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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>
31 lines
13 KiB
CSV
31 lines
13 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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2022-11-25 08:00:00+00:00,9,GBP_NZD,LONG,1.9393300000000002,1.93184,1.94432,1.9496,1.9496,133511.35,5,LONDON,2.5,0.002998328152026919,30.77449727907638,63.453161951273884,1.933459241299593,1.9339951928606043,13.83333333333514,False,0.00022521586764849913,70.22704562050752,55.80758700407085,0.9662921348314898,8,4,london_breakout_long,1.9393300000000002,TP1+SL,2022-11-28 10:00:00+00:00,24.94999999999914,333.11081824998854,4440,True
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2022-12-13 08:00:00+00:00,9,GBP_NZD,SHORT,1.91671,1.92282,1.91262,1.90824,1.90824,164211.31,4,LONDON,2.5,0.003082960057347514,18.00502002818862,42.796142099102305,1.9189059426941673,1.9208857239404602,0.633333333335262,False,-0.0005810823337594924,33.27589810859663,-19.059426941672175,0.4752688172043064,8,1,london_breakout_short,1.92282,SL,2022-12-13 10:00:00+00:00,-61.100000000000605,-1003.3311041000098,120,False
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2022-12-14 07:00:00+00:00,9,GBP_NZD,LONG,1.9205,1.91203,1.92764,1.93513,1.93513,117272.47,4,ASIAN,2.5,0.0033373872195904953,27.659319912312142,59.71386692720742,1.9169576836266469,1.9197839914005093,52.81592628227693,False,0.0008012040711938046,79.26739712970046,31.923163733531545,0.41567695961992845,7,2,london_breakout_long,1.93513,TP3,2022-12-15 09:00:00+00:00,108.8500124752204,1276.510982249991,1560,True
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2022-12-15 09:00:00+00:00,9,GBP_NZD,LONG,1.93439,1.9250222664900083,1.9403599999999999,1.9466199999999998,1.9466199999999998,107396.62,5,LONDON,2.5,0.004013872446568312,31.62200623036108,68.43841484122851,1.9219990308433461,1.9208157382849058,45.91695869127443,False,0.0005436072735633161,84.8229150850605,121.00969156653818,0.7964404894326994,9,3,london_breakout_long,1.9250222664900083,SL,2022-12-15 13:00:00+00:00,-93.6773350999176,-1006.0629160338513,240,False
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2022-12-16 07:00:00+00:00,9,GBP_NZD,SHORT,1.91611,1.92269,1.91029,1.90412,1.90412,151368.13,5,ASIAN,2.5,0.003892157944523817,29.109418807754682,40.07079913128638,1.9218112383077204,1.9211370373709455,-83.88762428143569,False,-0.0005652955141608206,23.09714233253092,-53.512383077203296,0.22119815668204368,7,4,london_breakout_short,1.91611,TP1+SL,2022-12-16 10:00:00+00:00,29.099999999999678,440.4812582999952,180,True
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2023-01-04 07:00:00+00:00,9,GBP_NZD,SHORT,1.9040899999999998,1.9149165441885732,1.8946399999999999,1.8848399999999998,1.8848399999999998,92403.18,5,ASIAN,2.5,0.004414859270041505,33.89004815799043,35.59519666674463,1.910904283856194,1.9109132625883787,-112.25425788982778,False,-0.0014926441036582365,7.751621693033431,-64.6428385619413,0.5729877216916709,7,2,london_breakout_short,1.9149165441885732,SL,2023-01-04 15:00:00+00:00,-108.26544188573317,-1000.4071114346941,480,False
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2023-01-13 08:00:00+00:00,9,GBP_NZD,SHORT,1.9100899999999998,1.9164,1.9046199999999998,1.8988599999999995,1.8988599999999995,156957.69,4,LONDON,2.5,0.003864447934048397,35.99811030999987,47.33326889644102,1.9108026350153628,1.9097819602397434,-11.266666666667202,False,-0.00011287651107833485,31.70430153687741,-4.226350153628822,0.6583629893238548,8,4,london_breakout_short,1.9164,SL,2023-01-13 13:00:00+00:00,-63.1000000000026,-990.4030239000408,300,False
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2023-01-24 09:00:00+00:00,9,GBP_NZD,SHORT,1.90099,1.90947,1.89391,1.8865399999999999,1.8865399999999999,115624.88,5,LONDON,2.5,0.003940223748551841,25.23294107571721,35.4874537826248,1.911785402582541,1.914415713047228,-32.46809570471631,False,0.00013012222655956873,63.954659743992046,-105.05402582540846,0.5009765624999847,9,1,london_breakout_short,1.90099,TP1+SL,2023-01-24 23:00:00+00:00,35.39999999999987,409.31207519999856,840,True
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2023-02-01 07:00:00+00:00,9,GBP_NZD,SHORT,1.91041,1.91787,1.9040700000000002,1.8973800000000003,1.8973800000000003,131982.86,4,ASIAN,2.5,0.003603666171774015,27.173569838124354,47.29622650953141,1.911405930727985,1.9107436920575678,-9.465876817191798,False,5.4065005276266245e-06,25.91276228758329,-6.459307279849114,0.7552447552447704,7,2,london_breakout_short,1.8973800000000003,TP3,2023-02-02 01:00:00+00:00,96.85000987249124,1278.254129399963,1080,True
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2023-02-03 07:00:00+00:00,9,GBP_NZD,SHORT,1.88435,1.88891,1.88089,1.8770799999999999,1.8770799999999999,218722.51,5,ASIAN,2.5,0.003067110584644575,27.418205878030825,33.29707473802743,1.895247119216552,1.905048301992543,-45.61443701086576,False,0.0003558769001567692,24.42069981175736,-105.47119216552048,0.5779220779220484,7,4,london_breakout_short,1.88891,SL,2023-02-03 09:00:00+00:00,-45.60000000000119,-997.3746456000262,120,False
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2023-02-03 09:00:00+00:00,9,GBP_NZD,LONG,1.89267,1.8851,1.89619,1.9000000000000001,1.9000000000000001,130436.05,4,LONDON,2.5,0.003325365759208841,26.909299341389435,54.38790525629495,1.894851077754303,1.9047515439520484,38.42160817810303,False,0.0008922318844820929,66.2816490347085,-24.71077754303108,0.8838095238095234,9,4,london_breakout_long,1.9000000000000001,TP3,2023-02-03 14:00:00+00:00,54.250005619612196,707.6156445500018,300,True
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2023-02-06 08:00:00+00:00,9,GBP_NZD,LONG,1.9089900000000002,1.90356,1.91324,1.91778,1.91778,183144.95,5,LONDON,2.5,0.003049039824815995,63.108307264238995,69.95591178528457,1.9000945213804483,1.9043412194711649,9.166666666666767,False,9.542762794378544e-05,86.40216423642242,86.05478619551742,0.4743202416918753,8,0,london_breakout_long,1.91778,TP3,2023-02-06 15:00:00+00:00,65.20000479947574,1194.1051618999743,420,True
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2023-02-10 07:00:00+00:00,9,GBP_NZD,SHORT,1.9132099999999999,1.91904,1.90865,1.90374,1.90374,172627.46,4,ASIAN,2.5,0.002649571710581339,43.09782869483586,49.745086888352624,1.9117882514408275,1.9077439144070159,8.628860621249235,False,-0.00020581253555555052,35.22181153771842,17.717485591723925,0.3962264150943483,7,4,london_breakout_short,1.90374,TP3,2023-02-13 08:00:00+00:00,70.15000548580045,1210.9817265999798,4380,True
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2023-02-17 09:00:00+00:00,9,GBP_NZD,LONG,1.92629,1.9188183258197387,1.9330599999999998,1.9401199999999996,1.9401199999999996,136318.57,5,LONDON,2.5,0.003063907552668473,26.937140097234618,67.0557874634668,1.918061252137633,1.9140566354155488,30.49056352295132,False,0.0007295739279986214,61.41802996489605,79.38747862366924,0.7117117117117006,9,4,london_breakout_long,1.92358,TIME,2023-02-21 01:00:00+00:00,-27.0999999999999,-369.42332469999866,5280,False
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2023-02-24 08:00:00+00:00,9,GBP_NZD,LONG,1.93521,1.9281067883691416,1.93843,1.9419400000000002,1.9419400000000002,142869.7,5,LONDON,2.5,0.002774907177175959,26.563976563120146,60.10084390141102,1.9325806619011663,1.9276617698766592,3.666666666666263,False,0.000757216214856938,91.38056361819376,23.393380988336876,0.44152046783623095,8,4,london_breakout_long,1.9419400000000002,TP3,2023-02-24 15:00:00+00:00,49.75000471058656,710.776824800009,420,True
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2023-02-28 07:00:00+00:00,9,GBP_NZD,LONG,1.96069,1.95458,1.96504,1.9697399999999998,1.9697399999999998,167257.2,5,ASIAN,2.5,0.0025440758726265797,56.90656887631068,73.78604321341378,1.947899258483607,1.935152838698314,79.13805793453353,False,-0.0001824634483063273,74.84164365762622,124.40741516392961,0.8338192419824565,7,1,london_breakout_long,1.96069,TP1+SL,2023-02-28 15:00:00+00:00,21.749999999999268,363.7844099999878,480,True
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2023-03-06 08:00:00+00:00,9,GBP_NZD,LONG,1.94269,1.9366297486057842,1.9459799999999998,1.9495599999999997,1.9495599999999997,169230.49,5,LONDON,2.5,0.0026910933749944217,67.97512826937823,76.60646473785907,1.9314832918485154,1.9327163374266243,15.900000000002024,False,0.00015766744531159034,53.55336145490506,109.16708151484488,0.7561929595827582,8,0,london_breakout_long,1.94269,TP1+SL,2023-03-06 20:00:00+00:00,16.449999999998965,278.3841560499825,720,True
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2023-03-10 07:00:00+00:00,9,GBP_NZD,LONG,1.95655,1.95102,1.9612399999999999,1.9662799999999998,1.9662799999999998,185960.79,5,ASIAN,2.5,0.0028022088227317964,65.13627187724393,72.10947998541846,1.944886302164347,1.938198545332761,88.69154221877729,False,0.0001464676969909701,83.73620233534245,113.13697835652947,0.10112359550559415,7,4,london_breakout_long,1.95655,TP1+SL,2023-03-10 13:00:00+00:00,23.449999999999303,436.0780525499871,360,True
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2023-03-14 07:00:00+00:00,9,GBP_NZD,SHORT,1.94991,1.9585682395791786,1.9451,1.93994,1.93994,119276.43,4,ASIAN,2.5,0.0036002032722662995,20.338536276810277,38.500374544035296,1.9547666783820097,1.9455349639754074,-26.682225464575993,False,-0.0004099603252020454,12.416543778869942,-45.066783820095765,0.6305555555555457,7,1,london_breakout_short,1.9585682395791786,SL,2023-03-14 12:00:00+00:00,-86.5823957917855,-1032.7239070891198,300,False
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2023-03-17 08:00:00+00:00,9,GBP_NZD,SHORT,1.9445,1.95504,1.9355900000000001,1.9263900000000003,1.9263900000000003,97001.58,5,LONDON,2.5,0.004164590049759226,55.04992575432544,36.15747337570177,1.953126994475184,1.9495470395909629,-2.733333333331256,False,-0.0011128882403857484,21.58442668771086,-83.36994475183879,0.30603448275861717,8,4,london_breakout_short,1.95504,SL,2023-03-20 09:00:00+00:00,-105.39999999999993,-1022.3966531999994,4380,False
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2023-04-04 07:00:00+00:00,9,GBP_NZD,LONG,1.98027,1.9731722020918216,1.98441,1.9889000000000001,1.9889000000000001,142603.77,4,ASIAN,2.5,0.0033013249373233075,31.32203814870708,65.27688349382484,1.973281634635516,1.9724207707760926,76.21775650514806,False,0.0005715194445515535,67.06987506009953,66.38365364483923,0.885893980233612,7,1,london_breakout_long,1.98027,TP1+SL,2023-04-04 20:00:00+00:00,20.70000000000016,295.1898039000023,780,True
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2023-05-17 07:00:00+00:00,9,GBP_NZD,SHORT,1.99309,1.999008554931016,1.98835,1.98326,1.98326,171515.62,5,ASIAN,2.5,0.0025261775458058897,44.965384952258376,23.701923143229678,2.002822316558113,2.0021009533769045,-84.22021634947541,False,-0.0007012574949349195,19.571046450080644,-93.82316558113057,0.6333853354134065,7,2,london_breakout_short,1.999008554931016,SL,2023-05-17 15:00:00+00:00,-59.18554931015895,-1015.1246184972485,480,False
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2023-06-08 07:00:00+00:00,9,GBP_NZD,SHORT,2.0509399999999998,2.0583616691015907,2.0471799999999996,2.0430699999999993,2.0430699999999993,135410.7,4,ASIAN,2.5,0.003178048523447971,30.22733971595245,41.639767595365406,2.0529381513960034,2.0471220786391924,-43.14401569724069,False,-0.0009923402667018875,25.484833394828545,-16.481513960036054,0.8432642487046708,7,3,london_breakout_short,2.0583616691015907,SL,2023-06-08 14:00:00+00:00,-74.21669101590922,-1004.9734082147979,420,False
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2023-06-19 07:00:00+00:00,9,GBP_NZD,SHORT,2.05725,2.06508,2.05166,2.04572,2.04572,127065.6,4,ASIAN,2.5,0.0032257451883728585,24.642309978376208,49.306826801329215,2.0551952766283708,2.0507207723970162,-18.063804964043584,False,-0.00044571687866593263,13.032829591440338,24.04723371629114,0.5967741935484853,7,0,london_breakout_short,2.06508,SL,2023-06-19 10:00:00+00:00,-78.30000000000226,-994.9236480000287,180,False
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2023-07-07 07:00:00+00:00,9,GBP_NZD,SHORT,2.06173,2.06927,2.0563,2.0505199999999997,2.0505199999999997,130633.21,4,ASIAN,2.5,0.003181820768834878,21.681253249181225,46.36567955440962,2.0615744873129436,2.062899162591658,-17.34816208300849,False,-0.0008644203439484317,45.698219293621804,5.05512687056342,0.6737588652482208,7,4,london_breakout_short,2.06927,SL,2023-07-07 12:00:00+00:00,-75.40000000000101,-984.9744034000134,300,False
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2023-07-17 07:00:00+00:00,9,GBP_NZD,LONG,2.06519,2.0579988807748015,2.0713399999999997,2.0778399999999997,2.0778399999999997,135601.24,4,ASIAN,2.5,0.0029024157122165798,44.54294489683721,66.2358558698281,2.058775305448945,2.0638179286328695,74.42326605570759,False,0.0007063840111550155,79.65761388034755,60.64694551054739,0.7292490118576166,7,0,london_breakout_long,2.0778399999999997,TP3,2023-07-18 08:00:00+00:00,94.00000932882178,1274.65178249998,1500,True
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2023-07-24 08:00:00+00:00,9,GBP_NZD,SHORT,2.0695400000000004,2.077880245779769,2.06259,2.0553500000000002,2.0553500000000002,118446.29,4,LONDON,2.5,0.0035186627181999436,45.94440967379018,31.485268008735048,2.0752463568387505,2.0691910936790667,-16.06666666666534,False,-0.0019529397709328244,4.0565369513567475,-54.163568387504135,0.5094594594594313,8,0,london_breakout_short,2.0695400000000004,TP1+SL,2023-07-25 16:00:00+00:00,34.750000000001165,411.6008577500138,1920,True
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2023-08-14 07:00:00+00:00,9,GBP_NZD,SHORT,2.11966,2.127024299702288,2.1131,2.1061900000000002,2.1061900000000002,134702.18,4,ASIAN,2.5,0.003031739889421116,36.801133320961085,50.89817251102199,2.114932973144335,2.1000073261576304,-4.330868136066535,False,-0.0006845538776212102,21.344791863856628,50.770268556652454,0.55778894472355,7,0,london_breakout_short,2.127024299702288,SL,2023-08-15 07:00:00+00:00,-73.64299702287802,-991.9872240715179,1440,False
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2023-08-28 07:00:00+00:00,9,GBP_NZD,LONG,2.1322900000000002,2.12654,2.13648,2.14102,2.14102,170794.32,3,ASIAN,2.5,0.002438077000734884,17.111808655463935,58.54640665816327,2.1306438320276953,2.1328714486630695,18.396950303984916,False,0.00012351134935283017,73.70738076099583,12.96167972304918,0.5314685314685814,7,0,london_breakout_long,2.12654,SL,2023-08-29 10:00:00+00:00,-57.50000000000366,-982.0673400000626,1620,False
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