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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>
5.1 KiB
5.1 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 | 2023-03-14 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 | 2.06208 | END | 2023-07-07 07:00:00+00:00 | -63.09999999999593 | -778.8015908999498 | 960 | False |