Mariner Backtesting - TA-LIB Three-Line Strike

CDL3LINESTRIKE

Three-Line Strike

 

 integer = CDL3LINESTRIKE(open, high, low, close)
Return Codes
  • 0 = No Signal
  • -100 = Bearish Signal
  • 100 = Bullish Signal

Candlestick Plot

Three-Line Strike

Working Example

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

class WE_CDL3LINESTRIKE(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.CDL3LINESTRIKE(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 = 'CDL3LINESTRIKE: ' + self.symbol
        print ktgfunc.talib_table(symbol, 1, dict)

Console

YHOO:  2015-03-02 09:30:00.000000
CDL3LINESTRIKE: YHOO
Input Output
date open high low close integer
2014-10-06 41.20 41.73 41.04 41.52 0.00
2014-10-07 41.06 41.29 40.78 40.93 0.00
2014-10-08 41.00 41.29 40.10 41.08 0.00
2014-10-09 40.90 41.25 40.42 41.10 0.00
2014-10-10 40.73 41.07 39.59 39.60 0.00
2014-10-13 39.52 40.07 38.29 38.38 0.00
2014-10-14 38.66 39.00 37.71 37.97 0.00
2014-10-15 37.27 38.08 36.20 37.82 0.00
2014-10-16 36.95 38.50 36.92 38.12 0.00
2014-10-17 38.74 38.98 38.31 38.45 0.00
2014-10-20 38.47 39.40 38.25 39.28 0.00
2014-10-21 39.65 40.48 39.46 40.18 0.00
2014-10-22 42.42 42.88 41.77 42.00 0.00
2014-10-23 42.40 42.83 42.26 42.60 0.00
2014-10-24 42.53 43.65 42.40 43.50 0.00
2014-10-27 43.31 44.80 43.29 44.70 0.00
2014-10-28 45.01 46.15 44.88 45.87 0.00
2014-10-29 45.94 45.98 45.13 45.43 0.00
2014-10-30 45.21 45.84 45.13 45.63 0.00
2014-10-31 46.16 46.52 45.67 46.05 0.00
2014-11-03 46.05 46.72 45.93 46.34 0.00
2014-11-04 45.99 47.13 45.74 47.08 0.00
2014-11-05 47.59 48.28 47.32 47.46 0.00
2014-11-06 47.37 47.98 46.60 47.93 0.00
2014-11-07 47.90 48.67 47.86 48.55 0.00
2014-11-10 48.80 49.63 48.79 49.41 0.00
2014-11-11 48.57 49.18 48.10 49.05 0.00
2014-11-12 49.33 50.63 49.22 50.60 0.00
2014-11-13 50.95 51.17 49.95 50.50 0.00
2014-11-14 50.52 51.95 50.47 51.75 0.00
2014-11-17 51.83 52.42 50.94 52.37 0.00
2014-11-18 52.28 52.62 51.34 51.75 0.00
2014-11-19 51.24 51.37 50.00 50.58 0.00
2014-11-20 50.60 52.23 50.27 51.25 0.00
2014-11-21 51.99 52.25 50.99 51.04 0.00
2014-11-24 51.25 51.83 51.07 51.83 0.00
2014-11-25 52.00 52.19 51.60 51.72 0.00
2014-11-26 51.56 52.26 51.52 51.93 0.00
2014-11-28 51.87 52.00 51.64 51.74 0.00
2014-12-01 51.51 51.51 49.66 50.10 0.00
2014-12-02 50.27 51.12 50.01 50.67 0.00
2014-12-03 50.71 50.97 50.20 50.28 0.00
2014-12-04 50.19 50.67 49.90 50.41 0.00
2014-12-05 51.03 51.25 50.51 50.99 0.00
2014-12-08 50.52 50.90 49.22 49.62 0.00
2014-12-09 48.75 50.53 48.29 50.51 0.00
2014-12-10 50.33 50.69 49.19 49.21 0.00
2014-12-11 49.54 50.58 49.43 49.94 0.00
2014-12-12 49.54 51.17 49.48 50.24 0.00
2014-12-15 50.42 50.92 49.50 49.82 0.00
2014-12-16 49.50 50.08 48.81 48.85 0.00
2014-12-17 49.02 50.25 48.90 50.12 0.00
2014-12-18 50.93 51.15 50.44 50.91 0.00
2014-12-19 51.06 51.47 50.83 50.88 0.00
2014-12-22 50.99 51.60 50.95 51.15 0.00
2014-12-23 51.46 51.46 49.93 50.02 0.00
2014-12-24 50.19 50.92 50.19 50.65 0.00
2014-12-26 50.65 51.06 50.61 50.86 0.00
2014-12-29 50.67 51.01 50.51 50.53 0.00
2014-12-30 50.35 51.27 50.35 51.22 0.00
2014-12-31 51.54 51.68 50.46 50.51 0.00
2015-01-02 50.66 50.78 49.47 50.17 0.00
2015-01-05 49.71 49.88 48.91 49.13 0.00
2015-01-06 49.20 49.73 48.33 49.21 0.00
2015-01-07 49.62 49.64 48.51 48.59 0.00
2015-01-08 48.99 50.23 48.72 50.23 0.00
2015-01-09 50.28 50.41 49.62 49.72 0.00
2015-01-12 49.92 49.93 48.56 48.80 0.00
2015-01-13 49.15 49.48 47.40 48.30 0.00
2015-01-14 48.40 48.40 47.07 47.51 0.00
2015-01-15 47.54 47.75 46.20 46.23 0.00
2015-01-16 46.06 46.59 45.85 46.47 0.00
2015-01-20 46.79 47.89 46.77 47.63 0.00
2015-01-21 47.71 48.38 47.32 48.18 0.00
2015-01-22 48.43 49.08 48.01 48.89 0.00
2015-01-23 48.74 49.23 48.63 48.95 0.00
2015-01-26 49.57 49.79 49.07 49.44 0.00
2015-01-27 49.14 49.28 47.66 47.99 0.00
2015-01-28 49.80 50.32 46.30 46.46 0.00
2015-01-29 43.56 43.80 41.80 43.73 0.00
2015-01-30 43.73 44.85 43.51 43.99 0.00
2015-02-02 44.43 44.76 43.88 44.69 0.00
2015-02-03 45.10 45.25 44.38 44.70 0.00
2015-02-04 44.80 44.97 43.88 44.04 0.00
2015-02-05 44.08 44.26 43.03 43.54 0.00
2015-02-06 43.57 43.66 42.67 42.94 0.00
2015-02-09 42.61 43.15 42.54 42.57 0.00
2015-02-10 42.90 43.17 42.66 43.07 0.00
2015-02-11 43.18 43.26 42.76 42.96 0.00
2015-02-12 43.07 44.16 42.86 43.92 0.00
2015-02-13 44.12 44.59 44.00 44.42 0.00
2015-02-17 44.37 44.54 43.35 43.53 0.00
2015-02-18 43.56 43.82 43.30 43.65 0.00
2015-02-19 43.65 44.42 43.50 44.37 0.00
2015-02-20 44.30 44.36 43.76 44.11 0.00
2015-02-23 43.99 43.99 43.42 43.53 0.00
2015-02-24 43.45 43.52 42.91 43.38 0.00
2015-02-25 43.21 44.72 43.21 44.43 -100.00
2015-02-26 44.60 44.76 44.26 44.45 0.00
2015-02-27 44.38 44.57 44.04 44.28 0.00