Indicators: Ping - page 3

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There is a logical issue with your indicator.

Ping = PrevTime ? MathAbs(Tick.time_msc - PrevTick.time_msc - (NowTime - PrevTime) / 1e3) : 0;

You can't just take the absolute value and count it as a delay. A -250 ms "in advance" will be counted as a 250 delay, that's not good.

Ticks are often received by packets by MT5, that's why there are negative values.

I don't think it's possible to calculate something precise about it. I removed the MathAbs() and allow negative values, all is well balanced between plus and minus values.


 

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Indicators: Ping

Alain Verleyen, 2023.03.09 20:58.

There is a logical problem with your indicator. 

Ping = PrevTime ? MathAbs (Tick.time_msc - PrevTick.time_msc - (NowTime - PrevTime) / 1 e3) : 0 ;

You can't just take an absolute value and consider it a delay. -250 ms "in advance" would be considered a delay of 250, this is not good.

Ticks often come into MT5 in packets, hence the negative values.

I don't think it's possible to calculate anything accurately about this. I removed MathAbs() and allowed negative values, everything is well balanced between positive and negative values.



 
Alain Verleyen #:

There is a logical issue with your indicator.

Any deviation from zero is not ideal.
 
Alain Verleyen #:

Leading question: does the terminal set the time in ticks? IMHO, the tick history is generated by the server. Then what terminal ping are we talking about?

 
Stanislav Korotky # :

Leading question: does the terminal set time in ticks? IMHO, the tick history is generated by the server. Then what terminal ping are we talking about?

Of course, I agree, it's not from the Terminal.

It is impossible to know exactly the real latency in the network.

 
Stanislav Korotky #:

Leading question: does the terminal set the time in ticks? IMHO, the tick history is generated by the server. Then what terminal ping are we talking about?

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fxsaber, 2023.03.09 07:31 pm

Delays in the arrival of ticks happen. On the example of two neighbouring ticks it looks like this.

Tick.time_msc = 08:00:00.000, время прихода 08:00:00.000.

Tick.time_msc = 08:00:00.200, время прихода 08:00:00.490.

The tick came 290 milliseconds later than it should have.


I observe a similar situation with such bursts of tick arrival delay on a dedicated server with almost zero ping. From network applications there is only Terminal.

The average delay is 200 microseconds, i.e. much less than a millisecond.

Can you recommend what should be done to remove latency?


I used this indicator to visualise the lags.


Two differences are compared: between the times of ticks generation on the server and between the times of their arrival in the terminal.

 
Does it support MT4?
  
int OnCalculate ( const int rates_total,
                 const int prev_calculated,
                 const datetime &time[],
                 const double &open[],
                 const double &high[],
                 const double &low[],
                 const double &close[],
                 const long &tick_volume[],
                 const long &volume[],
                 const int &spread[])

Change the code to this function compatible with mt4 version

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