49516296176535	-5.7685227845838405	0.7226277372262395	10	4	liquidity_sweep_bullish	1.970149440972545	SL	2023-04-02 21:00:00+00:00	-62.40559027455017	-1013.4802032606037	3540	False
6	2023-04-24 08:00:00+00:00	7	GBP_NZD	LONG	2.0260899999999995	2.02021250485838	2.0299212427124296	2.0340424854248593	2.0340424854248593	170709.7	4	LONDON	2.5	0.0027474951416198525	33.48913829249023	55.14343887071406	2.020613084990417	2.007700792032231	7.433333333333181	False	-0.0005466890821160778	32.19082334489247	51.86915009582904	0.5768115942028236	8	0	liquidity_sweep_bullish	2.02021250485838	SL	2023-04-25 07:00:00+00:00	-58.77495141619615	-1003.3454323773421	1380	False
7	2023-05-01 14:00:00+00:00	7	GBP_NZD	LONG	2.0273399999999997	2.021813726625428	2.031079410061858	2.0351088201237157	2.0351088201237157	179743.55	4	OVERLAP	2.5	0.0026862733745718556	33.33812340456325	40.149761145032485	2.030364335142987	2.0234773541572224	3.9200706645381445	False	-0.00046753953490986174	25.849053568450206	-33.14335142987179	0.3642611683848283	14	0	liquidity_sweep_bullish	2.021813726625428	SL	2023-05-02 02:00:00+00:00	-55.262733745715664	-993.311994615973	720	False
8	2023-05-23 14:00:00+00:00	7	GBP_NZD	SHORT	1.98467	1.990050541845096	1.980654187232356	1.9763483744647121	1.9763483744647121	182765.77	5	OVERLAP	2.5	0.0028705418450959844	30.493576917592236	60.52638469061498	1.9824299396054768	1.9912784488813557	21.323235173100752	False	0.0009097089212053948	77.09449568145254	25.300603945233036	0.5378787878787841	14	1	liquidity_sweep_bearish	1.990050541845096	SL	2023-05-24 02:00:00+00:00	-53.80541845096065	-983.378873336203	720	False
9	2023-06-08 12:00:00+00:00	7	GBP_NZD	LONG	2.05326	2.0462734314563567	2.0580198528154656	2.063069705630931	2.063069705630931	139345.24	4	LONDON	2.5	0.003366568543643594	30.144950943221357	46.281413469637506	2.0531652037517274	2.0474667334677643	-6.299573925079294	False	-0.0009227170264841027	55.20358180152905	-1.9520375172721316	0.29967426710092443	12	3	liquidity_sweep_bullish	2.05326	TP1+SL	2023-06-09 12:00:00+00:00	23.799264077328797	331.63141646787597	1440	True
10	2023-06-21 11:00:00+00:00	7	GBP_NZD	LONG	2.0626899999999995	2.0546495490657772	2.0683256764013342	2.0742513528026687	2.0742513528026687	121493.36	3	LONDON	2.5	0.003950450934222989	22.63626242479136	43.46787111642017	2.065168018078979	2.057072489081778	5.147595983459041	False	-0.0011201838040748298	15.503088770414957	-27.680180789793063	0.9285714285713973	11	2	liquidity_sweep_bullish	2.0546495490657772	SL	2023-06-22 01:00:00+00:00	-80.40450934222233	-976.861399913798	840	False
11	2023-07-06 15:00:00+00:00	7	GBP_NZD	LONG	2.0683899999999995	2.060554429038785	2.074228356441822	2.080356712883644	2.080356712883644	123423.39	3	OVERLAP	2.5	0.004085570961214807	34.23837502640697	69.96025913386532	2.0569096766728774	2.0621867868966466	72.61604362043705	False	0.0015931053513350553	90.86554367553317	111.90323327122442	0.7759562841529936	15	3	liquidity_sweep_bullish	2.060554429038785	SL	2023-07-07 08:00:00+00:00	-78.35570961214344	-967.0927306186329	1020	False
12	2023-07-14 09:00:00+00:00	7	GBP_NZD	SHORT	2.0567200000000003	2.0632773852601156	2.0522739221098263	2.0475378442196526	2.0475378442196526	146006.65	4	LONDON	2.5	0.003157385260115885	34.520647170288306	53.817837521631326	2.05921770323154	2.065258100631156	-4.53754385964622	False	0.0010712410803791783	84.53008301296506	-22.07703231539959	0.35308641975310673	9	4	liquidity_sweep_bearish	2.0632773852601156	SL	2023-07-17 07:00:00+00:00	-65.5738526011529	-957.4218545888119	4200	False
13	2023-07-21 12:00:00+00:00	7	GBP_NZD	LONG	2.07413	2.0678040021280877	2.0787689968078684	2.0836979936157367	2.0836979936157367	149833.69	4	LONDON	2.5	0.0032859978719122027	29.3335874236168	63.503615813552756	2.0672931634725735	2.0663753727068555	-10.75397343213158	False	0.0005067915521937468	53.75410050201841	65.46836527426602	0.10461538461538755	12	4	liquidity_sweep_bullish	2.0836979936157367	TP3	2023-07-21 19:00:00+00:00	71.03495850377006	1064.3429951616747	420	True
14	2023-07-27 09:00:00+00:00	7	GBP_NZD	LONG	2.0782199999999995	2.071116518041392	2.0832152229379117	2.088500445875824	2.088500445875824	134932.57	3	LONDON	2.5	0.0035234819586080586	27.97185175327669	53.47655320394332	2.075462407651966	2.071394357099809	11.71124064117457	False	-0.00036670076125659126	88.53614710874695	24.675923480339534	0.23564954682773376	9	3	liquidity_sweep_bullish	2.071116518041392	SL	2023-07-27 11:00:00+00:00	-71.03481958607549	-958.4910766235503	120	False
15	2023-08-03 12:00:00+00:00	7	GBP_NZD	LONG	2.08553	2.075362099394424	2.090921850908364	2.096603701816728	2.096603701816728	93323.7	3	LONDON	2.5	0.00378790060557589	35.423927139005514	45.08161946346862	2.08616879871013	2.078883695627642	4.646491038005074	False	-0.0013017214259949282	23.496978050876205	-9.287987101296302	0.839682539682546	12	3	liquidity_sweep_bullish	2.08553	TP1+SL	2023-08-04 07:00:00+00:00	26.959254541820684	251.59373830845112	1140	True
16	2023-08-04 08:00:00+00:00	7	GBP_NZD	LONG	2.0896099999999995	2.0818609520628604	2.0941785719057093	2.099037143811419	2.099037143811419	122779.22	3	LONDON	2.5	0.0032390479371396433	20.938704687817484	50.089009125011955	2.0881665996253402	2.080873175737794	13.133333333334996	False	-0.000269029203243608	46.29139433448572	11.534003746596078	0.7066666666667009	8	4	liquidity_sweep_bullish	2.09254	TP1+TIME	2023-08-08 00:00:00+00:00	37.49285952855174	460.3344048485151	5280	True
17	2023-08-22 12:00:00+00:00	7	GBP_NZD	LONG	2.1454299999999997	2.1375665030921316	2.149660245361803	2.154180490723605	2.154180490723605	121577.64	4	LONDON	2.5	0.003013496907868375	42.997298901690826	39.37412161991453	2.1493966979251486	2.134976063958959	12.795192229648755	False	-0.0009943688960374177	30.04778936706609	-42.566979251486	0.6652977412730916	12	1	liquidity_sweep_bullish	2.1375665030921316	SL	2023-08-23 01:00:00+00:00	-78.6349690786814	-956.0253962059058	780	False

7.9 KiB Raw Blame History

7.9 KiB

Raw Blame History