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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>
5 lines
1.8 KiB
CSV
5 lines
1.8 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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2023-08-11 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
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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
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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
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