Mariner Backtesting - TA-LIB Identical Three Crows

CDLIDENTICAL3CROWS

 

 integer = CDLIDENTICAL3CROWS(open, high, low, close)
  • 0 = No Signal
  • -100 = Bearish Signal
  • 100 = Bullish Signal

Candlestick Plot

No plot exists for this function

Working Example

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

class WE_CDLIDENTICAL3CROWS(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.CDLIDENTICAL3CROWS(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 = 'CDLIDENTICAL3CROWS: ' + self.symbol
        print ktgfunc.talib_table(symbol, 1, dict)

Console

MSFT:  2017-02-09 09:30:00.000000
CDLIDENTICAL3CROWS: MSFT
Input Output
date open high low close integer
2016-09-16 57.24 57.24 56.37 56.87 0.00
2016-09-19 56.89 57.36 56.47 56.55 0.00
2016-09-20 56.97 56.97 56.37 56.43 0.00
2016-09-21 57.12 57.46 56.70 57.37 0.00
2016-09-22 57.53 57.61 57.24 57.43 0.00
2016-09-23 57.48 57.52 56.99 57.04 0.00
2016-09-26 56.70 56.76 56.45 56.52 0.00
2016-09-27 56.55 57.67 56.30 57.56 0.00
2016-09-28 57.49 57.67 57.28 57.64 0.00
2016-09-29 57.42 57.78 56.83 57.01 0.00
2016-09-30 57.18 57.38 56.96 57.21 0.00
2016-10-03 57.02 57.16 56.68 57.03 0.00
2016-10-04 56.89 57.21 56.59 56.86 0.00
2016-10-05 56.91 57.57 56.88 57.25 0.00
2016-10-06 57.35 57.47 56.90 57.35 0.00
2016-10-07 57.46 57.59 57.03 57.41 0.00
2016-10-10 57.52 58.00 57.48 57.65 0.00
2016-10-11 57.50 57.63 56.51 56.81 0.00
2016-10-12 56.73 56.89 56.02 56.73 0.00
2016-10-13 56.32 56.92 55.94 56.54 0.00
2016-10-14 56.74 57.35 56.74 57.03 0.00
2016-10-17 56.98 57.07 56.49 56.84 0.00
2016-10-18 57.14 57.56 57.02 57.27 0.00
2016-10-19 57.08 57.45 57.01 57.14 0.00
2016-10-20 57.11 57.13 56.28 56.87 0.00
2016-10-21 59.88 60.04 59.09 59.26 0.00
2016-10-24 59.54 60.59 59.53 60.59 0.00
2016-10-25 60.44 60.96 60.39 60.58 0.00
2016-10-26 60.40 60.79 60.06 60.22 0.00
2016-10-27 60.20 60.42 59.69 59.70 0.00
2016-10-28 59.61 60.11 59.18 59.47 0.00
2016-10-31 59.76 60.01 59.52 59.52 0.00
2016-11-01 59.57 59.62 58.85 59.40 0.00
2016-11-02 59.42 59.53 58.90 59.03 0.00
2016-11-03 59.13 59.24 58.71 58.81 0.00
2016-11-04 58.26 58.88 58.13 58.32 0.00
2016-11-07 59.38 60.11 59.38 60.01 0.00
2016-11-08 60.14 60.37 59.75 60.06 0.00
2016-11-09 59.60 60.18 58.80 59.77 0.00
2016-11-10 60.07 60.08 57.24 58.31 0.00
2016-11-11 57.84 58.72 57.62 58.62 0.00
2016-11-14 58.62 58.68 56.90 57.73 0.00
2016-11-15 58.33 59.49 58.31 58.87 0.00
2016-11-16 58.94 59.66 54.27 59.65 0.00
2016-11-17 60.41 60.95 59.97 60.64 0.00
2016-11-18 60.78 61.14 60.30 60.35 0.00
2016-11-21 60.50 60.97 60.42 60.86 0.00
2016-11-22 60.98 61.26 60.81 61.12 0.00
2016-11-23 61.01 61.10 60.25 60.40 0.00
2016-11-25 60.30 60.53 60.13 60.53 0.00
2016-11-28 60.34 61.02 60.21 60.61 0.00
2016-11-29 60.65 61.41 60.52 61.09 0.00
2016-11-30 60.86 61.18 60.22 60.26 0.00
2016-12-01 60.11 60.15 58.94 59.20 0.00
2016-12-02 59.08 59.47 58.80 59.25 0.00
2016-12-05 59.70 60.58 59.56 60.22 0.00
2016-12-06 60.43 60.46 59.80 59.95 0.00
2016-12-07 60.01 61.38 59.80 61.37 0.00
2016-12-08 61.30 61.58 60.84 61.01 0.00
2016-12-09 61.18 61.99 61.12 61.97 0.00
2016-12-12 61.82 62.30 61.72 62.17 0.00
2016-12-13 62.50 63.42 62.24 62.98 0.00
2016-12-14 63.00 63.45 62.53 62.68 0.00
2016-12-15 62.70 63.15 62.30 62.58 0.00
2016-12-16 62.95 62.95 62.12 62.30 0.00
2016-12-19 62.56 63.77 62.42 63.62 0.00
2016-12-20 63.69 63.80 63.03 63.54 0.00
2016-12-21 63.43 63.70 63.12 63.54 0.00
2016-12-22 63.84 64.10 63.40 63.55 0.00
2016-12-23 63.45 63.54 62.80 63.24 0.00
2016-12-27 63.21 64.07 63.21 63.28 0.00
2016-12-28 63.40 63.40 62.83 62.99 0.00
2016-12-29 62.86 63.20 62.73 62.90 0.00
2016-12-30 62.96 62.99 62.03 62.14 0.00
2017-01-03 62.79 62.84 62.12 62.58 0.00
2017-01-04 62.48 62.75 62.12 62.30 0.00
2017-01-05 62.19 62.66 62.03 62.30 0.00
2017-01-06 62.30 63.15 62.04 62.84 0.00
2017-01-09 62.76 63.08 62.54 62.64 0.00
2017-01-10 62.73 63.07 62.28 62.62 0.00
2017-01-11 62.61 63.23 62.43 63.19 0.00
2017-01-12 63.06 63.40 61.95 62.61 0.00
2017-01-13 62.62 62.87 62.35 62.70 0.00
2017-01-17 62.68 62.70 62.03 62.53 0.00
2017-01-18 62.67 62.70 62.12 62.50 0.00
2017-01-19 62.24 62.98 62.19 62.30 0.00
2017-01-20 62.67 62.82 62.37 62.74 0.00
2017-01-23 62.70 63.12 62.57 62.96 0.00
2017-01-24 63.20 63.74 62.94 63.52 0.00
2017-01-25 63.95 64.10 63.45 63.68 0.00
2017-01-26 64.12 64.54 63.55 64.27 0.00
2017-01-27 65.39 65.91 64.89 65.78 0.00
2017-01-30 65.69 65.79 64.80 65.13 0.00
2017-01-31 64.86 65.15 64.26 64.65 0.00
2017-02-01 64.36 64.62 63.47 63.58 0.00
2017-02-02 63.25 63.41 62.75 63.17 0.00
2017-02-03 63.50 63.70 63.07 63.68 0.00
2017-02-06 63.50 63.65 63.14 63.64 0.00
2017-02-07 63.74 63.78 63.23 63.43 0.00
2017-02-08 63.57 63.81 63.22 63.34 0.00