Mariner Backtesting - TA-LIB Tristar Pattern

CDLTRISTAR(open, high, low, close)

CDLTRISTAR

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

Candlestick Plot

Tristar Pattern

 

Working Example

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

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

Console

GOOG:  2016-09-07 09:30:00.000000
CDLTRISTAR: GOOG
Input Output
date open high low close integer
2016-04-15 753.98 761.00 752.69 759.00 0.00
2016-04-18 760.46 768.05 757.30 766.61 0.00
2016-04-19 769.51 769.90 749.33 753.93 0.00
2016-04-20 758.00 758.13 750.01 752.67 0.00
2016-04-21 755.38 760.45 749.55 759.14 0.00
2016-04-22 726.30 736.12 713.61 718.77 0.00
2016-04-25 716.10 723.93 715.59 723.15 0.00
2016-04-26 725.42 725.77 703.03 708.14 0.00
2016-04-27 707.29 708.98 692.37 705.84 0.00
2016-04-28 708.26 714.17 689.55 691.02 0.00
2016-04-29 690.70 697.62 689.00 693.01 0.00
2016-05-02 697.63 700.64 691.00 698.21 0.00
2016-05-03 696.87 697.84 692.00 692.36 0.00
2016-05-04 690.49 699.75 689.01 695.70 0.00
2016-05-05 697.70 702.32 695.72 701.43 0.00
2016-05-06 698.38 711.86 698.11 711.12 0.00
2016-05-09 712.00 718.71 710.00 712.90 0.00
2016-05-10 716.75 723.50 715.72 723.18 0.00
2016-05-11 723.41 724.48 712.80 715.29 0.00
2016-05-12 717.06 719.25 709.00 713.31 0.00
2016-05-13 711.93 716.66 709.26 710.83 0.00
2016-05-16 709.13 718.48 705.65 716.49 0.00
2016-05-17 715.99 721.52 704.11 706.23 0.00
2016-05-18 703.67 711.60 700.63 706.63 0.00
2016-05-19 702.36 706.00 696.80 700.32 0.00
2016-05-20 701.62 714.58 700.52 709.74 0.00
2016-05-23 706.53 711.48 704.18 704.24 0.00
2016-05-24 706.86 720.97 706.86 720.09 0.00
2016-05-25 720.76 727.51 719.70 725.27 0.00
2016-05-26 722.87 728.33 720.28 724.12 0.00
2016-05-27 724.01 733.94 724.00 732.66 0.00
2016-05-31 731.74 739.73 731.26 735.72 0.00
2016-06-01 734.53 737.21 730.66 734.15 0.00
2016-06-02 732.50 733.02 724.17 730.40 0.00
2016-06-03 729.27 729.49 720.56 722.34 0.00
2016-06-06 724.91 724.91 714.61 716.55 0.00
2016-06-07 719.84 721.98 716.55 716.65 0.00
2016-06-08 723.96 728.57 720.58 728.28 0.00
2016-06-09 722.87 729.54 722.34 728.58 0.00
2016-06-10 719.47 725.89 716.43 719.41 0.00
2016-06-13 716.51 725.44 716.51 718.36 0.00
2016-06-14 716.48 722.47 713.12 718.27 0.00
2016-06-15 719.00 722.98 717.31 718.92 0.00
2016-06-16 714.91 716.65 703.26 710.36 0.00
2016-06-17 708.65 708.82 688.45 691.72 0.00
2016-06-20 698.77 702.48 693.41 693.71 0.00
2016-06-21 698.40 702.77 692.01 695.94 0.00
2016-06-22 699.06 700.86 693.08 697.46 0.00
2016-06-23 697.45 701.95 687.00 701.87 0.00
2016-06-24 675.17 689.40 673.45 675.22 0.00
2016-06-27 671.00 672.30 663.28 668.26 0.00
2016-06-28 678.97 680.33 673.00 680.04 0.00
2016-06-29 683.00 687.43 681.41 684.11 0.00
2016-06-30 685.47 692.32 683.65 692.10 0.00
2016-07-01 692.20 700.65 692.13 699.21 0.00
2016-07-05 696.06 696.94 688.88 694.49 0.00
2016-07-06 689.98 701.68 689.09 697.77 0.00
2016-07-07 698.08 698.20 688.22 695.36 0.00
2016-07-08 699.50 705.71 696.43 705.63 0.00
2016-07-11 708.05 716.51 707.24 715.09 0.00
2016-07-12 719.12 722.94 715.91 720.64 0.00
2016-07-13 723.62 724.00 716.85 716.98 0.00
2016-07-14 721.58 722.21 718.03 720.95 0.00
2016-07-15 725.73 725.74 719.05 719.85 0.00
2016-07-18 722.71 736.13 721.19 733.78 0.00
2016-07-19 729.89 736.99 729.00 736.96 0.00
2016-07-20 737.33 742.13 737.10 741.19 0.00
2016-07-21 740.36 741.69 735.83 738.63 0.00
2016-07-22 741.86 743.24 736.56 742.74 0.00
2016-07-25 740.67 742.61 737.50 739.77 0.00
2016-07-26 739.04 741.69 734.27 738.42 0.00
2016-07-27 738.28 744.46 737.00 741.77 0.00
2016-07-28 747.04 748.65 739.30 745.91 0.00
2016-07-29 772.71 778.55 766.77 768.79 0.00
2016-08-01 761.09 780.43 761.09 772.88 0.00
2016-08-02 768.69 775.84 767.85 771.07 0.00
2016-08-03 767.18 773.21 766.82 773.18 0.00
2016-08-04 772.22 774.07 768.79 771.61 0.00
2016-08-05 773.78 783.04 772.34 782.22 0.00
2016-08-08 782.00 782.63 778.09 781.76 0.00
2016-08-09 781.10 788.94 780.57 784.26 0.00
2016-08-10 783.75 786.81 782.78 784.68 0.00
2016-08-11 785.00 789.75 782.97 784.85 0.00
2016-08-12 781.50 783.40 780.40 783.22 0.00
2016-08-15 783.75 787.49 780.11 782.44 0.00
2016-08-16 780.30 780.98 773.44 777.14 0.00
2016-08-17 777.32 780.81 773.53 779.91 0.00
2016-08-18 780.01 782.86 777.00 777.50 0.00
2016-08-19 775.00 777.10 773.13 775.42 0.00
2016-08-22 773.27 774.54 770.05 772.15 0.00
2016-08-23 775.48 776.44 771.78 772.08 0.00
2016-08-24 770.58 774.50 767.07 769.64 0.00
2016-08-25 767.00 771.89 763.18 769.41 0.00
2016-08-26 769.00 776.08 765.85 769.54 0.00
2016-08-29 768.74 774.99 766.61 772.15 0.00
2016-08-30 769.33 774.47 766.84 769.09 0.00
2016-08-31 767.01 769.09 765.38 767.05 0.00
2016-09-01 769.25 771.02 764.30 768.78 100.00
2016-09-02 773.01 773.92 768.41 771.46 0.00
2016-09-06 773.45 782.00 771.00 780.08 0.00