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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 | 2023-03-27 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 |