Discussion of high-frequency trading on MT5 - page 91

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revers45:

And this is confirmed at least by the results of your execution time, which are one or two orders of magnitude behind the standard MT5 terminal in asynchronous mode).

You are now comparing the small with the soft.
 
TheXpert:
You're comparing the small with the soft now.
More precisely, I am comparing a single person to a large firm. If your first-person position is strong enough, you can argue against it.
 
revers45:
More specifically, comparing a single person, with a large firm. If your first-person position is strong enough, you can argue it.
You don't get it. Think carefully about what you are measuring in asynchronous order dispatch. This measure is incorrectly compared to a full synchronous round.
 
TheXpert:
You do not understand. Think carefully about what you are measuring when an asynchronous order is sent out. It is incorrect to compare this measure with a full synchronous round.
In any case, it measures the delivery and speed of processing a trade order on the server, and the only difference in asynchronous operation, on the trader's side, is that the algorithm does not stop to wait for a response.
 
revers45:
In any case, only the speed of processing a trade order on the server is measured, and the difference of asynchronous operation, on the trader's side, is only that the algorithm does not stop to wait for a response.
Omg, it's much worse than I thought.
 
Going_Crazy:

In terms of costs, they have long since crossed the six-figure dollar figure (sadly).

Impressive. Thanks for the published experience, I wouldn't go into HFT on my own :)
 
TheXpert:
Omg, it's a lot worse than I thought.
...and that's because you need to think more, and less rush to conclusions.
 
revers45:
...it's because you need to think more and not rush to conclusions.

(fcplm)

Read the reference:

The OrderSendAsync() function is designed to perform asynchronous trade operations without waiting for the trade server to respond to the sent request.

What the hell server? The time of asynchronous request sending is the time of order placement into the queue to be sent to the server in the terminal.

Instead of figuring it out, they're just trying to lecture us...

 
Going_Crazy:

Is there a summary statistic? It looks like it's hanging around zero according to the log.

By the way, there are different prices on the demo...

 
TheXpert:

(fcplm)

Read the reference:

The OrderSendAsync() function is designed to perform asynchronous trade operations without waiting for the trade server to respond to the sent request.

What the hell server? The time of asynchronous request sending is the time of order placement into the queue to be sent to the server in the terminal.

Instead of understanding it, you are lecturing...

We weren't talking about sending time, we were talking about execution time. If you're not exactly a writer, but a reader, reread the comment.

An asynchronous request is needed to send a series of orders to the server, the dynamics of their execution can be viewed in the journal or in a log file of the terminal, here is an example:

DS 0 14:44:39 Trades '1525856': order #30593255 buy 1.00 / 1.00 EURUSD at 1.35263 done in 7 ms
FG 0 14:44:39 PM Trades '1525856': order #30593256 buy 1.00 / 1.00 EURUSD at 1.35263 done in 6 ms
DK 0 14:44:39 PM Trades '1525856': order #30593257 buy 1.00 / 1.00 EURUSD at 1.35263 done in 5 ms
ID 0 14:44:39 PM Trades '1525856': order #30593258 buy 1.00 / 1.00 EURUSD at 1.35263 done in 32 ms
MH 0 14:44:39 PM Trades '1525856': order #30593259 buy 1.00 / 1.00 EURUSD at 1.35263 done in 34 ms
RL 0 14:44:39 PM Trades '1525856': order #30593260 buy 1.00 / 1.00 EURUSD at 1.35263 done in 35 ms
FQ 0 14:44:39 Trades '1525856': order #30593262 buy 1.00 / 1.00 EURUSD at 1.35263 done in 27 ms
PE 0 14:44:39 PM Trades '1525856': order #30593263 buy 1.00 / 1.00 EURUSD at 1.35263 done in 26 ms
NI 0 14:44:39 Trades '1525856': order #30593264 buy 1.00 / 1.00 EURUSD at 1.35263 done in 25 ms

1...8485868788899091929394
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