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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>
8 lines
3.2 KiB
CSV
8 lines
3.2 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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2023-07-27 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
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2023-07-28 14:00:00+00:00,7,GBP_USD,SHORT,1.2861799999999999,1.2910301959310324,1.2824697061034513,1.2785694122069027,1.2785694122069027,207727.4,4,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
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2023-08-07 08:00:00+00:00,7,GBP_USD,SHORT,1.2725799999999998,1.2760896970613453,1.2701004544079821,1.267430908815964,1.267430908815964,289067.7,3,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
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2023-08-08 09:00:00+00:00,7,GBP_USD,SHORT,1.27294,1.2769566424570242,1.2708550363144635,1.268580072628927,1.268580072628927,250058.27,3,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
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2023-08-09 09:00:00+00:00,7,GBP_USD,SHORT,1.273,1.2770209902622145,1.2708935146066782,1.2685970292133566,1.2685970292133566,251791.87,3,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
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2023-08-18 11:00:00+00:00,7,GBP_USD,SHORT,1.2699999999999998,1.2739327428765597,1.2675458856851605,1.2649017713703208,1.2649017713703208,258116.2,3,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
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