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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>
18 lines
7.9 KiB
CSV
18 lines
7.9 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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2023-03-14 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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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