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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>
3.0 KiB
3.0 KiB
| 1 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 2023-07-21 08:00:00+00:00 | 9 | USD_JPY | LONG | 141.92999999999998 | 141.20838593924816 | 142.488 | 143.065 | 143.065 | 1385.78 | 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 | -72.16140607518184 | -999.998333108655 | 4380 | False |
| 3 | 2023-07-24 09:00:00+00:00 | 9 | USD_JPY | SHORT | 141.26200000000003 | 141.811 | 140.811 | 140.341 | 140.341 | 1803.28 | 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 | 22.550000000001088 | 406.63964000001965 | 300 | True |
| 4 | 2023-08-11 07:00:00+00:00 | 9 | USD_JPY | SHORT | 144.59700000000004 | 144.892 | 144.359 | 144.096 | 144.096 | 3369.72 | 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 | -29.49999999999591 | -994.067399999862 | 480 | False |
| 5 | 2023-08-15 07:00:00+00:00 | 9 | USD_JPY | LONG | 145.82299999999998 | 145.37960187911577 | 146.213 | 146.628 | 146.628 | 2219.51 | 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 | -984.1265632837159 | 360 | False |
| 6 | 2023-08-21 08:00:00+00:00 | 9 | USD_JPY | LONG | 145.69299999999998 | 145.18823948434127 | 146.157 | 146.64000000000001 | 146.64000000000001 | 1930.19 | 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 | 23.200000000001356 | 447.80408000002615 | 1440 | True |
| 7 | 2023-08-23 07:00:00+00:00 | 9 | USD_JPY | SHORT | 145.37300000000002 | 145.7621238418937 | 145.11700000000002 | 144.83600000000004 | 144.83600000000004 | 2515.3 | 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 | 39.650213493419166 | 997.3218199999724 | 360 | True |