Add HKStream, TBStream, and TBHKStream

epl/trading_system_1.epl

@@ -19,6 +19,9 @@ create constant variable DateTime TradingEndTime = EPLHelpers.parseTime("23:59")
 -- Example values: '5s', '1m', '1h 30m', '2h', '12h', '1d'.
 create constant variable string OHLCInterval = '10s'
 
+-- The number of ticks for OHLC TB calculation.
+create constant variable int OHLCTicks = 100
+
 -- Amount to be traded, measured in units.
 create constant variable int TradeSize = 10
 
@@ -60,16 +63,46 @@ on TickEvent as t
 -- A stream of OHLC values calculated from TickEvents
 --
 
--- Create the stream to contain OHLCEvents
-create variant schema OHLCStream as OHLCEvent
-
 -- Send every TickEvent to the OHLC plugin.  The plugin will post an
 -- OHLCEvent to OHLCStream every OHLCInterval amount of time.  It uses
 -- TickEvent.time ("time") as the source of the timestamp, and uses
 -- TickEvent.midDouble() as the value to use in the OHLC calculation.
+
+create variant schema OHLCStream as OHLCEvent
+
 insert into OHLCStream
   select * from TickEvent#OHLC("OHLC", "time", OHLCInterval, time, midDouble)
 
+-- Send every TickEvent to the OHLC plugin.  The plugin will post an
+-- OHLCEvent using Heikin-Ashi calculations to HKStream every
+-- OHLCInterval amount of time.  It uses TickEvent.midDouble() as the
+-- value to use in the OHLC calculation.
+
+create variant schema HKStream as OHLCEvent
+
+insert into HKStream
+  select * from TickEvent#OHLC("HeikinAshi", "time", OHLCInterval, time, midDouble)
+
+-- Send every TickEvent to the OHLC plugin.  The plugin will post an
+-- OHLCEvent to TBStream every OHLCTicks ticks.  It uses
+-- TickEvent.time ("time") as the source of the timestamp, and uses
+-- TickEvent.midDouble() as the value to use in the OHLC calculation.
+
+create variant schema TBStream as OHLCEvent
+
+insert into TBStream
+  select * from TickEvent#OHLC("HeikinAshi", "ticks", OHLCTicks, time, midDouble)
+
+-- Send every TickEvent to the OHLC plugin.  The plugin will post an
+-- OHLCEvent using Heikin-Ashi calculations to TBHKStream every
+-- OHLCTicks ticks.  It uses TickEvent.midDouble() as the value to use
+-- in the OHLC calculation.
+
+create variant schema TBHKStream as OHLCEvent
+
+insert into TBHKStream
+  select * from TickEvent#OHLC("HeikinAshi", "ticks", OHLCTicks, time, midDouble)
+
 
 --
 -- Simple moving average streams