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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>
21 lines
9.3 KiB
CSV
21 lines
9.3 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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2023-03-27 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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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