71 lines
2.4 KiB
Plaintext
71 lines
2.4 KiB
Plaintext
-- test.epl - sample setup
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--
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-- Statements must be separated by an empty line.
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-- The time the trading logic will begin to enter trades.
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-- Exiting trades is 24/7.
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create constant variable int StartTimeHour = 9
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-- The time the trading logic will begin to enter trades.
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-- Exiting trades is 24/7.
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create constant variable int EndTimeHour = 17
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-- The time frame or tickbar count of the data to be analyzed or
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-- traded. Examples: 5s, 1m, 1h 30m, 2h, 12h, 1d.
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create constant variable string Interval = '15s'
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-- Amount to be traded, measured in units.
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create constant variable int TradeSize = 100000
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-- InTradingHours will be set to true if the current time is between
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-- StartTime and EndTime.
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create variable bool InTradingHours = false
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-- Update on each tick
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on TickEvent as t set InTradingHours =
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(EPLHelpers.getHour(t.time) >= StartTimeHour and
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EPLHelpers.getHour(t.time) < EndTimeHour)
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-- A stream of OHLC values
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create variant schema OHLCStream as OHLCEvent
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insert into OHLCStream
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select * from TickEvent#OHLC(Interval, time, midDouble)
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--
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-- testing/debug/WIP below
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--
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-- create window LongEntryTimeWindow#time(60 min) as
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-- select * from LongEntryEvent
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--
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-- create window TicksTimeWindow#time(30 sec) as
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-- select * from TickEvent
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-- on TickEvent insert into TicksTimeWindow select * from TickEvent
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-- on TickEvent as t merge TicksTimeWindow as win
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-- where win.time
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-- insert into OrdersWindow select * from MerchandiseProductEvent
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-- set InTradingHours =
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-- (EPLHelpers.getHour(t.time) >= StartTimeHour and
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-- EPLHelpers.getHour(t.time) < EndTimeHour)
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-- LECount = (1,clock,60 min) == only allow one long entry per clock hour example: one LE between 1:00pm to 1:59pm
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-- B1 = ValueWhen( (ref(sma(5,c),-1)>ref(sma(5,c),-2)<ref(sma(5,c),-3)), Ref(Low,-2), 1 )
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-- something like "insert into CountPerSec select count(*) as cnt from XYZ.win:time_batch(1)" "select sum(cnt) from CountPerSec.win:time(1 hour)" for example, this has 1 second resolution of counts, define as you like
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-- 1) String stmt = "insert into WebEventTotalCount select count(*) as cnt from " +
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-- "WebEvent.win:firstlength(1) A where A.page.pageName is not null ";
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-- 2) String stmt = "update istream WebEventTotalCount set cnt = cnt + ( select count(*) as cnt from " +
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-- "WebEvent.win:time(1) A where A.page.pageName is not null ) " ;
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-- 3) String stmt = " select cnt from WebEventTotalCount ";
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