Any indicator/log that prints execution speed/latency
Off course there are. The script (no idea which of them you use) only measures the modification of a pending order. Some brokers use unfair techniques which add artificial delay to live orders. If you like to learn the real speed, you have no other choice than to play with real orders on a real account.
Thnks i understand =)
Do you know any good way to measure and log the time for an order to be executed, on real account?
Hi
Does anyone here know a way to measure execution speed/latency of a trade?
I want to compare different brookers and vps servers.
I know how to ping their ip in the cmd. But i dont think that shows the whole picture?
For example i ping one of my ECN broker and the results on avg is 64ms
In this thread, i found this script that prints the execution time on a pending order.
And with the same broker that i have a ping of 64ms, Placing a pending order the result is 495ms
http://www.forexfactory.com/showthread.php?t=337102 "This script can also be used to test execution speed, (though market order execution speed may be slightly slower than pending order execution speed). The script times how many milliseconds it takes to modify the order. It prints and comments on this duration."
Is there any better way of measuring execution speed/latency of a trade?
All you have access to is the time gap between you sending an order and you receive the result from the broker. You measure this by placing an order with an EA or script, before OrderSend put:
int tick = GetTickCount();
then after OrderSend put:
Alert(GetTickCount()-tick);
the answer is in miliseconds, and for more systematic logs, write it to file
Like Ovo said, this will likely be different between demo and live accounts (even with no foul play from the broker).
In specifc cases you can ask the broker from a report of the trade, and they will have recorded the times of actions at their end, but you need a reason for asking for it.
Hi alladir
Just to check that i have done correct in my EA code now, is there a way of testing that?
Or is the easiest way, to try it on a demo account?
Ok
Another question regarding this
Example.
Lets say im not a private trader, and im a financial institution and going to trade with a interbank solution.
Would that be faster order execution then? and how much faster the a regular ECN account?
Ok
Another question regarding this
Example.
Lets say im not a private trader, and im a financial institution and going to trade with a interbank solution.
Would that be faster order execution then? and how much faster the a regular ECN account?
Good question. I'd like to know the answer too.
I can only say I would guess so, if they were using high-frequency strategies they'd do everything they can to reduce execution time.
I know in securities they can get direct access to the exchange (as opposed to ECN), I'm not sure about forex. I'm still in the middle of the book that I hope will tell me more
Man, all these questions, what state is your mind in right now!?
Well, it is a wise decision to test on a demo first.
If it were me, I would monitor not only the speed, but slippage as well, and create output like that:
09:01:16 DAX30,M1: CLOSE SELL #3435962 at 5166, got 5166 IN 3323 ms, SLIPPAGE 0 points.
09:05:53 DAX30,M1: OPEN SELL #3436502 at 5156, got 5152 IN 6084 ms, SLIPPAGE 4 points.
09:05:53 DAX30,M1: CLOSE SELL #3436502 at 5153, got 5156 IN 3916 ms, SLIPPAGE 3 points.
09:06:05 DAX30,M1: OPEN SELL #3436538 at 5152, got 5148 IN 3807 ms, SLIPPAGE 4 points.
09:06:05 DAX30,M1: CLOSE SELL #3436538 at 5145, got 5145 IN 3588 ms, SLIPPAGE 0 points.
09:06:17 DAX30,M1: OPEN SELL #3436577 at 5147, got 5144 IN 3884 ms, SLIPPAGE 3 points.
09:06:27 DAX30,M1: CLOSE SELL #3436577 at 5146, got 5146 IN 3011 ms, SLIPPAGE 0 points.
You may easily reveal that the execution speed and slippage are very probably controlled by the VD plugin in the example, while the demo returned 120 ms execution time.
You mess assertion with assessment.
Look back into to your statements and you may find assertions without any evidence.
I have no intention to talk about your statements here. It is already forth useless post in a row. I withdraw from this thread.
I never do assertion I can't prove. You broke the rules, this is why I warned you :
09:01:16 DAX30,M1: OPEN SELL #3435962 at 5163, got 5163 IN 5709 ms, SLIPPAGE 0 points.
09:01:16 DAX30,M1: CLOSE SELL #3435962 at 5166, got 5166 IN 3323 ms, SLIPPAGE 0 points.
09:05:53 DAX30,M1: OPEN SELL #3436502 at 5156, got 5152 IN 6084 ms, SLIPPAGE 4 points.
09:05:53 DAX30,M1: CLOSE SELL #3436502 at 5153, got 5156 IN 3916 ms, SLIPPAGE 3 points.
09:06:05 DAX30,M1: OPEN SELL #3436538 at 5152, got 5148 IN 3807 ms, SLIPPAGE 4 points.
09:06:05 DAX30,M1: CLOSE SELL #3436538 at 5145, got 5145 IN 3588 ms, SLIPPAGE 0 points.
09:06:17 DAX30,M1: OPEN SELL #3436577 at 5147, got 5144 IN 3884 ms, SLIPPAGE 3 points.
09:06:27 DAX30,M1: CLOSE SELL #3436577 at 5146, got 5146 IN 3011 ms, SLIPPAGE 0 points.
Does anyone have the code or plugin that generated this log?
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Hi
Does anyone here know a way to measure execution speed/latency of a trade?
I want to compare different brookers and vps servers.
I know how to ping their ip in the cmd. But i dont think that shows the whole picture?
For example i ping one of my ECN broker and the results on avg is 64ms
In this thread, i found this script that prints the execution time on a pending order.
And with the same broker that i have a ping of 64ms, Placing a pending order the result is 495ms
http://www.forexfactory.com/showthread.php?t=337102 "This script can also be used to test execution speed, (though market order execution speed may be slightly slower than pending order execution speed). The script times how many milliseconds it takes to modify the order. It prints and comments on this duration."
Is there any better way of measuring execution speed/latency of a trade?