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it's not possible to change the story at the weekend, so there's no way to check.
Possibly. That's why the problem was found at the weekend.
Result.
Lags (can go up to several milliseconds) after deleting the second order.
Switch to microsecond counting. Milliseconds are no longer appropriate.
Why does the MT5 server execute pending orders in 100-200 milliseconds? (at a well-known broker on A)
Perhaps. That's why a problem was found at the weekend.
Result.
Lags (can reach up to several milliseconds) after deleting the second order.
Deletion of orders leads to complete disabled cache of selected history.
In normal mode the speed of history sampling was brought to tens of microseconds.
Why does the MT5 server execute pending orders in 100-200 milliseconds? (at a well-known broker on A)
Executes or accepts?
Without details on N trades (so you can see the whole picture, not a torn out single order. including pings) you can't discuss.
Deleting orders completely disables the cache of the selected story.
The first deletion goes fine, though. The second one has problems. What is this disability related to?
I'll have to look it up on the forum. I remember showing how Generic access to history is superior to the regular mechanism just in the Tester.
This was the casehere.
Does it execute or does it accept?
Without details on N trades (so you can see the big picture, not a torn out single order. including pings) we cannot discuss.
Yes, it is.
If the price touches a pending Limit order with one tick and bounces back, and this tick lasts for less than 100-200 ms. Then approximately in 30-50% of cases slippage occurs. I.e., the order does not have enough time to be executed by the price of the tick.
The duration of tick is checked against the broker's tick archive, therefore pings have nothing to do with it.
I also do not believe in high server load since only few traders at those moments move according to the order numbers.
Slippage due to lack of liquidity also has nothing to do with it. It appears only on short ticks. The lot size is small, too.
So far I assume an artificial delay of execution from the broker's side.
It is time consuming to collect statistics on several trades. But it is possible, if it helps to answer the question.
Executes.
If price touches a Limit order with one tick and bounces back, and that tick lasts less than 100-200 ms. Then approximately 30-50% of cases the order is executed with a slippage. I.e., the order does not have enough time to be executed by the price of the tick.
The duration of tick is checked against the broker's tick archive, therefore pings have nothing to do with it.
I also do not believe in high server load since only few traders at those moments move according to the order numbers.
Slippage due to lack of liquidity also has nothing to do with it. It appears only on short ticks. The lot size is small, too.
So far I assume an artificial delay of execution from the broker's side.
It is time consuming to collect statistics on several trades. But it is possible, if it helps to answer the question.
If price touches a Limit order with one tick and bounces back, and that tick lasts less than 100-200 ms. Then slippage occurs in about 30-50% of cases. I.e. the order does not manage to be executed at the price of the tick.
Tired of debugging the snapshots. Finally made it perfect. One advisor, nothing. Two - perfect. 20 - disaster: CPU is under 100%. HistorySelect lags for many milliseconds.
It seems that MT5 is not intended for making many Expert Advisors run simultaneously.