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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>
13 lines
5.5 KiB
CSV
13 lines
5.5 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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2023-03-22 14:00:00+00:00,8,GBP_USD,LONG,1.2244800000000002,1.2222175707865157,1.2273021460674214,1.230314292134843,1.230314292134843,442002.78,4,OVERLAP,1.5,0.0020080973782809195,35.45832038677329,49.874897848847986,1.2232485769518184,1.2151891458238713,-21.381893632426152,False,0.00010529344721736363,23.37981167910471,10.414230481816666,0.3080168776371834,14,2,order_block_retest_long,1.230314292134843,TP3,2023-03-22 18:00:00+00:00,43.28219233128632,1913.0849334923237,240,True
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2023-05-01 16:00:00+00:00,8,GBP_USD,LONG,1.2494500000000002,1.2449125716118696,1.2522471419406516,1.255234283881303,1.255234283881303,224605.38,5,OVERLAP,1.5,0.001991427960434334,35.26567955113568,37.926885935424465,1.2518617037364463,1.2474340276085725,-36.30117485604378,False,-0.0007858016304113169,14.962437876254656,-26.017037364463036,0.017964071856271503,16,0,order_block_retest_long,1.2449125716118696,SL,2023-05-02 13:00:00+00:00,-45.374283881305374,-1019.130827338847,1260,False
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2023-05-15 12:00:00+00:00,8,GBP_USD,SHORT,1.2505399999999998,1.251469989452352,1.2484800527382403,1.2462301054764806,1.2462301054764806,1084893.53,5,LONDON,1.5,0.0014999648411730625,54.22955395488137,61.26108010363767,1.2503600593086797,1.2546057340378016,6.667449805959347,False,0.0008755618310993214,85.67427360296256,3.6994069132023633,0.1771428571428615,12,0,order_block_retest_short,1.251469989452352,SL,2023-05-15 13:00:00+00:00,-9.299894523522312,-1008.9395398251789,60,False
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2023-05-23 14:00:00+00:00,8,GBP_USD,SHORT,1.2418299999999998,1.2439309142492136,1.2392654287539318,1.2365108575078634,1.2365108575078634,475435.94,4,OVERLAP,1.5,0.0018363808307121632,42.031596243936356,50.17292548660545,1.242801486585919,1.2469352232735973,21.06727517279028,False,-8.484559426399029e-05,61.45841474788716,-7.814865859190334,0.16494845360817897,14,1,order_block_retest_short,1.2439309142492136,SL,2023-05-24 06:00:00+00:00,-21.009142492138807,-998.8501409343958,960,False
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2023-05-31 08:00:00+00:00,8,GBP_USD,SHORT,1.2349899999999998,1.2377699317567117,1.2327803412164418,1.2303806824328838,1.2303806824328838,355714.36,5,LONDON,1.5,0.0015997725223720564,22.863702057385208,36.21599411266467,1.2380654629954018,1.239470502560731,-2.933333333332566,False,-0.000740643166186321,4.759214100200242,-28.85462995401822,0.5348837209302686,8,2,order_block_retest_short,1.2377699317567117,SL,2023-05-31 13:00:00+00:00,-27.79931756711873,-988.8616456824396,300,False
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2023-05-10 16:00:00+00:00,8,EUR_AUD,SHORT,1.62144,1.622866211856015,1.6178489407199248,1.6140178814398496,1.6140178814398496,701158.1,4,OVERLAP,2.0,0.002554039520050174,30.775398230302613,50.46572201507396,1.62333095068362,1.636724187081574,12.559270001797351,False,0.0001712410976385854,79.36215884697937,-16.509506836199783,0.0970873786407788,16,2,order_block_retest_short,1.622866211856015,SL,2023-05-10 17:00:00+00:00,-14.262118560151027,-999.999995161023,60,False
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2023-04-10 09:00:00+00:00,8,GBP_JPY,LONG,164.364,163.86751193232752,164.7424403383625,165.149880676725,165.149880676725,2014.15,5,LONDON,2.5,0.2716268922416648,27.26760177077819,53.58644208059849,164.1075903401607,163.6778073653663,12.114236451211013,False,-0.02840902129098563,30.952352082905495,22.740965983931005,0.5993589743589895,9,0,order_block_retest_long,165.149880676725,TP3,2023-04-10 14:00:00+00:00,58.21644093419092,1172.5664450760064,300,True
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2023-04-17 09:00:00+00:00,8,GBP_JPY,LONG,166.273,165.5694419869332,166.68179006533398,167.119580130668,167.119580130668,1438.01,4,LONDON,2.5,0.2918600435559981,29.256141736399936,53.09651232151941,166.06753677874337,165.30534702717188,21.962426698141257,False,0.007302871900080041,50.496777153515986,17.64632212566255,0.8381502890173366,9,0,order_block_retest_long,166.71,TP1+TIME,2023-04-19 01:00:00+00:00,42.28950326670002,608.127285925473,2400,True
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2023-05-23 08:00:00+00:00,8,GBP_JPY,LONG,171.679,171.27401068885226,172.10494655573882,172.5598931114776,172.5598931114776,2513.17,4,LONDON,2.5,0.303297703825869,31.233772599205892,38.83007264368459,171.95690341526895,171.038215251561,9.166666666669698,False,-0.09444737257466287,20.071492581539495,-30.690341526894827,0.07462686567163093,8,1,order_block_retest_long,172.5598931114776,TP3,2023-05-24 06:00:00+00:00,65.34233387157506,1642.1639321602634,1320,True
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2023-05-24 11:00:00+00:00,8,GBP_JPY,LONG,171.585,171.29486314341753,172.06168428291235,172.56736856582472,172.56736856582472,3564.62,4,LONDON,2.5,0.33712285527490027,23.16593170248944,42.39145041712392,171.9459699306664,171.25163487834703,-19.173486517050264,False,-0.06594636303357615,12.259463067492083,-38.9969930666382,0.57243816254416,11,2,order_block_retest_long,172.56736856582472,TP3,2023-05-25 08:00:00+00:00,72.95291802543345,2600.494306518206,1260,True
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2023-05-30 16:00:00+00:00,8,GBP_JPY,LONG,173.498,173.19598927212806,173.95405363935978,174.4391072787196,174.4391072787196,3510.58,4,OVERLAP,2.5,0.32336909290653426,21.97028332457342,49.28556089152811,173.35569809474038,172.4195300067899,-25.40383037510594,False,-0.017279955595494667,20.703562240141707,11.330190525961825,0.19687499999996724,16,1,order_block_retest_long,173.19598927212806,SL,2023-05-30 17:00:00+00:00,-30.201072787193084,-1060.232821052643,60,False
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