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https://github.com/BrentNeale1/fx-quant.git
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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>
25 lines
10 KiB
CSV
25 lines
10 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,GBP_USD,SHORT,1.2855999999999999,1.2897913558397587,1.28203,1.27827,1.27827,238586.28,5,LONDON,1.5,0.0017326464547674724,28.056819901180887,37.09452662814107,1.291169858811311,1.2949791503696597,0.43333333333395174,False,0.0002827559650740853,35.614894654758466,-53.79858811310978,0.32753623188408426,8,4,london_breakout_short,1.2855999999999999,TP1+SL,2023-07-21 13:00:00+00:00,17.849999999999255,425.8765097999822,300,True
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2023-07-24 07:00:00+00:00,9,GBP_USD,SHORT,1.2846199999999999,1.28768,1.28211,1.2793500000000002,1.2793500000000002,328189.14,5,ASIAN,1.5,0.0015670087422769432,20.866442041793498,43.01025239844903,1.2878102574311745,1.293021976549047,-4.159757289443622,False,0.00021256279194816445,60.09106166791518,-29.402574311745422,0.5096618357488019,7,0,london_breakout_short,1.2846199999999999,TP1+SL,2023-07-24 11:00:00+00:00,12.54999999999895,411.8773706999656,240,True
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2023-08-10 07:00:00+00:00,9,GBP_USD,LONG,1.27468,1.2713896111335032,1.27709,1.2797500000000002,1.2797500000000002,306461.51,4,ASIAN,1.5,0.001332144436127334,30.410717189143163,60.81493988524677,1.2732766967893256,1.2762958577778547,16.309651709480733,False,0.0002951767061432928,83.90512513034172,11.533032106743057,0.4260563380281525,7,3,london_breakout_long,1.2797500000000002,TP3,2023-08-10 12:00:00+00:00,37.40000165436838,1146.1660981000234,300,True
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2023-08-23 07:00:00+00:00,9,GBP_USD,SHORT,1.27172,1.2748836148119613,1.26935,1.26673,1.26673,322365.16,4,ASIAN,1.5,0.001499342644442791,30.766548721143213,37.20261150793753,1.2744753283471275,1.2737396100951996,-24.27226446471531,False,4.88802178820677e-05,63.49884332358278,-25.053283471274668,0.5530821917807889,7,2,london_breakout_short,1.26673,TP3,2023-08-23 09:00:00+00:00,36.800001547934194,1186.3038387000054,120,True
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2023-08-23 09:00:00+00:00,9,GBP_USD,SHORT,1.2641399999999998,1.2689677597103135,1.2617099999999999,1.2590899999999998,1.2590899999999998,213702.07,5,LONDON,1.5,0.0020168821781164693,42.186579779794904,20.125385411340787,1.2738274676514623,1.2735878636513949,-32.662350742391766,False,-0.000783655790168436,11.683406515189487,-94.9746765146231,0.8543689320388476,9,2,london_breakout_short,1.2641399999999998,TP1+SL,2023-08-23 13:00:00+00:00,12.149999999999661,259.64801504999275,240,True
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2023-08-31 09:00:00+00:00,9,GBP_USD,SHORT,1.2684099999999998,1.2722723433905554,1.2653499999999998,1.2620999999999996,1.2620999999999996,267790.46,4,LONDON,1.5,0.0015232989736348786,36.99517781687099,44.7476814301016,1.2676696712015272,1.2666557925776516,-7.270478393759383,False,-0.0006850485229470691,19.79660441577769,9.303287984727682,0.39910313901344713,9,3,london_breakout_short,1.26706,TP1+END,2023-08-31 23:00:00+00:00,22.049999999999013,590.4779642999737,840,True
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2023-07-21 08:00:00+00:00,9,EUR_AUD,LONG,1.64963,1.642876633870035,1.6550299999999998,1.6606699999999996,1.6606699999999996,148074.31,5,LONDON,2.0,0.0027149645625584107,23.644236270704738,62.76256588906082,1.6454413418507388,1.6440677060861233,4.266666666665753,False,0.0009129606029675335,73.54172786459081,39.48658149261153,0.6449275362318669,8,4,london_breakout_long,1.64963,TP1+SL,2023-07-24 07:00:00+00:00,26.999999999999247,399.80063699998885,4260,True
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2023-07-24 07:00:00+00:00,9,EUR_AUD,SHORT,1.64509,1.6508406909480062,1.6405299999999998,1.6356699999999997,1.6356699999999997,174587.37,4,ASIAN,2.0,0.0027173994949737505,26.46155374534178,36.809724459260174,1.6492527185242392,1.6456374075079383,-57.75723224937579,False,-0.000726418434032825,35.29945603754138,-38.6271852423925,0.87113402061856,7,0,london_breakout_short,1.6356699999999997,TP3,2023-07-25 06:00:00+00:00,69.90000539558093,1220.3658105000284,1380,True
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2023-08-03 08:00:00+00:00,9,EUR_AUD,LONG,1.67632,1.67005,1.68081,1.6855399999999998,1.6855399999999998,162073.63,5,LONDON,2.0,0.00264825541026776,24.085244308269772,68.12181356729867,1.6660683942817103,1.6522958572204145,13.066666666667892,False,-0.00034950791777567424,65.07057027108013,100.11605718289739,0.7777777777777936,8,3,london_breakout_long,1.67005,SL,2023-08-03 15:00:00+00:00,-62.699999999999974,-1016.2016600999997,420,False
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2023-08-10 08:00:00+00:00,9,EUR_AUD,LONG,1.68189,1.67714,1.68511,1.6885700000000001,1.6885700000000001,211797.82,5,LONDON,2.0,0.00214041991677935,25.32031543773258,59.696102360423694,1.678024108837152,1.6688596169185121,3.0333333333354418,False,-1.0979814594946555e-05,69.06978720638458,36.25891162848171,0.6682464454976758,8,3,london_breakout_long,1.67714,SL,2023-08-10 11:00:00+00:00,-47.50000000000031,-1006.0396450000068,180,False
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2023-08-21 07:00:00+00:00,9,EUR_AUD,LONG,1.70132,1.6951445882493363,1.7062899999999999,1.7115599999999997,1.7115599999999997,161281.43,4,ASIAN,2.0,0.002431581507389369,12.848324253840353,60.461501709084715,1.6970400096502694,1.6882326106346586,30.70491257545438,False,0.0003684071821593045,93.2255244721863,39.79990349730622,0.33524355300856606,7,0,london_breakout_long,1.6951445882493363,SL,2023-08-22 06:00:00+00:00,-61.75411750663606,-995.9792379858299,1380,False
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2023-08-24 07:00:00+00:00,9,EUR_AUD,LONG,1.68144,1.675584329578428,1.68486,1.68858,1.68858,168387.12,4,ASIAN,2.0,0.002278534728012487,31.8954958677168,52.867704759212025,1.6836797603120932,1.6877108482704493,12.461695619141455,False,0.0007450885606438426,85.35346135260421,-25.39760312093131,0.7840531561462369,7,3,london_breakout_long,1.68144,TP1+SL,2023-08-25 01:00:00+00:00,17.09999999999989,287.9419751999982,1080,True
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2023-08-25 07:00:00+00:00,9,EUR_AUD,SHORT,1.678,1.6837582435861047,1.67422,1.6701400000000002,1.6701400000000002,171736.2,5,ASIAN,2.0,0.00222949047483896,30.34569583123611,36.407563511723,1.6829926956906411,1.6866477249876393,-44.54339911416527,False,-0.0004886568748600157,19.409772038895923,-46.92695690641235,0.8939929328622768,7,4,london_breakout_short,1.6837582435861047,SL,2023-08-25 13:00:00+00:00,-57.58243586104771,-988.8988721520064,360,False
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2023-07-24 07:00:00+00:00,9,GBP_JPY,SHORT,181.667,182.336,181.10399999999998,180.50599999999997,180.50599999999997,1494.77,3,ASIAN,2.5,0.3331836348954604,18.786605650490444,48.08544112001042,181.47948872208767,181.28066469334323,-30.47795274905809,False,-0.09024897340096255,61.93415557234357,22.251127791233216,0.5381355932203405,7,0,london_breakout_short,181.667,TP1+SL,2023-07-25 05:00:00+00:00,28.15000000000083,420.7777550000124,1320,True
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2023-07-26 08:00:00+00:00,9,GBP_JPY,SHORT,181.141,181.80542243841543,180.551,179.932,179.932,1511.4,4,LONDON,2.5,0.2792997628400264,43.733202957053706,37.337897248311535,181.5401743548579,181.36315855513502,-7.066666666668198,False,-0.05835705021983957,20.801575849522937,-37.017435485790884,0.5462046204620796,8,2,london_breakout_short,181.80542243841543,SL,2023-07-27 08:00:00+00:00,-66.44224384154427,-1004.2080734211002,1440,False
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2023-08-03 07:00:00+00:00,9,GBP_JPY,SHORT,181.27700000000002,182.0550298595512,180.625,179.938,179.938,1277.8,4,ASIAN,2.5,0.3490539478332984,30.15607427024611,30.553126192547182,182.30170494836983,181.78533032679744,-82.538183925476,False,-0.027100320026927333,26.70013055734296,-98.97049483698197,0.9696969696969638,7,3,london_breakout_short,181.27700000000002,TP1+SL,2023-08-03 16:00:00+00:00,32.600000000000755,416.5628000000097,540,True
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2023-08-09 07:00:00+00:00,9,GBP_JPY,LONG,182.963,182.425,183.34099999999998,183.75399999999996,183.75399999999996,1855.63,4,ASIAN,2.5,0.25198454956877386,14.67021539868963,62.728601768901875,182.25865791076126,181.81531366358925,64.68830421702307,False,-0.001367221191524104,56.58157425441443,66.93420892387394,0.9396984924623044,7,2,london_breakout_long,182.425,SL,2023-08-09 10:00:00+00:00,-53.79999999999825,-998.3289399999676,180,False
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2023-08-16 07:00:00+00:00,9,GBP_JPY,LONG,185.245,184.69,185.639,186.068,186.068,1780.81,5,ASIAN,2.5,0.22596648607585001,29.7002832296063,62.87690656580655,184.64623812130682,183.46470926188073,19.987506924493914,False,-0.010322598958339757,55.59223923535986,56.37618786931853,0.5943877551020144,7,2,london_breakout_long,186.068,TP3,2023-08-16 17:00:00+00:00,60.85046214924734,1083.6311150000115,600,True
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2023-08-23 07:00:00+00:00,9,GBP_JPY,SHORT,184.9,185.41700403812501,184.511,184.087,184.087,1932.64,4,ASIAN,2.5,0.2603157855892955,48.01991134633976,25.99061550445184,185.79216209991066,185.0925685048437,-82.91549663562989,False,-0.02706400948981985,61.70539246771647,-85.71620999106528,0.7434094903339189,7,2,london_breakout_short,184.087,TP3,2023-08-23 09:00:00+00:00,60.100420668102984,1161.5247700000257,120,True
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2023-08-23 09:00:00+00:00,9,GBP_JPY,SHORT,183.839,184.6603402165466,183.444,183.01999999999998,183.01999999999998,1230.67,5,LONDON,2.5,0.33108350900301386,57.42546181391417,15.703542940547251,185.66006889730318,185.0724675963545,-41.129638262810886,False,-0.15888194252057475,8.4550382537422,-179.20688973031815,0.8174757281553464,9,2,london_breakout_short,183.839,TP1+SL,2023-08-23 15:00:00+00:00,19.75000000000051,243.0573250000063,360,True
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2023-08-28 07:00:00+00:00,9,GBP_JPY,SHORT,184.234,184.637,184.023,183.777,183.777,2514.22,5,ASIAN,2.5,0.19467432889993236,43.14768742059697,50.41071370342816,184.26008787830426,184.585042545376,12.09561089257818,False,-0.001532767953672895,19.985396745159854,0.8912121695743735,0.7307692307692476,7,0,london_breakout_short,184.637,SL,2023-08-28 18:00:00+00:00,-40.29999999999916,-1013.2306599999788,660,False
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2023-08-30 07:00:00+00:00,9,GBP_JPY,LONG,185.097,184.49928619439865,185.60900000000004,186.15600000000006,186.15600000000006,1678.22,5,ASIAN,2.5,0.23850798493764452,26.18078286252744,65.85985718704794,184.55250124186608,184.58914565736094,43.40188533696221,False,0.05739152528444708,78.14134861555232,50.949875813392964,0.5690072639225362,7,2,london_breakout_long,185.097,TP1+SL,2023-08-31 09:00:00+00:00,25.600000000001444,429.6243200000242,1560,True
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2023-08-31 09:00:00+00:00,9,GBP_JPY,SHORT,185.054,185.67768129262146,184.69400000000002,184.30500000000004,184.30500000000004,1615.24,4,LONDON,2.5,0.25152448011654055,40.95991981199591,37.93731681243616,185.21326886939877,184.81585110775876,-8.410810172327388,False,-0.10567709527408028,32.85742332695667,-13.026886939877613,0.4615384615385074,9,3,london_breakout_short,184.30500000000004,TP3,2023-08-31 16:00:00+00:00,55.45046370817719,895.6580699999612,420,True
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