Prevent LE when we're already in a LE

epl/trading_system_1.epl

@@ -57,6 +57,12 @@ 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
 
 
 --
@@ -228,6 +234,7 @@ 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
@@ -246,6 +253,14 @@ insert into LongEntryDistinct
     from pattern [every-distinct(le.time) le=LongEntryStream]
 
 
+--
+-- Long entry derived variables
+--
+
+-- 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
+
 --
 -- Event logging
 --