Acceptance of SL/TP orders - page 5
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You "forgot" a very small detail - you checked 58,000 orders and found only one ejection at 300 ms. And this (1 out of 58 000) should clearly have been the focus of such checks.
Yes, I did not collect the status more objectively.
Anyway, we will continue to analyze it, though single outliers can always occur in any system.
I looked at RannForex in great detail since it is a battle one. There absolutely every order has 2-3 ms, irrespective of the symbol.
And the status on ticks was collected in another place where the terminal was located on the same machine where the server is.
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Acceptance of SL/TP orders
Dzmitry Manannikov, 2021.02.05 15:10
Thanks, I will explain the highlighted. A TP order was accepted 266 ms after the price started satisfying it. At the same time the last tick before acceptance was in 133ms.
This is incomprehensible, so on a simpler example.
A tick comes in that should accept the TP of an open position. MT5 creates a TP order, one or more in sequence (if previous ones are cancelled).
But we can say exactly about the last order in this sequence. It was not formed as soon as the last tick meeting the TP level came, but only after 133 ms.
Imagine, a tick comes. And the MT5-Server only starts after 133 ms! Renat will say that this is the peak value and he will be right. That's why I gave a script in the branch, which gives the average value of lag.
It is also a few milliseconds.
SZY The acceptance of an order is simply the fact of its creation. It's not sending it somewhere, but simply creating it on the MT5-Server. It should happen instantly as soon as the price reaches the appropriate level.
In a combat situation I have encountered that sometimes MT4 accepts limiters faster than MT5. As a result in these situations MT4 has time to grab liquidity, MT5 does not.
Please overcome the lags of the MT5 server.
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Acceptance of SL/TP orders
fxsaber, 2020.11.27 21:20
Seems to have figured out the reason. Running the script on the server machine.
Result.
On the left is the print time. On the right is the time of the incoming tick. The lag can be clearly seen. It appears that OnTick is triggered a few milliseconds later than the tick is written to the trade server.
It seems that the server part that is responsible for order activation has received ticks with delay as it happens with their arrival to terminal.
Terminal/Server = 2920. Unfortunately, the situation has not changed yet.
Checked the orders (several thousand) that the broker accepted on the b2940 trade server.
Significant improvement! The lags are up to 2 ms, but these are probably spikes not spoiling the overall new picture.
Definitely trading with MT5 is more profitable now, as orders are execute few milliseconds earlier and there is almost no lag.
I have not checked the other lags.
OrderGetTicket list saw them). When these orders disappeared, they were not in the order history. They did not appear in the order history at all.
I checked this by hand - it is absent. I have contacted the broker. The broker has checked the server and they (the tickets) are not in the history or the logs.
The broker reports that if the orders are sorted by ticket, there are holes in these places - the tickets jump over these values.
MT5-Server b2940. An alarming bug. I recommend brokers to check order tickets for holes - there is no clear sequential numbering of tickets.
ZZY These orders are not in the Terminal logs because they were TP orders - they are created automatically when the price reaches the TP level of the open position.
ZZZY What actions to take to help get rid of the problem?
OrderGetTicket list saw them). When these orders disappeared, they were not in the order history. They did not appear in the order history at all.
I checked this by hand - it is absent. I have contacted the broker. The broker has checked the server and neither they (the ticket reports) are in the history or in the logs.
The broker reports that if the orders are sorted by ticket, there are holes in these places - the tickets jump over these values.
MT5-Server b2940. An alarming bug. I recommend brokers to check order tickets for holes - there is no clear sequential numbering of tickets.
ZZY These orders are not in the Terminal logs because they were TP orders - they are created automatically when the price reaches the TP level of the open position.
ZZZY What should I do to help to get rid of this problem?
Pirs, plugins, add-ons, scripts, server filters are certainly not the issue...
I understand that everyone is overheated, but somehow childish...bug reports look different
Pirs, plugins, add-ons, scripts, server filters are certainly not involved...
I understand that everyone is overheated, but it's a bit childish... the bug reports look different
You see an order in terminal, then it disappears. Then it doesn't appear on the server - the ticket is dropped. Please don't get involved.