Mariner Backtesting - TA-LIB Separating Lines

CDLSEPARATINGLINES

 

 integer = CDLSEPARATINGLINES(open, high, low, close)
  • 0 = No Signal
  • -100 = Bearish Signal
  • 100 = Bullish Signal

Candlestick Plot

Separating Lines

 

Working Example

from cloudquant.interfaces import Strategy
from collections import OrderedDict
import ktgfunc
import talib

class WE_CDLSEPARATINGLINES(Strategy):

    def on_start(self, md, order, service, account):
        # symbol and timestamp
        print(self.symbol + ":  " + service.time_to_string(service.system_time))
        daily_bars = md.bar.daily(start=-100)
        close = daily_bars.close
        high = daily_bars.high
        low = daily_bars.low
        open = daily_bars.open
        integer = talib.CDLSEPARATINGLINES(open, high, low, close)

        # get the date values
        dates = service._context.market._storage.market_hours.keys()
        dateList = []
        for date in dates:
           dateList.append(str(date.strftime('%Y-%m-%d')))
        dates = sorted(dateList, reverse=True)[1:101]
        dates.sort()

        dict = OrderedDict()
        dict['date'] = dates
        dict['open'] = open
        dict['high'] = high
        dict['low'] = low
        dict['close'] = close
        dict['integer'] = integer
        symbol = 'CDLSEPARATINGLINES: ' + self.symbol
        print ktgfunc.talib_table(symbol, 1, dict)

Console

GOOG:  2014-05-02 09:30:00.000000
CDLSEPARATINGLINES: GOOG
Input Output
date open high low close integer
2013-12-06 284.00 284.00 276.46 279.23 0.00
2013-12-09 280.60 283.21 279.33 279.99 0.00
2013-12-10 283.45 283.50 278.46 278.48 0.00
2013-12-11 279.36 284.23 279.36 283.58 0.00
2013-12-12 362.98 362.98 281.10 283.50 0.00
2013-12-13 569.85 587.28 564.13 569.74 0.00
2013-12-16 574.65 577.77 543.00 543.14 0.00
2013-12-17 540.74 548.48 527.15 538.15 0.00
2013-12-18 542.60 555.00 541.61 554.90 0.00
2013-12-19 559.62 565.37 552.95 564.14 0.00
2013-12-20 565.00 565.00 539.90 540.95 0.00
2013-12-23 532.55 540.00 526.53 530.60 0.00
2013-12-24 538.25 544.10 529.56 532.52 0.00
2013-12-26 535.71 538.45 518.46 536.44 0.00
2013-12-27 543.00 557.00 540.00 556.54 0.00
2013-12-30 548.81 549.50 531.15 536.10 0.00
2013-12-31 536.10 536.70 525.60 528.62 0.00
2014-01-02 528.64 537.23 527.51 534.81 0.00
2014-01-03 533.79 533.87 526.25 526.94 0.00
2014-01-06 529.97 531.65 522.12 525.16 0.00
2014-01-07 522.51 524.70 515.42 516.18 0.00
2014-01-08 517.18 518.48 502.80 517.15 0.00
2014-01-09 516.90 529.46 516.32 527.70 100.00
2014-01-10 527.60 528.00 522.52 526.66 0.00
2014-01-13 527.11 532.93 523.88 531.35 0.00