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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>
1.8 KiB
1.8 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 | 2023-08-11 15:00:00+00:00 | 8 | GBP_USD | SHORT | 1.2691 | 1.2739100139189026 | 1.2659899304054871 | 1.2626898608109742 | 1.2626898608109742 | 207899.61 | 4 | OVERLAP | 1.5 | 0.0022000463963419525 | 24.56984446216598 | 46.70297555615143 | 1.2711521049518393 | 1.2747553864198977 | -13.084699391754384 | False | 0.00023840315319872062 | 37.97766019988163 | -18.621049518392496 | 0.5830815709969492 | 15 | 4 | order_block_retest_short | 1.2626898608109742 | TP3 | 2023-08-14 13:00:00+00:00 | 47.60104700097797 | 989.6239107094989 | 4200 | True |
| 3 | 2023-08-31 11:00:00+00:00 | 8 | GBP_USD | LONG | 1.26824 | 1.265185462969575 | 1.2703726851521246 | 1.2726953703042494 | 1.2726953703042494 | 330621.7 | 5 | LONDON | 1.5 | 0.0015484567680831296 | 41.0051162488583 | 42.67239948987705 | 1.2676943946769963 | 1.2666822178131132 | -6.289170226494445 | False | -0.0007924262406862155 | 22.732203217251207 | 3.5560532300360492 | 0.06358381502880454 | 11 | 3 | order_block_retest_long | 1.26706 | END | 2023-08-31 23:00:00+00:00 | -11.799999999999589 | -390.1336059999864 | 720 | False |
| 4 | 2023-08-24 13:00:00+00:00 | 8 | EUR_AUD | SHORT | 1.6823299999999999 | 1.6850981256496542 | 1.6790293717517286 | 1.6754887435034576 | 1.6754887435034576 | 361255.28 | 5 | OVERLAP | 2.0 | 0.002360418832180807 | 45.53326499762244 | 55.31784321608018 | 1.6834512482065742 | 1.6874130594199215 | -1.5569092054756872 | False | 0.0009649559030929947 | 61.35551095445886 | -8.812482065743144 | 0.012698412698354963 | 13 | 3 | order_block_retest_short | 1.6850981256496542 | SL | 2023-08-24 15:00:00+00:00 | -27.681256496543405 | -1000.0000066410607 | 120 | False |