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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>
9.3 KiB
9.3 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 | 2023-03-27 13:00:00+00:00 | 7 | GBP_USD | LONG | 1.2277900000000002 | 1.2219800886499048 | 1.2305698670251428 | 1.2335397340502856 | 1.2335397340502856 | 172119.67 | 3 | OVERLAP | 1.5 | 0.00197991135009516 | 17.183969995028725 | 59.58453435746492 | 1.2251312240353307 | 1.2207859518789224 | 17.406639727968187 | False | 0.0004333856268591643 | 65.58726259215204 | 24.68775964669323 | 0.8019559902200073 | 13 | 0 | liquidity_sweep_bullish | 1.2335397340502856 | TP3 | 2023-03-28 15:00:00+00:00 | 42.64800871768497 | 734.056118664506 | 1560 | True |
| 3 | 2023-04-06 14:00:00+00:00 | 7 | GBP_USD | LONG | 1.2436600000000002 | 1.2396389976566589 | 1.2464115035150118 | 1.2493530070300236 | 1.2493530070300236 | 250519.76 | 4 | OVERLAP | 1.5 | 0.001961002343341209 | 27.564424835241265 | 42.217595004777685 | 1.2453806977921154 | 1.2382623917642934 | -11.22499478022343 | False | -0.00022617922112120844 | 17.62034879048408 | -19.10697792115279 | 0.5874439461884176 | 14 | 3 | liquidity_sweep_bullish | 1.2436600000000002 | TP1+SL | 2023-04-06 21:00:00+00:00 | 13.757517575058163 | 344.65300010993536 | 420 | True |
| 4 | 2023-04-07 08:00:00+00:00 | 7 | GBP_USD | LONG | 1.2441900000000001 | 1.24158430231207 | 1.245853546531895 | 1.24770709306379 | 1.24770709306379 | 387914.18 | 3 | LONDON | 1.5 | 0.0012356976879299901 | 18.333059481391107 | 45.687644420921735 | 1.2448747257328407 | 1.2392814714836944 | 3.833333333331801 | False | 3.058676929892961e-05 | 23.840115311951 | -8.747257328407532 | 0.3636363636363803 | 8 | 4 | liquidity_sweep_bullish | 1.24158430231207 | SL | 2023-04-07 12:00:00+00:00 | -26.05697687930064 | -1010.7870819412867 | 240 | False |
| 5 | 2023-04-27 10:00:00+00:00 | 7 | GBP_USD | LONG | 1.24689 | 1.2423678116026735 | 1.2492682825959895 | 1.2518365651919794 | 1.2518365651919794 | 221282.07 | 4 | LONDON | 1.5 | 0.0017121883973264887 | 28.953091747963807 | 51.33123193127489 | 1.2457883869653243 | 1.2443107015407682 | 6.8441425979037795 | False | -0.0002575426889306068 | 40.27626008758083 | 9.116130346755735 | 0.8636363636363101 | 10 | 3 | liquidity_sweep_bullish | 1.24689 | TP1+SL | 2023-04-27 13:00:00+00:00 | 11.891412979947445 | 263.13564794276397 | 180 | True |
| 6 | 2023-05-31 11:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2358999999999998 | 1.239083695419698 | 1.2336544568704528 | 1.2312189137409058 | 1.2312189137409058 | 315140.25 | 3 | LONDON | 1.5 | 0.0016236954196980377 | 24.965564375345643 | 41.1206649581323 | 1.2378551416570254 | 1.2393739608373315 | 1.1703454022948812 | False | -0.0005968934084111234 | 34.39508328992515 | -17.651416570254597 | 0.3312500000000789 | 11 | 2 | liquidity_sweep_bearish | 1.239083695419698 | SL | 2023-05-31 13:00:00+00:00 | -31.83695419698207 | -1003.3105704875479 | 120 | False |
| 7 | 2023-05-31 14:00:00+00:00 | 7 | GBP_USD | LONG | 1.2394900000000002 | 1.2335760791410069 | 1.2424108812884895 | 1.245521762576979 | 1.245521762576979 | 167955.83 | 4 | OVERLAP | 1.5 | 0.0020739208589929427 | 27.69370035443843 | 53.97784651761366 | 1.2379263906100022 | 1.2393468410134567 | 17.920957566863738 | False | -5.022898842934497e-05 | 67.13190620779888 | 13.736093899978652 | 0.0723140495867433 | 14 | 2 | liquidity_sweep_bullish | 1.245521762576979 | TP3 | 2023-06-01 10:00:00+00:00 | 44.76322291861969 | 751.8244258771792 | 1200 | True |
| 8 | 2023-06-21 16:00:00+00:00 | 7 | GBP_USD | LONG | 1.2757800000000001 | 1.2707840891942432 | 1.2792138662086354 | 1.2828377324172706 | 1.2828377324172706 | 200322.97 | 3 | OVERLAP | 1.5 | 0.0024159108057568777 | 18.957057355445926 | 53.43796397569034 | 1.2755357352095729 | 1.269243668418886 | 31.25344386721185 | False | 0.0001795126534399464 | 72.61712998027754 | 0.5426479042713872 | 0.750889679715328 | 16 | 2 | liquidity_sweep_bullish | 1.2757800000000001 | TP1+SL | 2023-06-22 11:00:00+00:00 | 17.169331043176417 | 343.94113874822983 | 1140 | True |
| 9 | 2023-06-22 13:00:00+00:00 | 7 | GBP_USD | LONG | 1.2761000000000002 | 1.270188665536751 | 1.2796920016948736 | 1.2834740033897472 | 1.2834740033897472 | 169882.98 | 4 | OVERLAP | 1.5 | 0.002521334463249007 | 37.31049518278077 | 48.65759340073298 | 1.27619931564621 | 1.270661692323134 | -12.132333224732506 | False | -8.877856449388888e-05 | 25.000404732830077 | -2.893156462098201 | 0.29041095890413177 | 13 | 3 | liquidity_sweep_bullish | 1.270188665536751 | SL | 2023-06-23 04:00:00+00:00 | -59.11334463249318 | -1004.2351143934947 | 900 | False |
| 10 | 2023-06-30 14:00:00+00:00 | 7 | GBP_USD | LONG | 1.27146 | 1.267605192395954 | 1.274397211406069 | 1.277524422812138 | 1.277524422812138 | 257909.83 | 4 | OVERLAP | 1.5 | 0.002084807604046081 | 40.04553185177969 | 73.81777493039705 | 1.2647640861289189 | 1.2684264212021679 | 40.38899241378901 | False | 0.0011000515038322317 | 88.42029133112082 | 65.05913871081015 | 0.5197368421052468 | 14 | 4 | liquidity_sweep_bullish | 1.267605192395954 | SL | 2023-07-03 06:00:00+00:00 | -38.54807604046106 | -994.1927738422386 | 3840 | False |
| 11 | 2023-07-03 15:00:00+00:00 | 7 | GBP_USD | LONG | 1.2694900000000002 | 1.2654360495432477 | 1.2721859256851287 | 1.2750718513702572 | 1.2750718513702572 | 242788.08 | 3 | OVERLAP | 1.5 | 0.0019239504567523874 | 32.66627139083437 | 56.21652990581336 | 1.2674032129436785 | 1.2685708244385467 | 8.580686504220392 | False | -0.00011234514472990061 | 59.02188666440634 | 18.967870563215694 | 0.23214285714288901 | 15 | 0 | liquidity_sweep_bullish | 1.27101 | TP1+TIME | 2023-07-05 07:00:00+00:00 | 21.079628425640927 | 511.78825125747835 | 2400 | True |
| 12 | 2023-07-17 09:00:00+00:00 | 7 | GBP_USD | LONG | 1.30956 | 1.3064451287870893 | 1.3118823068193657 | 1.3143946136387317 | 1.3143946136387317 | 317627.49 | 3 | LONDON | 1.5 | 0.001674871212910559 | 15.275284486602814 | 49.15278666460588 | 1.3081306063369953 | 1.2938815591507287 | -1.5447711686022991 | False | -2.8116981003547615e-05 | 73.39064856711705 | 12.393936630046287 | 0.011764705882342697 | 9 | 0 | liquidity_sweep_bullish | 1.3064451287870893 | SL | 2023-07-17 12:00:00+00:00 | -31.148712129107636 | -989.3687250301015 | 180 | False |
| 13 | 2023-07-17 13:00:00+00:00 | 7 | GBP_USD | LONG | 1.3075100000000002 | 1.3032069708790104 | 1.3100995436814844 | 1.312879087362969 | 1.312879087362969 | 227624.54 | 4 | OVERLAP | 1.5 | 0.00185302912098965 | 28.296644540154517 | 41.80524039659147 | 1.3080439227071183 | 1.2944177499515732 | -5.799009349940487 | False | -0.00022120576984403328 | 33.19533218260516 | -7.239227071182963 | 0.250000000000047 | 13 | 0 | liquidity_sweep_bullish | 1.3075100000000002 | TP1+SL | 2023-07-18 06:00:00+00:00 | 12.947718407421148 | 294.72184465387716 | 1020 | True |
| 14 | 2023-07-18 09:00:00+00:00 | 7 | GBP_USD | LONG | 1.3103600000000002 | 1.3062731778076195 | 1.3125202332885706 | 1.314870466577141 | 1.314870466577141 | 240387.82 | 3 | LONDON | 1.5 | 0.0015668221923803096 | 22.65232307175623 | 59.51597110672509 | 1.30821598493972 | 1.296927052582181 | 15.854531540167027 | False | 0.00020557753428045609 | 51.471984805317256 | 19.540150602801454 | 0.9031007751938531 | 9 | 1 | liquidity_sweep_bullish | 1.3103600000000002 | TP1+SL | 2023-07-18 11:00:00+00:00 | 10.801166442852004 | 259.6468854654348 | 120 | True |
| 15 | 2023-07-27 13:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2851899999999998 | 1.2929162334543527 | 1.2813806498184708 | 1.2773812996369416 | 1.2773812996369416 | 127490.16 | 4 | OVERLAP | 1.5 | 0.002666233454352823 | 36.377739762785346 | 32.21556533005423 | 1.2918119540261077 | 1.291118438651677 | -63.651535482742716 | False | -0.0011446785068325777 | 17.60952021267929 | -64.31954026107745 | 0.6929530201342267 | 13 | 3 | liquidity_sweep_bearish | 1.2773812996369416 | TP3 | 2023-07-28 04:00:00+00:00 | 58.09025884788012 | 740.5936394957653 | 900 | True |
| 16 | 2023-07-28 14:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2861799999999999 | 1.2910301959310324 | 1.2824697061034513 | 1.2785694122069027 | 1.2785694122069027 | 204615.38 | 4 | OVERLAP | 1.5 | 0.002600195931032453 | 37.919364633513496 | 56.698518774397904 | 1.2855359452255222 | 1.2890252441172563 | 15.482758772995542 | False | 0.0012938678309844954 | 70.47413503058031 | 8.340547744778437 | 0.34276729559749963 | 14 | 4 | liquidity_sweep_bearish | 1.28313 | TP1+TIME | 2023-08-01 06:00:00+00:00 | 33.80146948274154 | 691.6300522769563 | 5280 | True |
| 17 | 2023-08-07 08:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2725799999999998 | 1.2760896970613453 | 1.2701004544079821 | 1.267430908815964 | 1.267430908815964 | 284737.1 | 3 | LONDON | 1.5 | 0.0017796970613452737 | 18.05048278588276 | 46.65827729423143 | 1.2734670905865833 | 1.278685808906779 | -2.5666666666701587 | False | -0.0003737669754561884 | 56.01598213141787 | -6.970905865832933 | 0.6623376623376661 | 8 | 0 | liquidity_sweep_bearish | 1.2760896970613453 | SL | 2023-08-07 12:00:00+00:00 | -35.09697061345518 | -999.3409631260448 | 240 | False |
| 18 | 2023-08-08 09:00:00+00:00 | 7 | GBP_USD | SHORT | 1.27294 | 1.2769566424570242 | 1.2708550363144635 | 1.268580072628927 | 1.268580072628927 | 246312.08 | 3 | LONDON | 1.5 | 0.001516642457024373 | 33.247808408083856 | 36.45507171137166 | 1.2752210400950696 | 1.278157111018229 | -13.497816806176122 | False | -0.0004776883420527335 | 32.15380636667141 | -20.910400950695518 | 0.8884297520661126 | 9 | 1 | liquidity_sweep_bearish | 1.268580072628927 | TP3 | 2023-08-08 12:00:00+00:00 | 32.22445705313015 | 793.7273043627159 | 180 | True |
| 19 | 2023-08-09 09:00:00+00:00 | 7 | GBP_USD | SHORT | 1.273 | 1.2770209902622145 | 1.2708935146066782 | 1.2685970292133566 | 1.2685970292133566 | 248019.71 | 3 | LONDON | 1.5 | 0.0015309902622145143 | 34.998682837912064 | 42.348995142056104 | 1.2746722705783982 | 1.2772739217518085 | -17.574981692498604 | False | 5.752150937290274e-05 | 27.607566562791305 | -14.82270578398115 | 0.871999999999958 | 9 | 2 | liquidity_sweep_bearish | 1.273 | TP1+SL | 2023-08-10 06:00:00+00:00 | 10.532426966608499 | 261.224948185442 | 1260 | True |
| 20 | 2023-08-18 11:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2699999999999998 | 1.2739327428765597 | 1.2675458856851605 | 1.2649017713703208 | 1.2649017713703208 | 254249.29 | 3 | LONDON | 1.5 | 0.001762742876559696 | 27.362541722553757 | 36.25528033475832 | 1.273189722455147 | 1.2728946504380951 | -16.83293743707015 | False | -0.0004993254155205469 | 23.326669456194608 | -29.997224551470136 | 0.8086124401914018 | 11 | 4 | liquidity_sweep_bearish | 1.2739327428765597 | SL | 2023-08-18 13:00:00+00:00 | -39.32742876559869 | -999.8970841179045 | 120 | False |