MT5 For those who care about speed. - page 27

 

Let's try it another way.

Topikstarter, how many orders per second do you need to open/execute, how much volume and what type of orders?

yyyy

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
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Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров - Документация по MQL5
 
i_logic:
Many modern RAM disk programs support the ability to write the disk to a file on the HDD when the computer shuts down, and to recover the disk from the file when Windows starts up.
Are you sure that MT5 is one of them?
 
Heroix:

Let's try it another way.

Topikstarter, how many orders per second do you need to open/execute, how much volume and what type of orders?

yyyy

I don't need any multiple openings/closures or huge lots.

I just need a reasonable time to close/open a position when I issue a close/open command.

If the ping to the server will be, say, 30 ms, then the response time will be at the same level. That is, the time in one direction will be half of the ping plus two or three milliseconds. The number of deals per day is 10-20. And time is only an indirect indicator - the primary indicator is the change of price during this period of time, and if the price doesn't change drastically, the time plays a small role. But in calculation, we should focus on the worst case.

But you have to understand that during position changing I don't need any other events like incoming mail or disk operations or updating of applications on the system...or antivirus startup... I understand that it's not the job of the MT software developer to set up my windup .but no one even mentions that!!!

 

In principle, you have answered the question correctly.

OK, what "closing/opening time" of the position do you consider acceptable, why?

Maybe it is not only the execution time that is important here, but also the slippage?

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
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Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров - Документация по MQL5
 
Heroix:

In principle, you have answered the question correctly.

OK, what "closing/opening time" of the position do you consider acceptable, why?

Maybe it is not only the execution time that is important here, but also the slippage?

Of course the slippage time is also important. The thing is that I was working on MT4 and the execution of Exeqution, so I ran into situations where sometimes the broker just didn't give permission to close a position and the closing command is synchronous and waits for an answer from the broker and if no answer, the system waits for it and nothing else executes... That's the situations I am talking about - you don't want to get into them.
 
shelandr:
Are you sure MT5 is one of them?
MT5 is not one of them. Here is an overview of RAM software
RAM-диски: как повысить быстродействие компьютера
RAM-диски: как повысить быстродействие компьютера
  • 2009.10.22
  • itc.ua
С помощью специальных программ, рассмотренных в этом обзоре, в оперативной памяти компьютера можно создать виртуальный диск, работающий намного быстрее обычного HDD, благодаря чему любые задачи, интенсивно использующие диск, будут выполняться на нем в несколько раз быстрее. RAM-диски использовались еще во времена MS-DOS и позволяли работать...
 
shelandr:
Of course, the slippage time as well. The thing is that I worked with MT4 and the execution of instant Exeqution, and accordingly I ran into something that sometimes the broker just didn't give permission to close a position and the closing command is synchronous and waits for an answer from the broker and if there is no answer, the system waits for it and nothing else is executed... That's what I am talking about - you don't want to get into those situations.

Great, did you know that commands can be spread across 8 threads via global variables(I think the author is talking about MT4)?

And to make the algorithm itself not hard dependent on server response?

 
Heroix:

OK, what do you think is an acceptable "close/open time" for a position, why?

I do not set requirements for the server, I just want to know this parameter in advance and take it into account when entering a position.

If this parameter is not specified, I focus on the average maximum time of deals.

If this parameter varies a lot I do not work with this broker. When I am pulled through by 10 points on EvroUsd after the set close command and set stop loss, of course I think it is too much and not possible to work with this broker.

What do you suggest?

 
Heroix:

Great, did you know that commands can be spread across 8 threads via global variables(I think the author is talking about MT4)?

And to make the algorithm itself not harddependent on server response?

Of course not...but I switched to MT5 and asynchronous commands.
 
shelandr:

....

What do you suggest?

Optimise the algorithm, change the DC, change the account type.

Everything else is bogus.

Документация по MQL5: Стандартные константы, перечисления и структуры / Состояние окружения / Информация о счете
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Стандартные константы, перечисления и структуры / Состояние окружения / Информация о счете - Документация по MQL5