Files
fx-quant/results/phase1/S9_GBP_JPY_FULL_trades.csv
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

18 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekentry_patternexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
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52023-03-21 08:00:00+00:009GBP_JPYLONG161.721160.75162.531163.37163.371056.354LONDON2.50.3973116912134131425.39487293409670362.99478411157186161.05918773363302161.657421586006933.6333333333345763False0.0409130984722319686.8262105690296463.281226636698310.516030534351134881london_breakout_long161.721TP1+SL2023-03-22 18:00:00+00:0040.500000000000114427.821750000001152040True
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82023-03-28 07:00:00+00:009GBP_JPYLONG161.477160.724162.14800000000002162.85400000000004162.854000000000041340.645ASIAN2.50.3230801766358424339.7211647131699361.157646445123405160.87612363874905161.1417498223356420.395387889911376False-0.0584288511067196166.8651902069675856.587636125095740.326612903225831471london_breakout_long162.85400000000004TP32023-03-29 11:00:00+00:00102.40102712137781372.82913000003941680True
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192023-05-17 07:00:00+00:009GBP_JPYSHORT170.122170.593169.77900000000002169.40100000000004169.401000000000042123.154ASIAN2.50.2452921685862740621.20535579660053245.874581951991495170.13595628615445169.72850989127656-17.880387838059164False-0.01725987321255661337.809483205927672.10437138455574770.4343434343434372572london_breakout_short170.593SL2023-05-17 11:00:00+00:00-47.09999999999752-1000.0036499999475240False
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