mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-08-22 14:38:08 +00:00
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>
21 lines
8.7 KiB
CSV
21 lines
8.7 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
|
|
2023-03-13 09:00:00+00:00,9,USD_JPY,SHORT,133.21400000000003,134.6365623516348,131.94600000000003,130.65900000000005,130.65900000000005,702.96,5,LONDON,1.5,0.5935374448929305,38.4472667395841,33.633754304928544,135.32298839822434,135.93447263227625,-44.57098586926236,False,-0.0344210185553408,34.213718094960996,-208.99883982243352,0.5657764589515383,9,0,london_breakout_short,134.6365623516348,SL,2023-03-14 12:00:00+00:00,-142.2562351634781,-1000.0044307051857,1620,False
|
|
2023-03-21 07:00:00+00:00,9,USD_JPY,LONG,131.89199999999997,131.1083095568418,132.558,133.249,133.249,1263.25,4,ASIAN,1.5,0.30729930745875605,29.565499051939636,58.90300357370788,131.8292271787304,133.3808889536425,55.265369877835724,False,0.08303076331452403,82.85639414094027,3.7772821269584256,0.4565826330531731,7,1,london_breakout_long,131.89199999999997,TP1+SL,2023-03-22 18:00:00+00:00,33.30000000000126,420.66225000001594,2100,True
|
|
2023-04-11 07:00:00+00:00,9,USD_JPY,SHORT,133.11800000000002,133.64290114677095,132.677,132.21099999999998,132.21099999999998,1894.08,4,ASIAN,1.5,0.22260614022921577,20.426084394739046,48.94462389767846,132.84961422576728,132.30529814831434,-4.466837196079609,False,-0.082483681504543,33.56955410771238,29.338577423271772,0.6537717601547322,7,1,london_breakout_short,133.64290114677095,SL,2023-04-11 15:00:00+00:00,-52.49011467709295,-994.204764075882,480,False
|
|
2023-04-14 07:00:00+00:00,9,USD_JPY,SHORT,132.20200000000003,132.639,131.85299999999998,131.47899999999996,131.47899999999996,2252.32,5,ASIAN,1.5,0.21314778764477493,39.5180021586621,34.19103830645824,132.82909990385033,132.69489915873922,-42.83425987645728,False,0.0038289370893971886,42.68439234938529,-60.20999038503305,0.5879396984924483,7,4,london_breakout_short,132.639,SL,2023-04-14 11:00:00+00:00,-43.69999999999834,-984.2638399999627,240,False
|
|
2023-05-04 07:00:00+00:00,9,USD_JPY,LONG,134.69699999999997,134.147,135.151,135.63000000000002,135.63000000000002,1771.68,4,ASIAN,1.5,0.28304139810979345,60.039145437187486,37.19285229843053,135.49802016258374,135.28017758248313,-38.826243381058134,False,0.034990160571731876,48.20978589821387,-82.60201625837453,0.6791666666666674,7,3,london_breakout_long,134.147,SL,2023-05-04 14:00:00+00:00,-54.99999999999829,-974.4239999999699,420,False
|
|
2023-05-11 07:00:00+00:00,9,USD_JPY,LONG,134.57699999999997,134.0840276754586,135.001,135.45000000000002,135.45000000000002,1956.86,4,ASIAN,1.5,0.1906040062582355,42.461768170210206,52.953297348825124,134.64714193423612,134.89545079378436,7.859362131750913,False,0.051401207844186114,97.02423145405362,-9.514193423612483,0.9106382978722818,7,3,london_breakout_long,134.0840276754586,SL,2023-05-11 11:00:00+00:00,-49.297232454136974,-964.6778230020248,240,False
|
|
2023-05-16 07:00:00+00:00,9,USD_JPY,SHORT,135.76600000000002,136.102,135.49099999999999,135.19099999999997,135.19099999999997,2842.35,4,ASIAN,1.5,0.15311223587255499,31.9764020527712,42.82159214557087,135.71857556035505,135.20237256804097,-22.299243606104824,False,-0.053997285780131285,12.751463218569425,7.2424439644947824,0.3087248322147113,7,1,london_breakout_short,136.102,SL,2023-05-16 12:00:00+00:00,-33.59999999999843,-955.0295999999554,300,False
|
|
2023-05-18 08:00:00+00:00,9,USD_JPY,LONG,137.789,137.29722896813632,138.228,138.686,138.686,1922.6,5,LONDON,1.5,0.189386383263661,39.988562881031015,68.72101727784725,137.00435657300463,135.89813186450525,-4.633333333330825,False,-0.01884559251258,68.85444623367458,76.5643426995382,0.212435233160592,8,3,london_breakout_long,138.686,TP3,2023-05-18 17:00:00+00:00,66.80046655570789,1284.3057700000397,540,True
|
|
2023-06-05 07:00:00+00:00,9,USD_JPY,LONG,140.43399999999997,139.984,140.77999999999997,141.15099999999995,141.15099999999995,2129.61,5,ASIAN,1.5,0.18279666557055982,59.613735567744975,74.30810733983049,139.63526132337495,139.33678310083044,77.42687356954718,False,0.015336629473368779,74.30913183849583,77.37386766250438,0.5913043478258978,7,0,london_breakout_long,139.984,SL,2023-06-05 13:00:00+00:00,-44.99999999999602,-958.3244999999154,360,False
|
|
2023-06-12 08:00:00+00:00,9,USD_JPY,SHORT,139.18400000000003,139.5970111538935,138.82500000000002,138.44700000000003,138.44700000000003,2297.13,3,LONDON,1.5,0.17298985716044213,15.472377231057209,39.92709676645084,139.41781315391705,139.4413715220339,-9.499999999999886,False,-0.01243162483465337,38.56862702714542,-21.481315391704925,0.8123324396782358,8,0,london_breakout_short,139.5970111538935,SL,2023-06-12 13:00:00+00:00,-41.301115389347835,-948.7403119433261,300,False
|
|
2023-06-26 07:00:00+00:00,9,USD_JPY,SHORT,143.15600000000003,143.659,142.75300000000001,142.32500000000002,142.32500000000002,1867.3,4,ASIAN,1.5,0.2382779380019185,24.489231710322485,44.78724837649501,143.08750387724413,141.85573123396597,-23.06650205522942,False,-0.06895358153879677,41.56424348453981,9.349612275588015,0.5585443037974326,7,0,london_breakout_short,143.659,SL,2023-06-26 14:00:00+00:00,-50.299999999995755,-939.2518999999206,420,False
|
|
2023-06-27 08:00:00+00:00,9,USD_JPY,LONG,143.72699999999998,143.281,144.084,144.46,144.46,2084.89,5,LONDON,1.5,0.1774505265718718,24.071162055621794,60.519408359565105,143.3170983923603,142.20424069769604,4.300000000000637,False,0.014078619335074538,58.379002793896184,39.090160763970516,0.7413127413128091,8,1,london_breakout_long,144.46,TP3,2023-06-28 13:00:00+00:00,54.50035157730444,1136.2723800000626,1740,True
|
|
2023-07-17 09:00:00+00:00,9,USD_JPY,SHORT,138.122,138.737,137.768,137.395,137.395,1530.44,5,LONDON,1.5,0.2581736327234582,27.15170731195002,40.3210353171402,138.57811084353776,140.39734673778494,-21.846508482258287,False,-0.05651250376501021,34.59581879499231,-43.71108435377664,0.6304347826087046,9,0,london_breakout_short,138.737,SL,2023-07-17 12:00:00+00:00,-61.49999999999806,-941.2205999999704,180,False
|
|
2023-07-21 08:00:00+00:00,9,USD_JPY,LONG,141.92999999999998,141.20838593924816,142.488,143.065,143.065,1291.29,5,LONDON,1.5,0.3086852225649685,34.7098486923251,83.5655616527844,139.8860001442985,139.84588271959407,19.533333333333758,False,0.14303635277674848,92.12998434432355,202.4999855701509,0.8098802395209456,8,4,london_breakout_long,141.20838593924816,SL,2023-07-24 09:00:00+00:00,-72.16140607518183,-931.8130205082156,4380,False
|
|
2023-07-24 09:00:00+00:00,9,USD_JPY,SHORT,141.26200000000003,141.811,140.811,140.341,140.341,1680.31,4,LONDON,1.5,0.2314886506956429,20.664603328601675,47.852268950725396,140.9553978606228,140.2340091976292,-7.942720487650945,False,-0.09374168235876254,41.331396756234334,32.560213937719595,0.5739436619717859,9,0,london_breakout_short,141.26200000000003,TP1+SL,2023-07-24 14:00:00+00:00,22.55000000000109,378.90990500001834,300,True
|
|
2023-08-11 07:00:00+00:00,9,USD_JPY,SHORT,144.59700000000004,144.892,144.359,144.096,144.096,3139.94,4,ASIAN,1.5,0.14938180262637588,23.35386396100247,59.75093094063586,144.1255853070236,143.02796047955692,23.903749278485975,False,-0.03946974192355962,51.13110613437698,49.64146929764013,0.6536585365852583,7,4,london_breakout_short,144.892,SL,2023-08-11 15:00:00+00:00,-29.499999999995907,-926.2822999998715,480,False
|
|
2023-08-15 07:00:00+00:00,9,USD_JPY,LONG,145.82299999999998,145.37960187911577,146.213,146.628,146.628,2068.16,5,ASIAN,1.5,0.1691907306141413,24.8567342732985,70.91053599931803,145.11336728123837,143.84148330582033,38.05271653531577,False,0.007334555239812329,82.81702491084685,68.46327187616339,0.39378238341968835,7,1,london_breakout_long,145.37960187911577,SL,2023-08-15 13:00:00+00:00,-44.33981208842113,-917.0182576878904,360,False
|
|
2023-08-21 08:00:00+00:00,9,USD_JPY,LONG,145.69299999999998,145.18823948434127,146.157,146.64000000000001,146.64000000000001,1798.57,5,LONDON,1.5,0.19913962010182143,27.17929371730109,58.49830543141102,145.52153140151083,144.96871211485345,7.400000000001228,False,0.049419082667677874,66.33247275583595,15.246859848917893,0.8435114503816918,8,0,london_breakout_long,145.69299999999998,TP1+SL,2023-08-22 08:00:00+00:00,23.20000000000135,417.2682400000243,1440,True
|
|
2023-08-23 07:00:00+00:00,9,USD_JPY,SHORT,145.37300000000002,145.7621238418937,145.11700000000002,144.83600000000004,144.83600000000004,2343.78,4,ASIAN,1.5,0.16410314127480385,39.53255362914757,32.243923727647214,145.7798841827193,145.31516959861295,-35.503024349725365,False,-0.026616976024063557,49.41423677599706,-38.18841827192898,0.7178217821782046,7,2,london_breakout_short,144.83600000000004,TP3,2023-08-23 13:00:00+00:00,39.650229117066196,929.3141399999743,360,True
|