trading_system_1.epl: remove obsolete LE-derived values

epl/trading_system_1.epl

@@ -60,13 +60,6 @@ create variable bool InTradingHours = false
 on TickEvent as t
   set InTradingHours = EPLHelpers.inTimeRange(t.time, TradingStartTime, TradingEndTime)
 
-
---
--- In long position.  Set later.
---
-
-create variable bool InLongEntry = false
-
 
 --
 -- A stream of OHLC values calculated from TickEvents
@@ -237,7 +230,6 @@ insert into LongEntryStream
       and EPLHelpers.laterThan(B2.time, P2.time)
       and EPLHelpers.laterThan(P1.time, B2.time)
       and InTradingHours
-      and not InLongEntry
 
 -- Because multiple streams feed LongEntryStream (CurrentTick,
 -- MaxHigh3Window, B1, B2...), an event on any of those streams causes
@@ -263,51 +255,37 @@ insert into LongEntryDistinct
 -- Long entry derived values
 --
 
--- Register if We're in a long entry when we get the LongEntryDistinct
--- event.  (InLongEntry is declared near top of file)
-on LongEntryDistinct as le set InLongEntry = true
-
--- LongEntryTime contains the timestamp of the last long entry,
--- or null if none has happened yet.
-create variable DateTime LongEntryTime = null
-
-on LongEntryDistinct as le set LongEntryTime = le.time
-
--- LongEntryStopBarCount contains the number of OHLCStream bars that
--- have occurred since the most recent long entry.
-create variable int LongEntryStopBarCount = 0
-
--- Reset LongEntryStopBarCount when we get a new LE.
-on LongEntryDistinct as le set LongEntryStopBarCount = 0
-
 -- Increment LongEntry StopBarCount on every bar.
-on OHLCStream as ohlc set LongEntryStopBarCount = LongEntryStopBarCount + 1
+on OHLCStream
+  update OrderTable
+    set stopBarCount = stopBarCount + 1
+    where OrderTable.open
 
--- LongEntryPrice contains the price of the last long entry,
+-- on OHLCStream
--- or null if none has happened yet.
+--   update OrderTable
-create variable BigDecimal LongEntryPrice = null
+--     set stopBarCount = case when stopBarCount is null then 1 else stopBarCount + 1 end
-
+--     where OrderTable.open is not null
-on LongEntryDistinct as le set LongEntryPrice = le.current
+--       and OrderTable.open
 
 -- LongEntryPreEntryBar is a stream that keeps bars just prior to the
 -- last long entry
-create schema LongEntryPreEntryBar
+-- create schema LongEntryPreEntryBar
-  as (time DateTime,
+--   as (time DateTime,
-      open double,
+--       open double,
-      high double,
+--       high double,
-      low double,
+--       low double,
-      close double)
+--       close double)
 
--- Add bars so long as we're not in a long position
+-- -- Add bars so long as we're not in a long position
-insert into LongEntryPreEntryBar
+-- insert into LongEntryPreEntryBar
-  select time, open, high, low, close from OHLCStream
+--   select time, open, high, low, close from OHLCStream
-    where InLongEntry is false
+--     where InLongEntry is false
 
--- Contains the second-most-recent LongEntryPreEntryBar's "low" value
+-- -- Contains the second-most-recent LongEntryPreEntryBar's "low" value
-create schema LongEntryPreEntryBarPrevLow (low double)
+-- create schema LongEntryPreEntryBarPrevLow (low double)
 
-insert into LongEntryPreEntryBarPrevLow select prev(1, low) as low
+-- insert into LongEntryPreEntryBarPrevLow select prev(1, low) as low
-  from LongEntryPreEntryBar#length(2)
+--   from LongEntryPreEntryBar#length(2)
 
 
 --