mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-18 20:48:06 +00:00
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>
2.7 KiB
2.7 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 | 2023-07-21 12:00:00+00:00 | 7 | GBP_NZD | LONG | 2.07413 | 2.0678040021280877 | 2.0787689968078684 | 2.0836979936157367 | 2.0836979936157367 | 158077.83 | 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 | 71.0349581707382 | 1122.9052041771063 | 420 | True |
| 3 | 2023-07-27 09:00:00+00:00 | 7 | GBP_NZD | LONG | 2.0782199999999995 | 2.071116518041392 | 2.0832152229379117 | 2.088500445875824 | 2.088500445875824 | 142356.81 | 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 | -71.0348195860755 | -1011.2290315199227 | 120 | False |
| 4 | 2023-08-03 12:00:00+00:00 | 7 | GBP_NZD | LONG | 2.08553 | 2.075362099394424 | 2.090921850908364 | 2.096603701816728 | 2.096603701816728 | 98458.55 | 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 | 26.959254541820687 | 265.4369111268579 | 1140 | True |
| 5 | 2023-08-04 08:00:00+00:00 | 7 | GBP_NZD | LONG | 2.0896099999999995 | 2.0818609520628604 | 2.0941785719057093 | 2.099037143811419 | 2.099037143811419 | 129534.77 | 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 | 37.49285952855175 | 485.6628935673259 | 5280 | True |
| 6 | 2023-08-22 12:00:00+00:00 | 7 | GBP_NZD | LONG | 2.1454299999999997 | 2.1375665030921316 | 2.149660245361803 | 2.154180490723605 | 2.154180490723605 | 128267.08 | 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 | -1008.6277869612753 | 780 | False |