フォルツァ執行上の問題点

prostotrader 2017.02.17 11:17 #851

fxsaber:
私のケースはありません。全ユーザーに共通する端末ログがあります。

OK、ログは同じですが、残念ながら結果は違いますね...。

289msと9msの違いが頑なにわからないんですね。

こちらが新鮮な1枚（リアル1531）です。

2017.02.17 14:05:01.032 Trades  'xxxxx': buy limit 2.00 Eu-9.17 at 65030
2017.02.17 14:05:01.437 Trades  'xxxxx': accepted buy limit 2.00 Eu-9.17 at 65030
2017.02.17 14:05:01.444 Trades  'xxxxx': buy limit 2.00 Eu-9.17 at 65030 placed for execution in 412.406 ms (179.952 ms on server)
2017.02.17 14:05:01.449 Trades  'xxxxx': sell limit 1.00 BR-8.17 at 57.45
2017.02.17 14:05:01.603 Trades  'xxxxx': sell limit 1.00 LKOH-6.17 at 34098 placed for execution in 554.628 ms (195.343 ms on server)
2017.02.17 14:05:01.604 Trades  'xxxxx': accepted buy limit 3.00 MXI-6.17 at 2172.70
2017.02.17 14:05:01.604 Trades  'xxxxx': buy limit 3.00 MXI-6.17 at 2172.70 placed for execution in 537.273 ms (11.579 ms on server)
2017.02.17 14:05:01.608 Trades  'xxxxx': accepted sell limit 5.00 GBPU-6.17 at 1.2495
2017.02.17 14:05:02.012 Trades  'xxxxx': sell limit 5.00 GBPU-6.17 at 1.2495 placed for execution in 921.827 ms (1.396 ms on server)
2017.02.17 14:05:02.013 Trades  'xxxxx': accepted buy limit 5.00 HYDR-6.17 at 10779
2017.02.17 14:05:02.015 Trades  'xxxxx': accepted buy limit 2.00 MGNT-9.17 at 9611
2017.02.17 14:05:02.017 Trades  'xxxxx': accepted sell limit 2.00 MGNT-9.17 at 11001
2017.02.17 14:05:02.018 Trades  'xxxxx': accepted buy limit 1.00 ED-9.17 at 1.0601
2017.02.17 14:05:02.019 Trades  'xxxxx': buy limit 5.00 HYDR-6.17 at 10779 placed for execution in 929.618 ms (3.608 ms on server)
2017.02.17 14:05:02.022 Trades  'xxxxx': buy limit 2.00 MGNT-9.17 at 9611 placed for execution in 610.425 ms (3.848 ms on server)
2017.02.17 14:05:02.029 Trades  'xxxxx': sell limit 2.00 MGNT-9.17 at 11001 placed for execution in 616.804 ms (3.793 ms on server)
2017.02.17 14:05:02.030 Trades  'xxxxx': buy limit 1.00 ED-9.17 at 1.0601 placed for execution in 616.485 ms (3.712 ms on server)
2017.02.17 14:05:02.040 Trades  'xxxxx': cancel order #52607654 sell limit 1.00 LKOH-6.17 at 34098
2017.02.17 14:05:02.042 Trades  'xxxxx': accepted sell limit 1.00 ED-9.17 at 1.0849
2017.02.17 14:05:02.043 Trades  'xxxxx': sell limit 1.00 ED-9.17 at 1.0849 placed for execution in 629.309 ms (2.119 ms on server)
2017.02.17 14:05:02.215 Trades  'xxxxx': accepted buy limit 2.00 AUDU-6.17 at 0.7586
2017.02.17 14:05:02.216 Trades  'xxxxx': accepted buy limit 5.00 TATN-6.17 at 37027
2017.02.17 14:05:02.217 Trades  'xxxxx': accepted sell limit 5.00 AUDU-6.17 at 0.8025
2017.02.17 14:05:02.217 Trades  'xxxxx': buy limit 2.00 AUDU-6.17 at 0.7586 placed for execution in 793.001 ms (5.415 ms on server)
2017.02.17 14:05:02.519 Trades  'xxxxx': buy limit 5.00 TATN-6.17 at 37027 placed for execution in 1094.281 ms (5.535 ms on server)
2017.02.17 14:05:02.521 Trades  'xxxxx': sell limit 5.00 AUDU-6.17 at 0.8025 placed for execution in 1096.137 ms (5.514 ms on server)
2017.02.17 14:05:02.533 Trades  'xxxxx': accepted sell limit 5.00 TATN-6.17 at 42028
2017.02.17 14:05:02.533 Trades  'xxxxx': sell limit 5.00 TATN-6.17 at 42028 placed for execution in 1108.871 ms (1.341 ms on server)

I want to build MT5で動作するPCを作りたいのですが、アドバイスとその理由を教えてください。 Bug report MT4 rev

fxsaber 2017.02.17 11:31 #852

prostotrader:

そのほうが、きっと意味が ある。

専門家ログ

2017.02.17 13:45:27.132 trader (RTS-3.17,M1)      COrder::Place: Order sent to server...
2017.02.17 13:45:27.141 trader (RTS-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
2017.02.17 13:45:27.421 trader (RTS-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE--> ORDER_STATE_PLACED -- > Order place done.

289ms。

端末ログ

2017.02.17 13:45:27.132 Trades  '1007932': buy limit 2.00 RTS-6.17 at 115190
2017.02.17 13:45:27.141 Trades  '1007932': accepted buy limit 2.00 RTS-6.17 at 115190
2017.02.17 13:45:27.141 Trades  '1007932': buy limit 2.00 RTS-6.17 at 115190 placed for execution in 8.526 ms

9ms。

同じ色は同じイベントを示しています。なぜか2行ともターミナルログに27.141と表示されています。

Expert Advisorのログには27.141件、27.421件ものログが含まれています。OnTradeTransaction の速度がまだ遅いようです。イベントは端末で受信されましたが、OnTradeTransaction に送信されたのは 200 ms 以上経ってからです。おそらく、Expert Advisor はこの 200ms の間、何かをしていて、そのために遅延したのでしょう。ソースコードがないと何とも言えません。

prostotrader 2017.02.17 11:52 #853

fxsaber:

同じ色で同じイベントをマークしています。なぜか2行ともターミナルのログに27.141と出ています。

Expert Advisorのログには、27.141と27.421が表示されています。OnTradeTransaction の速度がまだ遅いようです。イベントは端末で受信されましたが、OnTradeTransaction に送信されたのは 200 ms 以上経ってからです。おそらく、Expert Advisor はこの 200ms の間に何かをしていて、そのために遅延したのでしょう。ソースコードがないと何とも言えません。

デモ用オープナーでお試しください

//+------------------------------------------------------------------+
//|                                                   Test_delay.mq5 |
//|                        Copyright 2016, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"

ulong order_ticket;
ulong Magic=1234567890;
ulong order_id;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetOrder();
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
                        const MqlTradeRequest &request,
                        const MqlTradeResult &result)
  {
   switch(trans.type)
     {
      case TRADE_TRANSACTION_REQUEST: if((order_id!=0) && (result.request_id==order_id))
        {
         order_ticket=result.order;
         Print(__FUNCTION__, ": TRADE_TRANSACTION_REQUEST --> Order got ticket.");
         order_id=0;
        }
      break;
      case TRADE_TRANSACTION_ORDER_UPDATE:  if((order_ticket!=0) && (trans.order==order_ticket))
        {
          switch(trans.order_state)
         {
          case ORDER_STATE_PLACED:
            Print(__FUNCTION__, ": TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Order place done.");
          break;
         }
        }
      break;
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void SetOrder()
  {
   MqlTradeRequest request={0};
   MqlTradeResult  result={0};
   order_id=0;
   order_ticket=0;
   request.magic=Magic;
   request.symbol=Symbol();
   request.volume=1;
   request.type_filling=ORDER_FILLING_RETURN;
   request.type_time=ORDER_TIME_DAY;
   request.action=TRADE_ACTION_PENDING;
   request.type=ORDER_TYPE_SELL_LIMIT;
   request.comment="";
   request.price=SymbolInfoDouble(Symbol(),SYMBOL_SESSION_PRICE_LIMIT_MAX);
   if(OrderSendAsync(request,result))
     {
      if((result.retcode==TRADE_RETCODE_PLACED) || (result.retcode==TRADE_RETCODE_DONE))
        {
         order_id=result.request_id;
         Print(__FUNCTION__, ": Order send to server.");
        }
     }
   else
     {Print("Order not send.");}
  }
//+------------------------------------------------------------------+

端末のログ

2017.02.17 14:48:33.361 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121900
2017.02.17 14:48:33.368 Trades  '1007932': accepted sell limit 1.00 RTS-3.17 at 121900
2017.02.17 14:48:33.369 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121900 placed for execution in 8.077 ms

8ms。

専門家によるログ

2017.02.17 14:48:33.361 Test_delay (RTS-3.17,M1)        SetOrder: Order send to server.
2017.02.17 14:48:33.369 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
2017.02.17 14:48:33.377 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Order place done.

16ms。

専門家の「TORRIBLE」はどこにあるのか？

How to work correctly MT5でOrderSendを正しく動作させる方法成行注文を正しく発注するにはどうしたらよいですか？

prostotrader 2017.02.17 12:22 #854

今度は同期順序の設定を追加してタスクを複雑化する

//+------------------------------------------------------------------+
//|                                                   Test_delay.mq5 |
//|                        Copyright 2016, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"

ulong order_ticket;
ulong sync_order;
ulong Magic=1234567890;
ulong order_id;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetOrder();
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
                        const MqlTradeRequest &request,
                        const MqlTradeResult &result)
  {
   switch(trans.type)
     {
      case TRADE_TRANSACTION_REQUEST: if((order_id!=0) && (result.request_id==order_id))
        {
         order_ticket=result.order;
         Print(__FUNCTION__, ": TRADE_TRANSACTION_REQUEST --> Order got ticket.");
         order_id=0;
        }
      break;
      case TRADE_TRANSACTION_ORDER_UPDATE:  if((order_ticket>0) && (trans.order==order_ticket))
        {
          switch(trans.order_state)
         {
          case ORDER_STATE_PLACED:
            Print(__FUNCTION__, ": TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.");
            SetSyncOrder();
          break;
         }
        }
        else
        if((sync_order>0) && (trans.order==sync_order))
          {
             switch(trans.order_state)
           {
            case ORDER_STATE_PLACED:
              Print(__FUNCTION__, ": TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Sync order place done. And found in terminal.");
            break;
           }
          }

      break;
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void SetSyncOrder()
  {
   MqlTradeRequest request={0};
   MqlTradeResult  result={0};
   order_id=0;
   sync_order=0;
   request.magic=Magic;
   request.symbol=Symbol();
   request.volume=1;
   request.type_filling=ORDER_FILLING_RETURN;
   request.type_time=ORDER_TIME_DAY;
   request.action=TRADE_ACTION_PENDING;
   request.type=ORDER_TYPE_SELL_LIMIT;
   request.comment="";
   request.price=SymbolInfoDouble(Symbol(),SYMBOL_SESSION_PRICE_LIMIT_MAX);
   Print(__FUNCTION__, ": Sync Order send to server...");
   if(OrderSend(request,result))
     {
      if((result.retcode==TRADE_RETCODE_PLACED) || (result.retcode==TRADE_RETCODE_DONE))
        {
         sync_order=result.order;
         Print(__FUNCTION__, ": Sync Order place done? but nof found in terminal.");
        }
     }
   else
     {Print("Order not send.");}
  }
  //---------------------
  void SetOrder()
  {
   MqlTradeRequest request={0};
   MqlTradeResult  result={0};
   order_id=0;
   order_ticket=0;
   request.magic=Magic;
   request.symbol=Symbol();
   request.volume=1;
   request.type_filling=ORDER_FILLING_RETURN;
   request.type_time=ORDER_TIME_DAY;
   request.action=TRADE_ACTION_PENDING;
   request.type=ORDER_TYPE_SELL_LIMIT;
   request.comment="";
   request.price=SymbolInfoDouble(Symbol(),SYMBOL_SESSION_PRICE_LIMIT_MAX);
   Print(__FUNCTION__, ": Async Order send to server...");
   if(OrderSendAsync(request,result))
     {
      if((result.retcode==TRADE_RETCODE_PLACED) || (result.retcode==TRADE_RETCODE_DONE))
        {
         order_id=result.request_id;
         Print(__FUNCTION__, ": Async Order got request ID.");
        }
     }
   else
     {Print("Order not send.");}
  }
//+------------------------------------------------------------------+

端末ログ

2017.02.17 15:17:15.279 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121900
2017.02.17 15:17:15.292 Trades  '1007932': accepted sell limit 1.00 RTS-3.17 at 121900
2017.02.17 15:17:15.292 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121900 placed for execution in 13.559 ms
2017.02.17 15:17:15.297 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121900
2017.02.17 15:17:15.308 Trades  '1007932': accepted sell limit 1.00 RTS-3.17 at 121900
2017.02.17 15:17:15.310 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121900 placed for execution
2017.02.17 15:17:15.317 Trades  '1007932': order #54040029 sell limit 1.00 / 1.00 RTS-3.17 at 121900 done in 19.853 ms

非同期モード-13ms。(処刑される)

同期式 - 20 ms.

Expert Advisorのログ

2017.02.17 15:17:15.277 Test_delay (RTS-3.17,M1)        SetOrder: Async Order send to server...
2017.02.17 15:17:15.279 Test_delay (RTS-3.17,M1)        SetOrder: Async Order got request ID.
2017.02.17 15:17:15.292 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
2017.02.17 15:17:15.297 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.
2017.02.17 15:17:15.297 Test_delay (RTS-3.17,M1)        SetSyncOrder: Sync Order send to server...
2017.02.17 15:17:15.317 Test_delay (RTS-3.17,M1)        SetSyncOrder: Sync Order place done? but nof found in terminal.
2017.02.17 15:17:15.317 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Sync order place done. And found in terminal.

非同期モード-20ms。(どこの端末7msでやるの？)

同期モード - 20 msec.

How to work correctly FORTS SLとTP 成行注文を正しく発注するにはどうしたらよいですか？

prostotrader 2017.02.17 13:05 #855

遅れている理由を自分たちで解明することはできないだろう。

なぜなら、FORTSの接続は以下の通りだからです。

ターミナル→インターネット→ブローカーネットワーク→MT5サーバー→ブローカーネットワーク→インターネット - ターミナル

開発者自身が遅延に対応する気がない限り、こんなものでしょう。

fxsaber 2017.02.17 13:07 #856

prostotrader:

そして今度は、同期順序の設定を追加して、タスクを複雑にするために

CI      0       14:59:53.943    Trades  '5122740': sell limit 1.00 MIX-3.17 at 225925
KL      0       14:59:53.997    Trades  '5122740': accepted sell limit 1.00 MIX-3.17 at 225925
OH      0       14:59:54.025    Trades  '5122740': order #134542376 sell limit 1.00 / 1.00 MIX-3.17 at market done in 82.884 ms
JF      0       14:59:54.026    Trades  '5122740': sell limit 1.00 MIX-3.17 at 225925
KM      0       14:59:54.082    Trades  '5122740': accepted sell limit 1.00 MIX-3.17 at 225925
PI      0       14:59:54.082    Trades  '5122740': order #134542377 sell limit 1.00 / 1.00 MIX-3.17 at market done in 57.025 ms

EN      0       14:59:53.942    Test (MIX-3.17,M1)      SetOrder: Async Order send to server...
PP      0       14:59:53.943    Test (MIX-3.17,M1)      SetOrder: Async Order got request ID.
JF      0       14:59:54.025    Test (MIX-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
GP      0       14:59:54.026    Test (MIX-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.
KD      0       14:59:54.026    Test (MIX-3.17,M1)      SetSyncOrder: Sync Order send to server...
JM      0       14:59:54.082    Test (MIX-3.17,M1)      SetSyncOrder: Sync Order place done? but nof found in terminal.
DE      0       14:59:54.082    Test (MIX-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Sync order place done. And found in terminal.

MQ-Demoです。

MT5でOrderSendを正しく動作させる方法 How to work correctly Something just went wrong!

fxsaber 2017.02.17 13:09 #857

prostotrader:

遅れている理由を自分たちで解明することはできないだろう。

なぜなら、FORTSの接続は以下の通りだからです。

ターミナル→インターネット→ブローカーネットワーク→MT5サーバー→ブローカーネットワーク→インターネット - ターミナル

開発者自身が遅延に対応する気がない限り、こんなものでしょう。

まあMQ-Demoにはブレーキがあるから、それをなくすんだろうけど。そして、100％他のサーバーでのラグが少なくなります。

prostotrader 2017.02.17 13:11 #858

fxsaber:

CI      0       14:59:53.943    Trades  '5122740': sell limit 1.00 MIX-3.17 at 225925
KL      0       14:59:53.997    Trades  '5122740': accepted sell limit 1.00 MIX-3.17 at 225925
OH      0       14:59:54.025    Trades  '5122740': order #134542376 sell limit 1.00 / 1.00 MIX-3.17 at market done in 82.884 ms
JF      0       14:59:54.026    Trades  '5122740': sell limit 1.00 MIX-3.17 at 225925
KM      0       14:59:54.082    Trades  '5122740': accepted sell limit 1.00 MIX-3.17 at 225925
PI      0       14:59:54.082    Trades  '5122740': order #134542377 sell limit 1.00 / 1.00 MIX-3.17 at market done in 57.025 ms

EN      0       14:59:53.942    Test (MIX-3.17,M1)      SetOrder: Async Order send to server...
PP      0       14:59:53.943    Test (MIX-3.17,M1)      SetOrder: Async Order got request ID.
JF      0       14:59:54.025    Test (MIX-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
GP      0       14:59:54.026    Test (MIX-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.
KD      0       14:59:54.026    Test (MIX-3.17,M1)      SetSyncOrder: Sync Order send to server...
JM      0       14:59:54.082    Test (MIX-3.17,M1)      SetSyncOrder: Sync Order place done? but nof found in terminal.
DE      0       14:59:54.082    Test (MIX-3.17,M1)      OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Sync order place done. And found in terminal.

MQ-Demoです。

そのことに疑いはないのでしょうか？

JF 0 14:59:54.025 Test (MIX-3.17,M1) OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
GP 0 14:59:54.026 Test (MIX-3.17,M1) OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.

1ms - NO!

もう一度確認してください。

追加

1525ビルドでテストしていました

fxsaber 2017.02.17 13:19 #859

prostotrader:

このことに疑いはないのでしょうか？

JF 0 14:59:54.025 Test (MIX-3.17,M1) OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
GP 0 14:59:54.026 Test (MIX-3.17,M1) OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.

1ms - NO!

唯一の疑問は、端末が自らログを取る時間です。

そのため、次のようなことをしました。

//+------------------------------------------------------------------+
//|                                                   Test_delay.mq5 |
//|                        Copyright 2016, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"

ulong order_ticket;
ulong sync_order;
ulong Magic=1234567890;
ulong order_id;

ulong StartTime;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   StartTime = GetMicrosecondCount();

   SetOrder();
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
                        const MqlTradeRequest &request,
                        const MqlTradeResult &result)
  {
   switch(trans.type)
     {
      case TRADE_TRANSACTION_REQUEST: if((order_id!=0) && (result.request_id==order_id))
        {
         Print(DoubleToString((GetMicrosecondCount() - StartTime) / 1000.0, 3));
         order_ticket=result.order;
         Print(__FUNCTION__, ": TRADE_TRANSACTION_REQUEST --> Order got ticket.");
         order_id=0;
        }
      break;
      case TRADE_TRANSACTION_ORDER_UPDATE:  if((order_ticket>0) && (trans.order==order_ticket))
        {
          switch(trans.order_state)
         {
          case ORDER_STATE_PLACED:
            Print(DoubleToString((GetMicrosecondCount() - StartTime) / 1000.0, 3));

            Print(__FUNCTION__, ": TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.");

            SetSyncOrder();
          break;
         }
        }
        else
        if((sync_order>0) && (trans.order==sync_order))
          {
             switch(trans.order_state)
           {
            case ORDER_STATE_PLACED:
              Print(DoubleToString((GetMicrosecondCount() - StartTime) / 1000.0, 3));

              Print(__FUNCTION__, ": TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Sync order place done. And found in terminal.");
            break;
           }
          }

      break;
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void SetSyncOrder()
  {
   MqlTradeRequest request={0};
   MqlTradeResult  result={0};
   order_id=0;
   sync_order=0;
   request.magic=Magic;
   request.symbol=Symbol();
   request.volume=1;
   request.type_filling=ORDER_FILLING_RETURN;
   request.type_time=ORDER_TIME_DAY;
   request.action=TRADE_ACTION_PENDING;
   request.type=ORDER_TYPE_SELL_LIMIT;
   request.comment="";
   request.price=SymbolInfoDouble(Symbol(),SYMBOL_SESSION_PRICE_LIMIT_MAX);
   Print(__FUNCTION__, ": Sync Order send to server...");

   StartTime = GetMicrosecondCount();

   if(OrderSend(request,result))
     {
      if((result.retcode==TRADE_RETCODE_PLACED) || (result.retcode==TRADE_RETCODE_DONE))
        {
         sync_order=result.order;
         Print(__FUNCTION__, ": Sync Order place done? but nof found in terminal.");
        }
     }
   else
     {Print("Order not send.");}
  }
  //---------------------
  void SetOrder()
  {
   MqlTradeRequest request={0};
   MqlTradeResult  result={0};
   order_id=0;
   order_ticket=0;
   request.magic=Magic;
   request.symbol=Symbol();
   request.volume=1;
   request.type_filling=ORDER_FILLING_RETURN;
   request.type_time=ORDER_TIME_DAY;
   request.action=TRADE_ACTION_PENDING;
   request.type=ORDER_TYPE_SELL_LIMIT;
   request.comment="";
   request.price=SymbolInfoDouble(Symbol(),SYMBOL_SESSION_PRICE_LIMIT_MAX);
   Print(__FUNCTION__, ": Async Order send to server...");

   StartTime = GetMicrosecondCount();

   if(OrderSendAsync(request,result))
     {
      if((result.retcode==TRADE_RETCODE_PLACED) || (result.retcode==TRADE_RETCODE_DONE))
        {
         order_id=result.request_id;
         Print(__FUNCTION__, ": Async Order got request ID.");
        }
     }
   else
     {Print("Order not send.");}
  }
//+------------------------------------------------------------------+

何を得るか？

FORTS SLとTP How to work correctly 成行注文を正しく発注するにはどうしたらよいですか？

prostotrader 2017.02.17 13:21 #860

fxsaber:

何が出るの？

2017.02.17 16:20:47.292 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121520
2017.02.17 16:20:47.299 Trades  '1007932': accepted sell limit 1.00 RTS-3.17 at 121520
2017.02.17 16:20:47.300 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121520 placed for execution in 8.287 ms
2017.02.17 16:20:47.307 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121520
2017.02.17 16:20:47.315 Trades  '1007932': accepted sell limit 1.00 RTS-3.17 at 121520
2017.02.17 16:20:47.316 Trades  '1007932': sell limit 1.00 RTS-3.17 at 121520 placed for execution
2017.02.17 16:20:47.323 Trades  '1007932': order #54042531 sell limit 1.00 / 1.00 RTS-3.17 at 121520 done in 15.978 ms

2017.02.17 16:17:57.121 Test_delay (RTS-3.17,M1)        SetOrder: Async Order send to server...
2017.02.17 16:17:57.122 Test_delay (RTS-3.17,M1)        SetOrder: Async Order got request ID.
2017.02.17 16:17:57.132 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
2017.02.17 16:17:57.146 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.
2017.02.17 16:17:57.146 Test_delay (RTS-3.17,M1)        SetSyncOrder: Sync Order send to server...
2017.02.17 16:17:57.161 Test_delay (RTS-3.17,M1)        SetSyncOrder: Sync Order place done, but not found in terminal.
2017.02.17 16:17:57.161 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Sync order place done and found in terminal.
2017.02.17 16:20:47.291 Test_delay (RTS-3.17,M1)        SetOrder: Async Order send to server...
2017.02.17 16:20:47.292 Test_delay (RTS-3.17,M1)        SetOrder: Async Order got request ID.
2017.02.17 16:20:47.300 Test_delay (RTS-3.17,M1)        8.305
2017.02.17 16:20:47.300 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_REQUEST --> Order got ticket.
2017.02.17 16:20:47.307 Test_delay (RTS-3.17,M1)        15.644
2017.02.17 16:20:47.307 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Async Order place done.
2017.02.17 16:20:47.307 Test_delay (RTS-3.17,M1)        SetSyncOrder: Sync Order send to server...
2017.02.17 16:20:47.323 Test_delay (RTS-3.17,M1)        SetSyncOrder: Sync Order place done? but nof found in terminal.
2017.02.17 16:20:47.323 Test_delay (RTS-3.17,M1)        16.033
2017.02.17 16:20:47.323 Test_delay (RTS-3.17,M1)        OnTradeTransaction: TRADE_TRANSACTION_ORDER_UPDATE --> ORDER_STATE_PLACED --> Sync order place done. And found in terminal.

作品番号1533

追加

タイミングってなんだよ、じゃあなんでこんな小さい時間軸でローカルタイムが正確なんだよ。

MT5でOrderSendを正しく動作させる方法 How to work correctly ADX, RSI & ATR

フォルツァ執行上の問題点 - ページ 86