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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>
7 lines
2.7 KiB
CSV
7 lines
2.7 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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2023-07-21 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
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2023-07-27 09:00:00+00:00,7,GBP_NZD,LONG,2.0782199999999995,2.071116518041392,2.0832152229379117,2.088500445875824,2.088500445875824,142356.81,3,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
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2023-08-03 12:00:00+00:00,7,GBP_NZD,LONG,2.08553,2.075362099394424,2.090921850908364,2.096603701816728,2.096603701816728,98458.55,3,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
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2023-08-04 08:00:00+00:00,7,GBP_NZD,LONG,2.0896099999999995,2.0818609520628604,2.0941785719057093,2.099037143811419,2.099037143811419,129534.77,3,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
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2023-08-22 12:00:00+00:00,7,GBP_NZD,LONG,2.1454299999999997,2.1375665030921316,2.149660245361803,2.154180490723605,2.154180490723605,128267.08,4,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
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