MetaTrader 4 and MetaTrader 5 Memory and Data Loading Management Comparison - page 9
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How serious is that ? You are sarcastic and in the next sentence you ask "politely"... MT5 developers aren't reading this forum fortunately.
I don't want to offend anyone, but really guys all you are demonstrating here is your incompetency to work with mql5. These data you posted are when the platform is started, how much time are you starting your platform ? Anyway it's easy to deal with it.
I don't have time now to answer with objective data and information but I will.
Every one here of course appreciate the new approaches from MetaTrader 5 Platform. So do not get me wrong.
They release a lot of new features every week and every month. That is good thing and respectful.
I will never use any other platform like TradingView or cTrader because they are no where near MetaTrader in term of indicator and tool creation.
As I mentioned, 95% of us here are simple minded not tech savvy.
We just hope MT5 data management is as easy as MT4.
Yes, I tried many different ways too. That is why I made this thread because I suffered with this enough.
Eventually, developing tactics to avoid the empty matrix of data become more work than actually writing the algorithm or coding for the original task.
Another thing is that for different algorithm or task, you have to also change your tactics too. It is not impossible but just time consuming every time dealing with this.
In fact, I set 10 second timer in my code. You can tell that there was 30 seconds waiting for the data loaded fully in MT5.
MT4 was just reliable getting all data in first iteration so 12 seconds it took. This make our coding as developer so much easier.
I am politely asking if MT5 development team can take this point on board.
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This testing results just speaks for it.
A second remark about MT5 when the test is initiated by starting the platform :
2018.12.08 20:19:35.533 293936 Counter: 0, Symbol: CADCHF, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.555 293936 Counter: 0, Symbol: EURGBP, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.561 293936 Counter: 0, Symbol: EURJPY, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.561 293936 Counter: 0, Symbol: EURUSD, M1: 500, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.575 293936 Counter: 0, Symbol: GBPJPY, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.585 293936 Counter: 0, Symbol: GBPUSD, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.593 293936 Counter: 0, Symbol: NZDCAD, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.610 293936 Counter: 0, Symbol: USDCAD, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.622 293936 Counter: 0, Symbol: USDCHF, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
2018.12.08 20:19:35.632 293936 Counter: 0, Symbol: USDJPY, M1: -1, M5: -1, M15: -1, M30: -1, H1: -1, H4: -1, D1: -1, W1: -1, MN1: -1
The first iteration only grab some data for the current open chart.
It's only at the 4th iterations, that all data are available. It's clearly a weakness of MT5.
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: CADCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 143
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: EURGBP, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 308
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: EURJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: EURUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.501 293936 Counter: 3, Symbol: GBPJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: GBPUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: NZDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 137
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: USDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: USDCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
2018.12.08 20:20:05.502 293936 Counter: 3, Symbol: USDJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 240
This clearly doesn't happen on MT4 :
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: CADCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: EURGBP, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: EURJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: EURUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: GBPJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 379, MN1: 88
2018.12.08 20:20:12.638 293936 EURUSD,M1: Counter: 0, Symbol: GBPUSD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: NZDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 454, MN1: 107
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: USDCAD, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: USDCHF, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
2018.12.08 20:20:12.654 293936 EURUSD,M1: Counter: 0, Symbol: USDJPY, M1: 500, M5: 500, M15: 500, M30: 500, H1: 500, H4: 500, D1: 500, W1: 500, MN1: 256
Yeah but with one chart (one symbol, one timeframe), one iteration is enough ; it is downloaded progressively. I didn't work a lot with MT4 but I would say it's likely it downloads the M1 and recalculates everything from it while MT5 really redownloads symbol by symbol, timeframe by timeframe. This needs a fact-check (there's people reading for whom it's a speciality) :)
The timer is definitively the more convenient way to do it, but then it shouldn't stop before all datas are received, recounted and validated - I meant relatively to your example, called at iteration 1 & wait for matrix being fulfilled before iteration 2 otherwise you'll then work with a wild timer which will execute even when not needed - that is expensive in memory.
Metaquotes already worked on speed optimization. I am really happy with it.
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New version of MetaTrader 5 build 1930: Floating graphs and .Net libraries in MQL5
Renat Fatkhullin , 2018.12.10 19:31
New results after today's optimizations, which will be available in the next beta version the other day:
Hot on CopyRates MT5 overtaken MT4 by 2 ms. optimization succeeded.
I forgot to immediately explain an important feature of data storage bars in MT5. In MT5, bars are stored as separate arrays of Open, High, Low, Close, Volume. This means that in order to create the MqlRates bar in the CopyRates function, we need to assemble the structure of the price bar from a variety of arrays.
This is obviously more expensive than simply issuing a ready bar, as is available in MT4. But we did it faster.
Why do we have data arrays in MT5? Because it is more efficient to work and especially for individual functions CopyClose , CopyHigh, High [], Low [] and so on. There are many places where specific indicators are used without the need to refer to the entire bar.
Let's compare CopyHigh access speed in both systems. We will immediately check the hot caches:
Here the advantage of Metatrader 5 is clearly visible: it releases data from individual timeseries 3.5 times faster.
Tip: do not copy the bars in the top five, if you want to have only one indicator. Do not translate one to one code of four.
Metaquotes already worked on speed optimization. I am really happy with it.
Exactly that !