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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>
8 lines
3.0 KiB
CSV
8 lines
3.0 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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2023-07-21 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
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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
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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
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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
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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
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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
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