MT5 and speed in action - page 37

 
prostotrader:

If I don't need volume and bid, then OnTick() is the right solution, but I need

not only volume but also any change of stack, which, unfortunately OnTick() doesn't work.

Thanks, I understand it all perfectly of course.

The main difference in my situation! is that OnTick() events don't accumulate in the queue, unlike OnBook().

I.e. I don't risk to find myself with execution on data which have long ago left the queue from OnBook. :)

 
Dmi3:

Thanks, I understand it all perfectly, of course.

The main difference in my situation! is that OnTick() events don't accumulate in the queue, unlike OnBook().

I.e. I don't risk to find myself with execution on data which have long ago left the queue from OnBook(). :)

Last year or year before I and Andrey Khatimlianskii made tests on OnTick() and OnBook().

And it turned out that there is no difference between them (or OnBook() lags several microseconds behind OnTick()) but

there is no volume and there is no tracking of changes in OnTick() (higher/lower than ask/bid)

 
Dmi3:

I.e. I don't run the risk of ending up with an execution on data long gone from the glass, having somehow got to me by turn from OnBook. :)

In OnBook only asynchronous trade orders are reasonable to use. But it's true, even SymbolInfoTick is slowing down. So, it won't help.

 
prostotrader:

Oh yes, I completely forgot who I was talking to...

Sorry...

Added

Well then try with your level at least half of that...



What a troll you are :))))

With all due respect, that figure only tells you the volume of your trade. Interesting figure called "Tax base", you know it yourself. But fxsaber does not know, really, he does not have it :)

 
prostotrader:

Last year or the year before, Andrey Khatimlianskii and I made tests on OnTick() and OnBook().

And it appeared that there is no difference between them (or OnBook() lags several microseconds behind OnTick()) but

there is no volume and no tracking of changes in OnTick() (higher/lower than ask/bid)

I've read this thread, it's another "spherical horse in a vacuum". I'm a practitioner, sorry, I measure everything on my money and if I make any decisions, they directly affect the amount of my income.

 
fxsaber:

Only asynchronous trade orders are reasonable to use in OnBook. However, even SymbolInfoTick is slow in my case. So, it won't help.

Asynchronous orders are needed only in one case: when trading a basket, when a "pack" of fast legs is bought after a slow leg. In other cases asynchrony does not win.

 
fxsaber:

Only asynchronous trade orders are reasonable to use in OnBook. However, even SymbolInfoTick is slow in my case. Therefore, it's not working.

SymbolInfoTick is too slow for me. It feels like we're the only ones in the whole community who have problems with it. Everyone else is fine :(

 
Dmi3:

Asynchronous orders are only needed in one case: in basket trading, when a "pack" of fast legs is bought after a slow leg. In other cases asynchrony does not benefit.

Synchronous OrderSend takes 10ms. There can be several of these at a time. Then OnBook is executed for 50 ms. During this time a queue accumulates and hello relevance! Only in this context does asynchrony matter in OnBook.

 
fxsaber:

A synchronous OrderSend takes 10 ms to complete. There can be several of these at a time. Then OnBook is executed for 50 ms. During this time the queue accumulates and hello relevance! Only in this context asynchronous function matters in OnBook.

I have one logic in one EA and there can't be several orders in one loop. Except for the baskets I wrote about above.

 
prostotrader:

Well, then try, at your level, to trade half of that...

My level doesn't even reach a percentage of that amount. You're good. However, it's a strange argument.