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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>
3.2 KiB
3.2 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 | 2023-07-27 13:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2851899999999998 | 1.2929162334543527 | 1.2813806498184708 | 1.2773812996369416 | 1.2773812996369416 | 129429.17 | 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 | 58.09025875612085 | 751.8573975889955 | 900 | True |
| 3 | 2023-07-28 14:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2861799999999999 | 1.2910301959310324 | 1.2824697061034513 | 1.2785694122069027 | 1.2785694122069027 | 207727.4 | 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 | 33.801469482741545 | 702.1491371829245 | 5280 | True |
| 4 | 2023-08-07 08:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2725799999999998 | 1.2760896970613453 | 1.2701004544079821 | 1.267430908815964 | 1.267430908815964 | 289067.7 | 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 | -35.096970613455184 | -1014.5400572199079 | 240 | False |
| 5 | 2023-08-08 09:00:00+00:00 | 7 | GBP_USD | SHORT | 1.27294 | 1.2769566424570242 | 1.2708550363144635 | 1.268580072628927 | 1.268580072628927 | 250058.27 | 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 | 32.22445702661207 | 805.7991975763958 | 180 | True |
| 6 | 2023-08-09 09:00:00+00:00 | 7 | GBP_USD | SHORT | 1.273 | 1.2770209902622145 | 1.2708935146066782 | 1.2685970292133566 | 1.2685970292133566 | 251791.87 | 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 | 10.532426966608497 | 265.19794815607816 | 1260 | True |
| 7 | 2023-08-18 11:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2699999999999998 | 1.2739327428765597 | 1.2675458856851605 | 1.2649017713703208 | 1.2649017713703208 | 258116.2 | 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 | -1015.1046468747026 | 120 | False |