フォルツァ執行上の問題点 - ページ 136

 

BCSデモに収録されているバージョン

2020.03.13 02:48:21.363 Network '718335': authorized on BCS-Demo through MetaTrader 5 Access Server (ping: 2.76 ms, build 2007)
でも、Pingは素晴らしいです :)
 
2020.03.13 10:38:43.117 取引 '41443': 市場で為替買い10.00 Si-3.20
2020.03.13 10:44:54.431 Trades '41443': sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:45:26.453 トレード '41443': sell stop 10.00 Si-3.20 at 73000
2020.03.13 10:47:17.006 Trades '41443': accepted exchange buy 10.00 Si-3.20 at market.
2020.03.13 10:47:34.753 取引 '41443': 成行で為替買い 10.00 Si-3.20を約定させる。
2020.03.13 10:47:45.902 Trades '41443': accepted sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:47:46.110 Trades '41443': accepted sell stop 10.00 Si-3.20 at 73000.
2020.03.13 10:47:48.941 Trades '41443': sell stop 10.00 Si-3.20 at 72827 placed for execution.
2020.03.13 10:47:50.060 Trades '41443': sell stop 10.00 Si-3.20 at 73000 placed for execution.
2020.03.13 10:47:59.152 トレード '41443': 失敗したキャンセル注文 #119502193 買い 10.00 Si-3.20 at market [Invalid request] [無効なリクエスト].
2020.03.13 10:48:00.810 トレード '41443': 失敗したキャンセルオーダー #119502193 買い 10.00 Si-3.20 at market [Invalid request] [無効なリクエスト] .
2020.03.13 10:48:10.895 取引 '41443': 注文 #119502193 買い 10.00 / 10.00 Si-3.20 at market done in567836.359 ms
2020.03.13 10:48:10.897 Trades '41443': deal #72709039 buy 5.00 Si-3.20 at 72957 done (based on order #119502193).
2020.03.13 10:48:10.900 Trades '41443': deal #72709040 buy 3.00 Si-3.20 at 72957 done (based on order #119502193).
2020.03.13 10:48:11.254 Trades '41443': deal #72709041 buy 2.00 Si-3.20 at 72957 done (based on order #119502193).
2020.03.13 10:48:12.242 Trades '41443': order #119502340 sell stop 10.00 / 10.00 Si-3.20 at 72827 done in 197832.245 ms
2020.03.13 10:48:12.243 Trades '41443': order #119502361 sell stop 10.00 / 10.00 Si-3.20 at 73000 done in 165808.260 ms
2020.03.13 10:48:17.946 Trades '41443': deal #72709389 sell 1.00 Si-3.20 at 72974 done (based on order #119502361).
2020.03.13 10:48:17.946 Trades '41443': deal #72709390 sell 1.00 Si-3.20 at 72974 done (based on order #119502361).
2020.03.13 10:48:17.947 Trades '41443': deal #72709391 sell 8.00 Si-3.20 at 72973 done (based on order #119502361).
2020.03.13 10:48:25.159 Trades '41443': cancel order #119502340 sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:48:28.130 Trades '41443': accepted cancel order #119502340 sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:48:28.132 Trades '41443': cancel order #119502340 sell stop 10.00 Si-3.20 at 72827 done in 2973.945 ms

 

うん、MT5で取引するのは不可能だ。

5分後に指値を入れ、10分後にポジションを閉じます。

追加されました。

興味深いことに、いくつかの相関関係がある。リミッターが現在の 価格に近いほど、投入/変更されるスピードは遅くなります。

明らかに、価格に近いほど取引量が多い。どこかにボトルネックがあるのです。取引所で?そんなことはないだろう。

 
Grigori.S.B:

OK、そしてバー/キャンドルはどのような価格で作られているのですか?FXでは入札で、株式市場ではフリッパーで、それとも入札でも?それはフリッパーも同じようです。

3~5~10分程度Bid/Askが停止し、Bid/Askが従来通り動くのは問題ないでしょうか?その後、フリッパーがビッド/アスクに跳ね返り、何事もなかったかのように両者の動きが再開される。

ローソク足については、シンボル仕様からどのように作られているかを知ることができます。

注文の位置がすでに変更されていることは分かっているのですが、どのようにオープンまたはクローズ すればよいのかが分かりません。

 

BCS -demoおよびOpener -demo(Si-3.20)のテスト

BCS:Ping2.76msサーバーバージョン2007

オープナー:Ping4.09msServerバージョン1755

ターミナルバージョンは同じ2361です

通常、BCSには遅延はなく、平均実行は3〜5ミリ秒です。

 2020.03 . 13 15 : 37 : 15.332 Trades   '718335' : modify order # 15699795 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day placed for execution in 3.491 ms
2020.03 . 13 15 : 37 : 15.333 Trades   '718335' : modify order # 15699796 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day placed for execution in 3.732 ms

時々ポップアップします

2020.03 . 13 14 : 36 : 28.733 Trades   '718335' : modify order # 15698413 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day placed for execution in 15.146 ms
2020.03 . 13 14 : 36 : 28.733 Trades   '718335' : modify order # 15698414 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day placed for execution in 15.107 ms

しかし、それは重要ではありません


しかし、Otkrvashkaには問題があります。

 2020.03 . 13 15 : 42 : 19.184 Trades   '1007932' : modify order # 128047499 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day placed for execution in 9.759 ms
2020.03 . 13 15 : 42 : 19.184 Trades   '1007932' : modify order # 128047500 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day placed for execution in 9.696 ms
2020.03 . 13 15 : 42 : 19.232 Trades   '1007932' : cancel order # 128047499 buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 19.232 Trades   '1007932' : cancel order # 128047500 sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 19.244 Trades   '1007932' : accepted cancel order # 128047499 buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 19.244 Trades   '1007932' : accepted cancel order # 128047500 sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 19.245 Trades   '1007932' : cancel order # 128047499 buy limit 1.00 Si- 3.20 at 69000 placed for execution in 12.404 ms
2020.03 . 13 15 : 42 : 19.245 Trades   '1007932' : cancel order # 128047500 sell limit 1.00 Si- 3.20 at 76348 placed for execution in 12.371 ms
2020.03 . 13 15 : 42 : 19.539 Trades   '1007932' : buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 19.539 Trades   '1007932' : sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 19.554 Trades   '1007932' : accepted buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 19.555 Trades   '1007932' : accepted sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 19.555 Trades   '1007932' : buy limit 1.00 Si- 3.20 at 69000 placed for execution in 16.669 ms
2020.03 . 13 15 : 42 : 19.555 Trades   '1007932' : sell limit 1.00 Si- 3.20 at 76348 placed for execution in 16.791 ms
2020.03 . 13 15 : 42 : 19.966 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 19.966 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 19.979 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 19.979 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 19.983 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day placed for execution in 17.040 ms
2020.03 . 13 15 : 42 : 19.983 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day placed for execution in 17.148 ms
2020.03 . 13 15 : 42 : 21.122 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.122 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.133 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.133 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.133 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day placed for execution in 10.719 ms
2020.03 . 13 15 : 42 : 21.133 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day placed for execution in 10.643 ms
2020.03 . 13 15 : 42 : 21.401 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.401 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.429 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.429 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 21.429 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day placed for execution in 27.556 ms
2020.03 . 13 15 : 42 : 21.429 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day placed for execution in 27.959 ms
2020.03 . 13 15 : 42 : 22.644 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.644 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.673 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.673 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.673 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day placed for execution in 28.911 ms
2020.03 . 13 15 : 42 : 22.673 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day placed for execution in 28.837 ms
2020.03 . 13 15 : 42 : 22.756 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.756 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.787 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.787 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.787 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day placed for execution in 31.150 ms
2020.03 . 13 15 : 42 : 22.787 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day placed for execution in 31.243 ms
2020.03 . 13 15 : 42 : 22.930 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.930 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.960 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.960 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.960 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day placed for execution in 30.342 ms
2020.03 . 13 15 : 42 : 22.960 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day placed for execution in 30.282 ms
2020.03 . 13 15 : 42 : 22.992 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 22.992 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 23.003 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 23.003 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 23.003 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day placed for execution in 10.450 ms
2020.03 . 13 15 : 42 : 23.003 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day placed for execution in 10.403 ms
2020.03 . 13 15 : 42 : 23.156 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 23.156 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 23.292 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 23.292 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 23.333 Trades   '1007932' : modify # 128047794 buy limit 1.00 Si- 3.20 -> price: 69000 , sl: 0 , tp: 0 ) done in 177.381 ms
2020.03 . 13 15 : 42 : 23.334 Trades   '1007932' : modify # 128047795 sell limit 1.00 Si- 3.20 -> price: 76348 , sl: 0 , tp: 0 ) done in 177.642 ms
2020.03 . 13 15 : 42 : 24.090 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.090 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.207 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69000 sl: 0 tp: 0 expiration: day -> 69001 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.207 Trades   '1007932' : modify # 128047794 buy limit 1.00 Si- 3.20 -> price: 69001 , sl: 0 , tp: 0 ) done in 117.460 ms
2020.03 . 13 15 : 42 : 24.207 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76348 sl: 0 tp: 0 expiration: day -> 76347 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.280 Trades   '1007932' : modify # 128047795 sell limit 1.00 Si- 3.20 -> price: 76347 , sl: 0 , tp: 0 ) done in 190.007 ms
2020.03 . 13 15 : 42 : 24.295 Trades   '1007932' : modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.295 Trades   '1007932' : modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.391 Trades   '1007932' : accepted modify order # 128047794 buy limit 1.00 Si- 3.20 at 69001 sl: 0 tp: 0 expiration: day -> 69000 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.391 Trades   '1007932' : modify # 128047794 buy limit 1.00 Si- 3.20 -> price: 69000 , sl: 0 , tp: 0 ) done in 96.868 ms
2020.03 . 13 15 : 42 : 24.391 Trades   '1007932' : accepted modify order # 128047795 sell limit 1.00 Si- 3.20 at 76347 sl: 0 tp: 0 expiration: day -> 76348 , sl: 0 tp: 0 expiration: day
2020.03 . 13 15 : 42 : 24.443 Trades   '1007932' : modify # 128047795 sell limit 1.00 Si- 3.20 -> price: 76348 , sl: 0 , tp: 0 ) done in 148.831 ms
2020.03 . 13 15 : 42 : 24.445 Trades   '1007932' : cancel order # 128047794 buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 24.445 Trades   '1007932' : cancel order # 128047795 sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 24.565 Trades   '1007932' : accepted cancel order # 128047794 buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 24.565 Trades   '1007932' : cancel # 128047794 buy limit 1.00 Si- 3.20 at market done in 120.318 ms
2020.03 . 13 15 : 42 : 24.565 Trades   '1007932' : accepted cancel order # 128047795 sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 24.650 Trades   '1007932' : cancel # 128047795 sell limit 1.00 Si- 3.20 at market done in 205.838 ms
2020.03 . 13 15 : 42 : 25.631 Trades   '1007932' : buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 25.631 Trades   '1007932' : sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 25.801 Trades   '1007932' : accepted buy limit 1.00 Si- 3.20 at 69000
2020.03 . 13 15 : 42 : 25.869 Trades   '1007932' : order # 128048015 buy limit 1.00 / 1.00 Si- 3.20 at 69000 done in 237.767 ms
2020.03 . 13 15 : 42 : 25.869 Trades   '1007932' : accepted sell limit 1.00 Si- 3.20 at 76348
2020.03 . 13 15 : 42 : 25.957 Trades   '1007932' : order # 128048016 sell limit 1.00 / 1.00 Si- 3.20 at 76348 done in 325.663 ms

FORTSのデモを持っている人は、自分で「遊ぶ」ことができます

実生活ではそれも可能ですが、取引超過の請求書が届きます

追加した

コードには余分なものがたくさんあります(私の作業アドバイザーから関数を引き出しました)

ファイル:
AutoMagic.mqh  7 kb
Delay_test.mq5  46 kb
 

オープナー(リアリスト)

ブローカーに手紙を出し、遅延を添付する。

書かなければ、何も変わらない!?

遅延との "共存 "を始めて6年!?

 
Aleksey Vyazmikin:
2020.03.13 10:38:43.117 取引 '41443': 市場で為替買い10.00 Si-3.20
2020.03.13 10:44:54.431 Trades '41443': sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:45:26.453 トレード '41443': sell stop 10.00 Si-3.20 at 73000
2020.03.13 10:47:17.006 Trades '41443': accepted exchange buy 10.00 Si-3.20 at market.
2020.03.13 10:47:34.753 取引 '41443': 成行で為替買い 10.00 Si-3.20を約定させる。
2020.03.13 10:47:45.902 Trades '41443': accepted sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:47:46.110 Trades '41443': accepted sell stop 10.00 Si-3.20 at 73000.
2020.03.13 10:47:48.941 Trades '41443': sell stop 10.00 Si-3.20 at 72827 placed for execution.
2020.03.13 10:47:50.060 Trades '41443': sell stop 10.00 Si-3.20 at 73000 placed for execution.
2020.03.13 10:47:59.152 トレード '41443': 失敗したキャンセル注文 #119502193 買い 10.00 Si-3.20 at market [Invalid request] [無効なリクエスト].
2020.03.13 10:48:00.810 トレード '41443': 失敗したキャンセルオーダー #119502193 買い 10.00 Si-3.20 at market [Invalid request] [無効なリクエスト] .
2020.03.13 10:48:10.895 取引 '41443': 注文 #119502193 買い 10.00 / 10.00 Si-3.20 at market done in567836.359 ms
2020.03.13 10:48:10.897 Trades '41443': deal #72709039 buy 5.00 Si-3.20 at 72957 done (based on order #119502193).
2020.03.13 10:48:10.900 Trades '41443': deal #72709040 buy 3.00 Si-3.20 at 72957 done (based on order #119502193).
2020.03.13 10:48:11.254 Trades '41443': deal #72709041 buy 2.00 Si-3.20 at 72957 done (based on order #119502193).
2020.03.13 10:48:12.242 Trades '41443': order #119502340 sell stop 10.00 / 10.00 Si-3.20 at 72827 done in 197832.245 ms
2020.03.13 10:48:12.243 Trades '41443': order #119502361 sell stop 10.00 / 10.00 Si-3.20 at 73000 done in 165808.260 ms
2020.03.13 10:48:17.946 Trades '41443': deal #72709389 sell 1.00 Si-3.20 at 72974 done (based on order #119502361).
2020.03.13 10:48:17.946 Trades '41443': deal #72709390 sell 1.00 Si-3.20 at 72974 done (based on order #119502361).
2020.03.13 10:48:17.947 Trades '41443': deal #72709391 sell 8.00 Si-3.20 at 72973 done (based on order #119502361).
2020.03.13 10:48:25.159 Trades '41443': cancel order #119502340 sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:48:28.130 Trades '41443': accepted cancel order #119502340 sell stop 10.00 Si-3.20 at 72827.
2020.03.13 10:48:28.132 Trades '41443': cancel order #119502340 sell stop 10.00 Si-3.20 at 72827 done in 2973.945 ms

さようなら、あなたは "CHAMPION "です。

ブローカーに手紙を書こう

 

もう一つ面白いことがあります(これは別のサーバーに切り替えた後の話です)。

GOLDは全く関係ないだろ))

明らかなバグ、IMHO。最新版(サーバー?ターミナル?)はもう大丈夫だと思います。

2020.03.13 10:28:32.425 ネットワーク '10644': 99%の品質でアクセスポイントに 接続中 (前回: 99%)
2020.03.13 10:28:32.425 Trades '10644': failed modify order #119361362 buy 0.00 GOLD-3.20 at market sl: 0.0 tp: 0.0 exp: gtc -> 1640.6, sl: 0.0.0 tp: 0.0 expiration: day [Request rejected due to lack of network connection]
2020.03.13 10:28:32.425 Network '10644': disconnected from Open-Broker
2020.03.13は、ネットワーク接続がないため、リクエストを 拒否しました。03.13 10:28:32.889 ネットワーク '10644': Access Server VII 経由で Open-Broker で認可(ping: 3.84 ms, build 1755)
2020.03.13 10:28:32.889 ネットワーク '10644':XXから 前回の成功した認証が実行されました。XXX.XX.XX on 2020.03.11 18:48:06
2020.03.13 10:28:32.906 Spreads perform full synchronization
2020.03.13 10:28:32.XXX.XX on 2020.03.13 10:28:32.906 Network '10644': Open-Broker への接続が失われました
2020.03.13 10:28:33.308 Network '10644': Access Server VII 経由で Open-Broker で認可 (ping: 3.).84 ms, build 1755)
2020.03.13 10:28:33.308 ネットワーク '10644':XX.XXX.XX から前回の成功した認証が実行されました。XX on 2020.03.13 10:28:32
2020.03.13 10:28:33.328 Network '10644': terminal synchronized with JSC 'Otkritie Broker'
2020.03.13 10:28:33.328 ネットワーク '10644': terminal synchronized with JSC 'Otkritie Broker' 2020.03.13 10:28:33.328 ネットワーク '10644': 取引が有効になりました - ネットワーキング・モード
2020.03.13 10:28:33678 Network '10644': Scan network for access points
2020.03.13 10:29:28.880 Network '10644': Scan network finished
2020.03.13 10:29:28.880 Network '10644': Scan network for access points 2020.03.13 10:29:28.880 ネットワーク '10644': 99 % の品質でより良いアクセスポイントに自動接続します (前回: 99 %)
2020.03.13 10:29:28.880880 Network '10644': Open-Brokerへの接続が失われました
2020.03.13 10:29:29.571 Network '10644': Access Server VIを介してOpen-Brokerで認証されました (ping: 3.74 ms, build 1755)
2020.03.13 10:29:29.571 ネットワーク '10644':XXから 前回の成功した認証が実行されました。XXX.XX.XX.XX on 2020.03.13 10:28:33
2020.03.13 10:29:29.590 Network '10644': terminal synchronized with JSC 'Otkritie Broker'
2020.03.13 10:29:29.590 Network '10644': Trading has been enabled - netting mode.

 

さて、私の相棒はKVICで1分以上の遅れを見せました(保留注文を設定)。

FORTSのゲートウェイが遅くなっているのでは?

 
prostotrader:

さて、私の仲間はKVICで1分以上の遅れを示しました(保留中の注文を設定)。

もしかして、OstrovashkaからのFORTSゲートウェイが遅くなっているのでは?

最近、kvikのopryvashkaから、彼らが持っているいくつかのサーバーが非常に遅いので、サーバー4に切り替えた方が良いという警告がありました。

もしかして、切り替わっていないのでは?

理由: