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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>
12 lines
5.1 KiB
CSV
12 lines
5.1 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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