Mariner Backtesting - TA-LIB Stalled Pattern

CDLSTALLEDPATTERN(open, high, low, close)

CDLSTALLEDPATTERN

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

Candlestick Plot

Stalled Pattern

 

Working Example

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

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

Console

GOOG:  2015-03-04 09:30:00.000000
CDLSTALLEDPATTERN: GOOG
Input Output
date open high low close integer
2014-10-08 564.99 573.90 557.43 572.50 0.00
2014-10-09 570.88 571.49 559.06 560.88 0.00
2014-10-10 557.72 565.13 544.05 544.49 0.00
2014-10-13 544.99 549.50 533.10 533.21 0.00
2014-10-14 538.90 547.19 533.00 537.94 0.00
2014-10-15 531.10 532.89 518.30 530.03 0.00
2014-10-16 519.00 529.43 515.00 524.51 0.00
2014-10-17 527.25 531.00 508.42 511.17 0.00
2014-10-20 509.45 521.76 508.01 520.84 0.00
2014-10-21 525.22 526.79 519.11 526.54 0.00
2014-10-22 529.64 539.80 528.80 532.71 0.00
2014-10-23 539.32 547.22 535.85 543.98 0.00
2014-10-24 544.36 544.88 535.79 539.78 0.00
2014-10-27 537.03 544.41 537.03 540.77 0.00
2014-10-28 543.00 548.98 541.52 548.90 0.00
2014-10-29 550.00 554.19 546.98 549.33 0.00
2014-10-30 548.95 552.87 543.51 550.31 0.00
2014-10-31 559.35 559.57 554.75 559.08 0.00
2014-11-03 555.50 557.90 553.23 555.22 0.00
2014-11-04 553.00 555.50 549.30 554.11 0.00
2014-11-05 556.98 556.98 544.05 545.92 0.00
2014-11-06 545.50 546.89 540.97 542.04 0.00
2014-11-07 546.21 546.22 538.67 541.01 0.00
2014-11-10 541.46 549.59 541.02 547.49 0.00
2014-11-11 548.83 551.94 546.30 550.29 0.00
2014-11-12 550.16 551.01 545.15 547.31 0.00
2014-11-13 549.80 549.80 543.48 545.38 0.00
2014-11-14 546.68 546.68 542.06 544.40 0.00
2014-11-17 543.58 543.94 534.06 536.51 0.00
2014-11-18 537.50 541.96 534.17 535.03 0.00
2014-11-19 535.00 538.24 530.06 536.99 0.00
2014-11-20 531.25 535.11 531.06 534.83 0.00
2014-11-21 541.61 542.14 536.56 537.50 0.00
2014-11-24 537.65 542.71 535.61 539.27 0.00
2014-11-25 539.00 543.98 538.58 541.08 0.00
2014-11-26 540.88 541.56 537.01 540.37 0.00
2014-11-28 540.81 542.00 536.52 541.83 0.00
2014-12-01 541.79 541.79 531.86 533.80 0.00
2014-12-02 533.51 535.50 529.80 533.75 0.00
2014-12-03 531.44 536.00 529.26 531.32 0.00
2014-12-04 531.16 537.34 528.59 537.31 0.00
2014-12-05 531.00 532.89 524.28 525.26 0.00
2014-12-08 527.13 531.00 523.79 526.98 0.00
2014-12-09 522.14 534.19 520.50 533.37 0.00
2014-12-10 533.08 536.33 525.56 526.06 0.00
2014-12-11 527.80 533.92 527.10 528.34 0.00
2014-12-12 523.51 528.50 518.66 518.66 0.00
2014-12-15 522.74 523.10 513.27 513.80 0.00
2014-12-16 511.56 513.05 489.00 495.39 0.00
2014-12-17 497.00 507.00 496.81 504.89 0.00
2014-12-18 512.95 513.87 504.70 511.10 0.00
2014-12-19 511.51 517.72 506.91 516.35 0.00
2014-12-22 516.08 526.46 516.08 524.87 0.00
2014-12-23 527.00 534.56 526.29 530.59 0.00
2014-12-24 530.51 531.76 527.02 528.77 0.00
2014-12-26 528.77 534.25 527.31 534.03 0.00
2014-12-29 532.19 535.48 530.01 530.33 0.00
2014-12-30 528.09 531.15 527.13 530.42 0.00
2014-12-31 531.25 532.60 525.80 526.40 0.00
2015-01-02 529.01 531.27 524.10 524.81 0.00
2015-01-05 523.26 524.33 513.06 513.87 0.00
2015-01-06 515.00 516.17 501.05 501.96 0.00
2015-01-07 507.00 507.24 499.65 501.10 0.00
2015-01-08 497.99 503.48 491.00 502.68 0.00
2015-01-09 506.00 506.00 494.79 496.17 0.00
2015-01-12 494.94 495.98 487.56 492.55 0.00
2015-01-13 498.84 502.98 492.39 496.18 0.00
2015-01-14 494.65 503.23 493.00 500.87 0.00
2015-01-15 505.57 505.68 497.76 501.79 0.00
2015-01-16 500.01 508.19 500.00 508.08 0.00
2015-01-20 511.00 512.50 506.02 506.90 0.00
2015-01-21 507.25 519.28 506.20 518.04 0.00
2015-01-22 518.04 536.33 518.04 534.39 0.00
2015-01-23 535.59 542.17 533.00 539.95 0.00
2015-01-26 538.53 539.00 529.66 535.21 0.00
2015-01-27 529.25 530.71 518.19 518.63 0.00
2015-01-28 522.78 523.00 509.86 510.00 0.00
2015-01-29 511.00 511.09 501.20 510.66 0.00
2015-01-30 515.86 539.87 515.52 534.52 0.00
2015-02-02 531.73 533.00 518.55 528.48 0.00
2015-02-03 528.00 533.40 523.25 529.24 0.00
2015-02-04 529.24 532.67 521.23 522.76 0.00
2015-02-05 523.79 528.50 522.07 527.58 0.00
2015-02-06 528.30 537.21 526.41 531.00 0.00
2015-02-09 528.00 532.00 526.01 527.83 0.00
2015-02-10 529.30 537.70 526.92 536.94 0.00
2015-02-11 535.30 538.45 533.34 535.97 0.00
2015-02-12 537.10 544.84 534.67 542.93 0.00
2015-02-13 543.88 549.91 543.13 549.01 0.00
2015-02-17 546.83 550.00 541.09 542.84 0.00
2015-02-18 542.10 545.50 537.50 539.70 0.00
2015-02-19 538.04 543.11 538.01 542.87 0.00
2015-02-20 543.13 544.00 535.80 538.95 0.00
2015-02-23 536.05 536.44 529.41 531.91 0.00
2015-02-24 530.00 536.79 528.25 536.09 0.00
2015-02-25 535.90 546.22 535.45 543.87 0.00
2015-02-26 543.21 556.14 541.50 555.48 0.00
2015-02-27 554.24 564.71 552.90 558.40 -100.00
2015-03-02 558.50 572.15 558.50 571.34 0.00
2015-03-03 570.45 575.39 566.52 573.64 0.00