measure time to execute code (speedtest) - Live Charts - MQL4 and MetaTrader 4

Carl Schreiber 2017.05.27 14:49 #1

AwarenessForex:

either in tester or live chart EA/indicator/script, I would like to know how long it takes for a section of code or the entire EA to run through complete sequence.

I checked a thread here which had a speedtest.mq4 attached, but I could not ascertain how to apply it to my situation. Could use MQ's sample code to demonstrate.

Use the example of GetTickCount() (in the editor put the cursor above the function an press F1) but be aware the if coded correctl< you'll get 0 mSec execution time as the minimal resolution for the cpu is ~16 mSec.

Errors, bugs, questions High Low question ask I can't decide...

Meng Yin Teoh 2017.05.27 14:52 #2

AwarenessForex:

either in tester or live chart EA/indicator/script, I would like to know how long it takes for a section of code or the entire EA to run through complete sequence.

I checked a thread here which had a speedtest.mq4 attached, but I could not ascertain how to apply it to my situation. Could use MQ's sample code to demonstrate.

use GetTickCount().

Documentation on MQL5: Common Functions / GetTickCount

www.mql5.com

Common Functions / GetTickCount - Reference on algorithmic/automated trading language for MetaTrader 5

William Roeder 2017.05.27 14:54 #3

That link is ancient. A lot has changed since February 3, 2014 (Build 600) including the build in profiler (editor: debug.)

Stanislav Korotky 2017.05.27 21:57 #4

I'm not sure the built-in profiler can run in the tester. Yet profiling in the tester can collect more data than while debugging on a chart. For this case you can implement a kind of profiler in MQL - here is an example in my blog.

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AwarenessForex 2017.05.28 16:54 #5

Stanislav Korotky:
I'm not sure the built-in profiler can run in the tester. Yet profiling in the tester can collect more data than while debugging on a chart. For this case you can implement a kind of profiler in MQL - here is an example in my blog.

Looks like it cannot run in tester mode (built-in profiler). And you need the market to be open (with ticks coming in). But it doesn't provide other statistics like how many loops took place, how long it takes to loop through to different major sections (onTick, OnInit, etc).

But I want something that I can inject into the beginning and end of my code to verify how long it is taking to complete the sequence. So do you store getTickCount() at the beginning and end of the code and then subtract the difference?

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William Roeder 2017.05.28 17:56 #6

AwarenessForex: Looks like it cannot run in tester mode (built-in profiler).	It doesn't need to. First, get the code working. Second, then profile working code. Then, only if it shows you need to, optimize.

James Cater 2017.05.28 18:27 #7

whroeder1:

	It doesn't need to. First, get the code working. Second, then profile working code. Then, only if it shows you need to, optimize.

If you run an EA with the profiler it may be skewed towards the startup costs leaving the tick based costs a little buried in the stats.

To improve the results I would recommend leaving it running for a few minutes in active markets to give you a decent number of ticks to work with

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Stanislav Korotky 2017.05.28 20:44 #8

AwarenessForex:

But it doesn't provide other statistics like how many loops took place, how long it takes to loop through to different major sections (onTick, OnInit, etc).

But I want something that I can inject into the beginning and end of my code to verify how long it is taking to complete the sequence. So do you store getTickCount() at the beginning and end of the code and then subtract the difference?

If you use MQL-based custom profiler you can measure all you want. And do it in the tester, which brings better coverage of code execution.

Take a look into the code to understand how to insert profiling objects in order to update tick counts automatically (GetTickCount is used behind the scene). I'm afraid this will require 1-2 additional lines for every scope (function, cycle, etc) which you need to measure.

How can my robot Backtest Profiling wanted: automatic generation of