I have skimmed through Esper CEP official documentation quickly http://esper.codehaus.org/esper-4.6.0/doc/reference/en-US/pdf/esper_reference.pdf .
The EPL syntax is quite similar to SQL, with plenty extension. I think I'm ready to use EPL. Now I can understand the existing EPL used in AlgoTrader.
To develop strategies using EPL, I need to know TA-LIB http://ta-lib.org/ . I couldn't find many documentation about TA-LIB. Below are some simple documents:
http://www.ta-lib.org/function.html
http://qtstalker.sourceforge.net/talib.html
http://tadoc.org/
http://www.heatonresearch.com/content/technical-analysis-library-ta-lib-tutorial-java
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