MT5 For those who care about speed. - page 31

 
shelandr:

It looks like Q = dVprice * dtopen

wheredVprice is the instrument price change rate

dtopen opening (closing) lag

Q is the broker's cheat ratio...or its profit

Here you can have a lot of options to reduce the cheating to a minimum. You don't want your broker to give you his commission for nothing.
 
papaklass:

MT4 order processing time = 400ms, as the tests have shown, and the broker has its hand in the process.

The processing time in the terminal is miserable. Both in MT4 and MT5.

Well, TC is forgivable, he doesn't want to or cannot break his iron patterns.

 
papaklass:

Order processing on MT4 server = 400ms, not in the terminal.

Very much depends on the broker and the quality of implementation. This figure is for one of your brokers. For another one it might be completely different.

Somewhere there was a speed comparison at different brokers right on this forum. There are better results there, even taking into account the ping.

 
zfs:
You can have a lot of options here to reduce cheating to a minimum. Even bookmark it in every trade so that there is no chance of this cheating, you don't want the broker to give you his pile for nothing at all.
Example: Suppose you found a broker with an execution time of 100 ms instead of 1000 ms. but his prices on the chart fly faster too and the price change for a shorter execution time turned out to be the same as for a slow broker and as a result you will lose the same amount since Q = dVprice * dtopen may remain the same or worse.
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
 
shelandr:
Example: Suppose you found a broker with an execution time of 100 ms instead of 1000 ms. but its prices on the chart fly faster too and the price change for a shorter execution time turned out to be the same as at a slow broker and as a result you will lose the same amount since Q = dVprice * dtopen may remain the same or worse.
There are also limit orders, the volatility at closing is still within the current prices, if you are going to pips, then of course nothing will help you here. If they are buying, the broker will give a price knowingly higher, that's the way the market is.
 
zfs:
There are limit orders, the volatility at closing is still within the current prices, if you are going to pipsing, then of course nothing will help you here. If you are buying, the broker will give you a price that is knowingly higher, it's the market.

There is also cannon fodder and glass-small lots will do the trick.

I see the market maker's logic and the true trend signal, so it's not all so bad.

 
shelandr:

There is also cannon fodder and glass-small lots will do the trick.

I see the market maker's logic and the true trend signal so it's not all bad

Truth in the market can be false, lots can be crushed.
 
 

Don't forget about correctness of measurement - the exit point must be located in On Trade type:

void OnTrade()

{

order = PositionsTotal();

if ( order < 1 ) {

if ( newby > 0 || newsel > 0 ) {

Zero () ;

ZOut () ;

PlaySound("budu.wav ");

} // out newby > 0

} // Out order < 1

}

I measured it in Roboforex - closingtime + ping time of 110-140 ms.

If the end is measured on On tick you'll still be waiting for the current tick and this is unpredictable.

Therefore you will not be able to measure on MT4 at all.

 
Mischek:

...and those who write lame-ass Windows...

and the Chinese who build processors

it's time ... that

If you have found an abandoned shovel at a garbage dump (or near it) and start digging the foundation of your house and the house later collapsed or the shovel breaks down, the manufacturer of the given shovel will not compensate for your loss at all... It's possible that this shovel was designed for children to play in the sandbox...

Windows also was not created for stock quotes-it was created for big and small children, for entertainment and leisure and it successfully copes with this function.

For those who do not know there are other operating systems for special tasks (and equipment other than a home or office PC) I think it is not necessary to know about them.