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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>
11 lines
4.5 KiB
CSV
11 lines
4.5 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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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
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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
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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
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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
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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
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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
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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
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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
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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
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