You asked if the quotation used at the beginning of a sentence was proper grammar. The answer is yes. However, the serious error in your sentence is caused by not including the source of this quote.
When using any quote, either in the beginning, middle, or end of a sentence, you must credit the original writer. In your sentence no credit is given to the original writer. Without this information, as the reader of "Three crosses on the horizon" refers to Jesus's crucifixion, I ask myself:
1. Where does this quote appear? In a particular poem or a piece of literature? (Where can a reader go to find this same quote?), and
2. Who originally said this?
I also wonder if the reference to Jesus's crucifixion is your own thinking/opinion.
By providing the answer to these questions your sentence structure will sound better, and be technically correct. The placement of the quote in the sentence will not matter.
Here are some examples that answer the main questions, add much clarity, and are demonstrate your awareness of a professional writing style.
(BEGINNING OF SENTENCE) "Three crosses on the horizon" is used by (author) in (piece of literature) to refer to Jesus's crucifixion.
*(MIDDLE OF SENTENCE) The phrase "Three crosses on the horizon," that appears in (author's name) in (piece of literature) refers to Jesus's crucifixion.
* (END OF SENTENCE) In my opinion, (Author) refers to Jesus's crucifixion, when using the phrase, "Three crosses on the horizon."
All sentences use correct grammar. However, one of the placements might sound better than the two others.
If you are a college student or graduate student, your professors will likely ask you to include a reference section at the end of your paper. The book you found the quote in would appear in your reference section. In this circumstance, your quote needs to be cited correctly in parentheses immediately following the last word in your quote:
(author's last name, copyright date of the literature, and page number).
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