Commit Graph

21 Commits

Author SHA1 Message Date
a92a3e4788 hook VizDataStream to the viz log file 2019-02-12 09:57:56 -08:00
3d65a8e91e Add many epl log definitions 2018-11-14 21:15:22 -08:00
d83b1da903 Add long exit (LX) code 2018-11-14 21:14:31 -08:00
7680ed81a2 Add LE derived values 2018-11-14 21:08:36 -08:00
b0f254b006 Prevent LE when we're already in a LE 2018-11-14 21:07:15 -08:00
8cf12a27fb Replace OHLCValueEvent 2018-11-14 20:54:27 -08:00
92c3636d8f Add HKStream, TBStream, and TBHKStream 2018-11-14 20:41:28 -08:00
a9f9e44651 trading_system_1.epl: only LE within trading hours 2018-11-14 18:34:43 -08:00
9a743b8919 Rename CurrentTickWindow -> CurrentTick 2018-11-14 18:33:35 -08:00
104eb216b5 Make DateTime available without package prefix in epl 2018-11-14 18:31:53 -08:00
22a4a76561 Improve trading window - can specify times as "hh:mm" 2018-11-14 18:28:18 -08:00
518cf23e6d Move time and OHLC value calc into separate files 2018-10-30 17:56:39 -07:00
c9c10da4bc trading_system_1.epl: remove some out of date comments 2018-10-30 17:44:44 -07:00
6edc589248 add trading managers 2018-09-21 11:19:14 -07:00
b9cac77bcd trading_system_1.epl: pass instrument and units in LongEntry events 2018-09-20 16:43:17 -07:00
e3bb27029f trading_system_1.epl: improve inline documentation 2018-07-23 21:45:35 -07:00
18b52ed9eb trading_system_1.epl: rename Interval to OHLCInterval 2018-07-23 21:42:45 -07:00
648b14eda9 improve long entry calculation 2018-07-23 01:26:42 -07:00
2ef785225a trading_system_1.epl: rename OneMinuteOHLCStream -> OHLCStream 2018-07-23 01:20:36 -07:00
a9365e44fe trading_system_1.epl: add CurrentTickWindow 2018-07-23 01:07:40 -07:00
979cd3d4a7 move epl files to separate directory 2018-07-13 19:34:51 -07:00