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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>
12 lines
4.7 KiB
CSV
12 lines
4.7 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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2023-07-24 07:00:00+00:00,9,GBP_JPY,SHORT,181.667,182.336,181.10399999999998,180.50599999999997,180.50599999999997,1494.77,3,ASIAN,2.5,0.3331836348954604,18.786605650490444,48.08544112001042,181.47948872208767,181.28066469334323,-30.47795274905809,False,-0.09024897340096255,61.93415557234357,22.251127791233216,0.5381355932203405,7,0,london_breakout_short,181.667,TP1+SL,2023-07-25 05:00:00+00:00,28.15000000000083,420.7777550000124,1320,True
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2023-07-26 08:00:00+00:00,9,GBP_JPY,SHORT,181.141,181.80542243841543,180.551,179.932,179.932,1511.4,4,LONDON,2.5,0.2792997628400264,43.733202957053706,37.337897248311535,181.5401743548579,181.36315855513502,-7.066666666668198,False,-0.05835705021983957,20.801575849522937,-37.017435485790884,0.5462046204620796,8,2,london_breakout_short,181.80542243841543,SL,2023-07-27 08:00:00+00:00,-66.44224384154427,-1004.2080734211002,1440,False
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2023-08-03 07:00:00+00:00,9,GBP_JPY,SHORT,181.27700000000002,182.0550298595512,180.625,179.938,179.938,1277.8,4,ASIAN,2.5,0.3490539478332984,30.15607427024611,30.553126192547182,182.30170494836983,181.78533032679744,-82.538183925476,False,-0.027100320026927333,26.70013055734296,-98.97049483698197,0.9696969696969638,7,3,london_breakout_short,181.27700000000002,TP1+SL,2023-08-03 16:00:00+00:00,32.600000000000755,416.5628000000097,540,True
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2023-08-09 07:00:00+00:00,9,GBP_JPY,LONG,182.963,182.425,183.34099999999998,183.75399999999996,183.75399999999996,1855.63,4,ASIAN,2.5,0.25198454956877386,14.67021539868963,62.728601768901875,182.25865791076126,181.81531366358925,64.68830421702307,False,-0.001367221191524104,56.58157425441443,66.93420892387394,0.9396984924623044,7,2,london_breakout_long,182.425,SL,2023-08-09 10:00:00+00:00,-53.79999999999825,-998.3289399999676,180,False
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2023-08-16 07:00:00+00:00,9,GBP_JPY,LONG,185.245,184.69,185.639,186.068,186.068,1780.81,5,ASIAN,2.5,0.22596648607585001,29.7002832296063,62.87690656580655,184.64623812130682,183.46470926188073,19.987506924493914,False,-0.010322598958339757,55.59223923535986,56.37618786931853,0.5943877551020144,7,2,london_breakout_long,186.068,TP3,2023-08-16 17:00:00+00:00,60.85046214924734,1083.6311150000115,600,True
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2023-08-23 07:00:00+00:00,9,GBP_JPY,SHORT,184.9,185.41700403812501,184.511,184.087,184.087,1932.64,4,ASIAN,2.5,0.2603157855892955,48.01991134633976,25.99061550445184,185.79216209991066,185.0925685048437,-82.91549663562989,False,-0.02706400948981985,61.70539246771647,-85.71620999106528,0.7434094903339189,7,2,london_breakout_short,184.087,TP3,2023-08-23 09:00:00+00:00,60.100420668102984,1161.5247700000257,120,True
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2023-08-23 09:00:00+00:00,9,GBP_JPY,SHORT,183.839,184.6603402165466,183.444,183.01999999999998,183.01999999999998,1230.67,5,LONDON,2.5,0.33108350900301386,57.42546181391417,15.703542940547251,185.66006889730318,185.0724675963545,-41.129638262810886,False,-0.15888194252057475,8.4550382537422,-179.20688973031815,0.8174757281553464,9,2,london_breakout_short,183.839,TP1+SL,2023-08-23 15:00:00+00:00,19.75000000000051,243.0573250000063,360,True
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2023-08-28 07:00:00+00:00,9,GBP_JPY,SHORT,184.234,184.637,184.023,183.777,183.777,2514.22,5,ASIAN,2.5,0.19467432889993236,43.14768742059697,50.41071370342816,184.26008787830426,184.585042545376,12.09561089257818,False,-0.001532767953672895,19.985396745159854,0.8912121695743735,0.7307692307692476,7,0,london_breakout_short,184.637,SL,2023-08-28 18:00:00+00:00,-40.29999999999916,-1013.2306599999788,660,False
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2023-08-30 07:00:00+00:00,9,GBP_JPY,LONG,185.097,184.49928619439865,185.60900000000004,186.15600000000006,186.15600000000006,1678.22,5,ASIAN,2.5,0.23850798493764452,26.18078286252744,65.85985718704794,184.55250124186608,184.58914565736094,43.40188533696221,False,0.05739152528444708,78.14134861555232,50.949875813392964,0.5690072639225362,7,2,london_breakout_long,185.097,TP1+SL,2023-08-31 09:00:00+00:00,25.600000000001444,429.6243200000242,1560,True
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2023-08-31 09:00:00+00:00,9,GBP_JPY,SHORT,185.054,185.67768129262146,184.69400000000002,184.30500000000004,184.30500000000004,1615.24,4,LONDON,2.5,0.25152448011654055,40.95991981199591,37.93731681243616,185.21326886939877,184.81585110775876,-8.410810172327388,False,-0.10567709527408028,32.85742332695667,-13.026886939877613,0.4615384615385074,9,3,london_breakout_short,184.30500000000004,TP3,2023-08-31 16:00:00+00:00,55.45046370817719,895.6580699999612,420,True
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