fx-quant/results/phase1/S8_GBP_JPY_TEST_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-19 13:08:07 +00:00

Files

T

Brent NealeandClaude Opus 4.6 39a6536284 Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

- 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>

2026-02-19 13:56:03 +10:00

4.5 KiB

Raw Blame History

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	2022-12-21 14:00:00+00:00	8	GBP_JPY	SHORT	159.89600000000002	161.05850633533194	159.0624683233403	158.1999366466806	158.1999366466806	860.21	4	OVERLAP	2.5	0.575021117773137	29.473268771315333	41.763744745097945	161.8459132834563	165.0601864702837	-7.7564430882034685	False	0.10885690214635058	57.815170023272834	-192.09132834562865	0.6561604584527081	14	2	order_block_retest_short	159.89600000000002	TP1+SL	2022-12-23 04:00:00+00:00	41.67658383298516	358.50614178972165	2280	True
3	2023-01-03 14:00:00+00:00	8	GBP_JPY	SHORT	156.573	156.8056736511829	155.93363174408552	155.26526348817103	155.26526348817103	4313.27	4	OVERLAP	2.5	0.4455788372763272	32.0998909232091	45.178436569671064	157.5114640691667	159.75378342348424	43.14729734342677	False	0.06325457829910303	82.89050004539054	-90.94640691666882	0.16513761467890914	14	1	order_block_retest_short	156.8056736511829	SL	2023-01-03 15:00:00+00:00	-23.26736511828926	-1003.5842794376354	60	False
4	2023-01-03 16:00:00+00:00	8	GBP_JPY	SHORT	156.553	156.81394564821383	155.87227175893088	155.16254351786174	155.16254351786174	3807.49	4	OVERLAP	2.5	0.47315216071274935	30.9403344383074	45.57504453721962	157.45574364862333	159.69509520441076	23.37804885672483	False	0.10663027628463712	63.940149083218365	-87.37436486233321	0.728222996515711	16	1	order_block_retest_short	156.81394564821383	SL	2023-01-03 20:00:00+00:00	-26.094564821383415	-993.5479461176914	240	False
5	2023-01-31 09:00:00+00:00	8	GBP_JPY	LONG	160.73499999999999	160.33370294948966	161.07748525255164	161.4489705051033	161.4489705051033	2451.09	5	LONDON	2.5	0.24765683503443603	38.54777832178637	44.33085740830332	160.90953217870532	160.44649664286925	11.895974593315373	False	-0.04954900379297001	35.818716631847735	-20.353217870533058	0.6677316293928552	9	1	order_block_retest_long	160.33370294948966	SL	2023-01-31 13:00:00+00:00	-40.12970505103225	-983.6151875353466	240	False
6	2023-04-10 09:00:00+00:00	8	GBP_JPY	LONG	164.364	163.86751193232752	164.7424403383625	165.149880676725	165.149880676725	1961.33	5	LONDON	2.5	0.2716268922416648	27.26760177077819	53.58644208059849	164.1075903401607	163.67780749414183	12.114236451211013	False	-0.02840902129098563	30.95235208290545	22.740965983931005	0.5993589743589895	9	0	order_block_retest_long	165.149880676725	TP3	2023-04-10 14:00:00+00:00	58.216451442008506	1141.8167270675453	300	True
7	2023-04-17 09:00:00+00:00	8	GBP_JPY	LONG	166.273	165.5694419869332	166.68179006533398	167.119580130668	167.119580130668	1400.3	4	LONDON	2.5	0.2918600435559981	29.256141736399936	53.09651232151941	166.06753677874337	165.305347065958	21.962426698141257	False	0.007302871900080041	50.49677715351593	17.64632212566255	0.8381502890173366	9	0	order_block_retest_long	166.71	TP1+TIME	2023-04-19 01:00:00+00:00	42.289503266700024	592.1799142436005	2400	True
8	2023-05-23 08:00:00+00:00	8	GBP_JPY	LONG	171.679	171.27401068885226	172.10494655573882	172.5598931114776	172.5598931114776	2447.27	4	LONDON	2.5	0.303297703825869	31.233772599205892	38.83007264368459	171.95690341526895	171.0382152516374	9.166666666669698	False	-0.09444737257466287	20.07149258153945	-30.690341526894827	0.07462686567163093	8	1	order_block_retest_long	172.5598931114776	TP3	2023-05-24 06:00:00+00:00	65.34234331011626	1599.1035651254822	1320	True
9	2023-05-24 11:00:00+00:00	8	GBP_JPY	LONG	171.585	171.29486314341753	172.06168428291235	172.56736856582472	172.56736856582472	3471.15	4	LONDON	2.5	0.33712285527490027	23.16593170248944	42.39145041712392	171.9459699306664	171.25163487840535	-19.173486517050264	False	-0.06594636303357615	12.259463067492035	-38.9969930666382	0.57243816254416	11	2	order_block_retest_long	172.56736856582472	TP3	2023-05-25 08:00:00+00:00	72.95292544639325	2532.3054716324796	1260	True
10	2023-05-30 16:00:00+00:00	8	GBP_JPY	LONG	173.498	173.19598927212806	173.95405363935978	174.4391072787196	174.4391072787196	3418.53	4	OVERLAP	2.5	0.32336909290653426	21.97028332457342	49.28556089152811	173.35569809474038	172.41953000681113	-25.40383037510594	False	-0.017279955595494667	20.70356224014166	11.330190525961825	0.19687499999996724	16	1	order_block_retest_long	173.19598927212806	SL	2023-05-30 17:00:00+00:00	-30.20107278719308	-1032.4327335520318	60	False

4.5 KiB Raw Blame History

4.5 KiB

Raw Blame History