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trading_system_1.epl: rename Interval to OHLCInterval

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This commit is contained in:
Seth Ladygo
2018-07-23 21:42:45 -07:00
parent 0cb39ae560
commit 18b52ed9eb
1 changed files with 4 additions and 4 deletions
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8
epl/trading_system_1.epl
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@ -11,9 +11,9 @@ create constant variable int StartTimeHour = 9
-- Exiting trades is 24/7.
create constant variable int EndTimeHour = 17
-- The time frame or tickbar count of the data to be analyzed or
-- traded. Examples: 5s, 1m, 1h 30m, 2h, 12h, 1d.
create constant variable string Interval = '2s'
-- The time frame for OHLC calculation.
-- Example values: '5s', '1m', '1h 30m', '2h', '12h', '1d'.
create constant variable string OHLCInterval = '10s'
-- Amount to be traded, measured in units.
create constant variable int TradeSize = 100000
@ -56,7 +56,7 @@ on TickEvent as t set InTradingHours =
create variant schema OHLCStream as OHLCEvent
insert into OHLCStream
select * from TickEvent#OHLC(Interval, time, midDouble)
select * from TickEvent#OHLC(OHLCInterval, time, midDouble)
--