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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>
4.1 KiB
4.1 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 | 2023-07-28 14:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2861799999999999 | 1.2923302938965486 | 1.2824697061034513 | 1.2785694122069027 | 1.2785694122069027 | 162593.86 | 4 | OVERLAP | 1.5 | 0.002600195931032453 | 37.919364633513496 | 56.698518774397904 | 1.2855359452255222 | 1.2890252441172563 | 15.482758772995542 | False | 0.0012938678309844954 | 70.47413503058031 | 8.340547744778437 | 0.34276729559749963 | 14 | 4 | liquidity_sweep_bearish | 1.28313 | TP1+TIME | 2023-08-01 06:00:00+00:00 | 33.801469482741545 | 549.5911396871151 | 5280 | True |
| 3 | 2023-08-07 08:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2725799999999998 | 1.2769795455920179 | 1.2701004544079821 | 1.267430908815964 | 1.267430908815964 | 228545.4 | 3 | LONDON | 1.5 | 0.0017796970613452737 | 18.05048278588276 | 46.65827729423143 | 1.2734670905865833 | 1.278685808906779 | -2.5666666666701587 | False | -0.0003737669754561884 | 56.01598213141787 | -6.970905865832933 | 0.6623376623376661 | 8 | 0 | liquidity_sweep_bearish | 1.2769795455920179 | SL | 2023-08-07 12:00:00+00:00 | -43.995455920180504 | -1005.4959071460021 | 240 | False |
| 4 | 2023-08-18 11:00:00+00:00 | 7 | GBP_USD | SHORT | 1.2699999999999998 | 1.2748141143148395 | 1.2675458856851605 | 1.2649017713703208 | 1.2649017713703208 | 206775.51 | 3 | LONDON | 1.5 | 0.001762742876559696 | 27.362541722553757 | 36.25528033475832 | 1.273189722455147 | 1.2728946504380951 | -16.83293743707015 | False | -0.0004993254155205469 | 23.326669456194608 | -29.997224551470136 | 0.8086124401914018 | 11 | 4 | liquidity_sweep_bearish | 1.2748141143148395 | SL | 2023-08-18 13:00:00+00:00 | -48.1411431483969 | -995.4409426492775 | 120 | False |
| 5 | 2023-07-21 12:00:00+00:00 | 7 | EUR_AUD | LONG | 1.65269 | 1.6456693742371187 | 1.6565106257628812 | 1.6605712515257625 | 1.6605712515257625 | 142437.45 | 4 | LONDON | 2.0 | 0.0027070838419208424 | 36.94680172269959 | 66.58578309480711 | 1.6460844011585882 | 1.6442895073477979 | 30.44860317487519 | False | 0.0011404781626339127 | 86.74615455958964 | 63.65598841411746 | 0.5017182130583923 | 12 | 4 | liquidity_sweep_bullish | 1.6456693742371187 | SL | 2023-07-24 07:00:00+00:00 | -70.20625762881316 | -1000.0000310691195 | 4020 | False |
| 6 | 2023-08-04 12:00:00+00:00 | 7 | EUR_AUD | LONG | 1.67117 | 1.6628708210962777 | 1.6751091789037222 | 1.6792883578074442 | 1.6792883578074442 | 119288.91 | 4 | LONDON | 2.0 | 0.002786119269148094 | 27.498432892195563 | 54.995153853489406 | 1.6684722469790843 | 1.6566116531315795 | 12.662167247134981 | False | 0.0003879094654489247 | 82.98406762066777 | 24.57753020915776 | 0.06400000000001813 | 12 | 4 | liquidity_sweep_bullish | 1.67117 | TP1+SL | 2023-08-07 01:00:00+00:00 | 19.695894518610977 | 234.95017886000784 | 3660 | True |
| 7 | 2023-08-08 12:00:00+00:00 | 7 | GBP_JPY | LONG | 181.785 | 180.89354936747375 | 182.23545063252624 | 182.71490126505248 | 182.71490126505248 | 1121.77 | 5 | LONDON | 2.5 | 0.31963375501749464 | 44.59552252823842 | 42.45040920791141 | 181.8629128901112 | 181.65583251458378 | -25.91445320686603 | False | -0.13896720786922373 | 21.990170149313844 | -10.691289011120375 | 0.08315098468273321 | 12 | 1 | liquidity_sweep_bullish | 182.71490126505248 | TP3 | 2023-08-08 18:00:00+00:00 | 69.01842383787147 | 774.2279730860909 | 360 | True |
| 8 | 2023-08-24 11:00:00+00:00 | 7 | GBP_JPY | SHORT | 184.31300000000002 | 185.06271556654872 | 183.8932844334513 | 183.4445688669026 | 183.4445688669026 | 1344.17 | 3 | LONDON | 2.5 | 0.2991437110324665 | 21.613431296715227 | 47.47266395181888 | 184.7307509349721 | 184.8654247406399 | -6.864836329779678 | False | 0.06092711939200332 | 30.603247728081282 | -38.87509349720801 | 0.3846153846153311 | 11 | 3 | liquidity_sweep_bearish | 183.4445688669026 | TP3 | 2023-08-25 03:00:00+00:00 | 64.40798105470242 | 865.7527589429935 | 960 | True |
| 9 | 2023-08-28 15:00:00+00:00 | 7 | GBP_JPY | SHORT | 184.291 | 184.90416989725435 | 184.00183010274566 | 183.68366020549132 | 183.68366020549132 | 1657.62 | 4 | OVERLAP | 2.5 | 0.212113264836228 | 24.106712666081176 | 49.978476111525566 | 184.29660244681298 | 184.5701444137502 | -8.184013616812535 | False | -0.019032825112651974 | 52.95429765396816 | 2.339755318701009 | 0.33724340175954937 | 15 | 0 | liquidity_sweep_bearish | 184.90416989725435 | SL | 2023-08-29 04:00:00+00:00 | -61.31698972543517 | -1016.4026850867585 | 780 | False |