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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>
16 lines
6.4 KiB
CSV
16 lines
6.4 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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2022-12-14 07:00:00+00:00,9,GBP_AUD,SHORT,1.80411,1.81009,1.79892,1.79343,1.79343,167224.08,5,ASIAN,2.0,0.0030921733197262127,27.769912172281646,41.128784656609675,1.8088711116846772,1.8069674669128137,-19.432327123729554,False,0.00023518256229637918,23.557001257428496,-44.611116846771104,0.2051282051281723,7,2,london_breakout_short,1.80411,TP1+SL,2022-12-14 15:00:00+00:00,25.95000000000014,433.9464876000023,480,True
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2022-12-29 09:00:00+00:00,9,GBP_AUD,LONG,1.79124,1.78392485163061,1.79667,1.80234,1.80234,137295.84,4,LONDON,2.0,0.002842912251487661,30.736314901989378,67.7878075247542,1.785500141028101,1.7960380817199464,12.410910641786899,False,0.0008836579592779685,88.15918411643736,54.99858971898863,0.7774086378737681,9,3,london_breakout_long,1.78392485163061,SL,2022-12-29 14:00:00+00:00,-73.15148369389846,-1004.3394401000091,300,False
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2023-01-10 09:00:00+00:00,9,GBP_AUD,LONG,1.76596,1.75821,1.77169,1.77766,1.77766,128296.27,4,LONDON,2.0,0.0031293656582303112,27.533929553131717,65.56133844260384,1.7597651372737415,1.7683377708946086,26.256457613063056,False,0.0002798888766244224,66.65003707948505,59.548627262584475,0.9107551487413927,9,1,london_breakout_long,1.75821,SL,2023-01-11 05:00:00+00:00,-77.49999999999923,-994.2960924999902,1200,False
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2023-01-23 08:00:00+00:00,9,GBP_AUD,SHORT,1.77066,1.7777385928039753,1.76592,1.76094,1.76094,139060.56,4,LONDON,2.0,0.0031264773271908407,36.29784442658625,27.143161626141747,1.7800462823183103,1.7706336197301533,-24.966666666670356,False,-0.00024643706013675794,26.590488156606792,-91.46282318310384,0.9317904993909999,8,0,london_breakout_short,1.77066,TP1+SL,2023-01-23 14:00:00+00:00,23.69999999999983,329.57352719999767,360,True
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2023-01-24 07:00:00+00:00,9,GBP_AUD,LONG,1.76326,1.7583,1.76652,1.77008,1.77008,199122.75,4,ASIAN,2.0,0.0028548691162802523,40.1635721061256,45.422703725175666,1.7689912165755912,1.7688811665866468,-12.74544130682731,False,0.0008285313067096069,56.75821282729468,-60.31216575591136,0.9081364829396157,7,1,london_breakout_long,1.7583,SL,2023-01-24 09:00:00+00:00,-49.600000000000755,-987.6488400000151,120,False
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2023-01-24 09:00:00+00:00,9,GBP_AUD,SHORT,1.75636,1.76186,1.75304,1.74948,1.74948,177776.79,5,LONDON,2.0,0.0034004738808742926,38.948420637744555,33.50279830595241,1.7682878396762765,1.7687031964059754,-40.07826861342822,False,0.0006591529116195616,63.99123684946442,-116.87839676276512,0.6273584905660453,9,1,london_breakout_short,1.74948,TP3,2023-01-24 13:00:00+00:00,51.00000387002143,906.6616977999988,240,True
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2023-02-02 09:00:00+00:00,9,GBP_AUD,SHORT,1.7306,1.73521,1.72715,1.72346,1.72346,214064.85,5,LONDON,2.0,0.002860788752543763,46.57115211754893,28.807758722447886,1.7401085760977721,1.7484351472991098,-10.995924924008804,False,6.533550360325168e-05,18.997273668142462,-92.68576097772207,0.22460937499999636,9,3,london_breakout_short,1.73521,SL,2023-02-02 12:00:00+00:00,-46.10000000000003,-986.8389585000007,180,False
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2023-02-06 09:00:00+00:00,9,GBP_AUD,LONG,1.74561,1.7375017847081538,1.7523300000000002,1.7592900000000002,1.7592900000000002,120491.45,4,LONDON,2.0,0.003333908536971501,36.153914310163586,68.76589440590384,1.737217212983482,1.743222645572988,25.87608791038587,False,0.0001425608109258021,87.01024457592062,81.52787016518114,0.5815972222222558,9,0,london_breakout_long,1.74561,TP1+SL,2023-02-06 21:00:00+00:00,33.60000000000029,404.8512720000036,720,True
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2023-02-28 07:00:00+00:00,9,GBP_AUD,LONG,1.7933999999999999,1.7874317070388241,1.79844,1.8037800000000002,1.8037800000000002,164371.81,5,ASIAN,2.0,0.0023489373855796196,34.31524903913857,70.69590616533989,1.7821431399317356,1.7658516009366423,62.20260599311356,False,-0.0001939382878945982,82.60892037818884,109.5686006826435,0.9120234604105052,7,1,london_breakout_long,1.7933999999999999,TP1+SL,2023-02-28 16:00:00+00:00,25.200000000000777,414.21696120001275,540,True
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2023-03-06 08:00:00+00:00,9,GBP_AUD,LONG,1.78502,1.7792252784507003,1.7894400000000001,1.7941000000000003,1.7941000000000003,170010.11,5,LONDON,2.0,0.0023824680040255967,33.49629293005964,70.05188536782839,1.778724802919714,1.7745787888634912,10.233333333335981,False,0.000387708898703375,69.41187588520465,60.55197080286012,0.6912751677852472,8,0,london_breakout_long,1.7941000000000003,TP3,2023-03-07 03:00:00+00:00,67.5000053408603,1147.5683333000245,1140,True
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2023-04-04 08:00:00+00:00,9,GBP_AUD,LONG,1.8498,1.84051205636336,1.85827,1.86698,1.86698,107304.37,5,LONDON,2.0,0.003744236207894884,55.237238294638146,72.37892202420971,1.8372886597721643,1.8377898647186126,13.499999999999623,False,0.002540964135507997,92.4095789454962,122.71340227835825,0.7206703910614768,8,1,london_breakout_long,1.86698,TP3,2023-04-05 09:00:00+00:00,128.25001601053128,1376.1787170499974,1500,True
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2023-04-25 08:00:00+00:00,9,GBP_AUD,LONG,1.87155,1.8650421271467714,1.87749,1.8836700000000002,1.8836700000000002,155257.91,5,LONDON,2.0,0.0025287813454848876,37.33178157794148,74.12172205021234,1.8620163389779507,1.8552622661873193,-5.166666666664987,False,0.0002596857809977391,67.4340064949768,92.93661022049315,0.0,8,1,london_breakout_long,1.8836700000000002,TP3,2023-04-26 07:00:00+00:00,90.30000780636647,1401.9790485000144,1380,True
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2023-05-25 08:00:00+00:00,9,GBP_AUD,LONG,1.89388,1.88877,1.89729,1.9009399999999999,1.9009399999999999,200473.29,5,LONDON,2.0,0.002496204732754208,27.640572256220842,67.19279404105967,1.8850510668785292,1.8767614959541643,4.333333333332856,False,-0.00021962338390203642,65.6645952845588,85.88933121470798,0.6428571428571564,8,3,london_breakout_long,1.89388,TP1+SL,2023-05-25 16:00:00+00:00,17.049999999999567,341.8069594499913,480,True
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2023-08-23 09:00:00+00:00,9,GBP_AUD,SHORT,1.96832,1.9769340856582875,1.9603800000000002,1.9522000000000004,1.9522000000000004,119320.45,5,LONDON,2.0,0.0033975175302210954,35.54493322737665,28.721820356951724,1.9825818040211565,1.9746353079522043,-36.070368076843714,False,-0.0008011920375182594,6.934332287890008,-140.21804021156382,0.7487562189054369,9,2,london_breakout_short,1.96043,TP1+TIME,2023-08-25 01:00:00+00:00,79.15000000000005,944.4213617500006,2400,True
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