MT5和速度在行动

fxsaber 2020.06.03 11:20 #71

大量的检查投入到...对这一点感到惊讶。

2020.06.03 14:09:21.604 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 182 ms.

这时没有进行任何交易。

ZS 这并不罕见。

2020.06.03 14:31:39.484 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 65 ms.

fxsaber 2020.06.03 11:31 #72

fxsaber:

PS 在战斗模式下，当交易进行时，几乎总是有滞后（我只输出大于5毫秒的情况）。

否则似乎比2470好得多。

积累的统计资料。历史选择只在进行交易时滞后。

ZS的谎言。没有交易，也会有滞后。

2020.06.03 14:35:26.999 Alert: Time[NewTicks.mqh 112: ::HistorySelect(TimeMsc/1000,INT_MAX)] = 24 ms.

fxsaber 2020.06.03 13:30 #73

fxsaber:
投入大量的检查...对这一点感到惊讶。

原来是经常发生的事情。交易函数没有被调用。

2020.06.03 15:23:21.428 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 5 ms.
2020.06.03 15:26:09.433 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 8 ms.
2020.06.03 15:26:24.435 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 10 ms.
2020.06.03 15:26:31.417 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 1 ms.
2020.06.03 15:26:33.429 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 8 ms.
2020.06.03 15:26:34.428 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 3 ms.
2020.06.03 15:26:55.655 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 18 ms.
2020.06.03 15:27:05.578 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 14 ms.
2020.06.03 15:29:27.613 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 3 ms.
2020.06.03 15:31:29.426 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 4 ms.
2020.06.03 15:31:46.430 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 11 ms.
2020.06.03 15:33:12.441 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 14 ms.
2020.06.03 15:33:21.437 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 12 ms.
2020.06.03 15:33:35.430 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 5 ms.
2020.06.03 15:34:55.424 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 2 ms.
2020.06.03 15:35:09.426 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 2 ms.
2020.06.03 15:35:34.428 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 4 ms.
2020.06.03 15:41:48.423 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 3 ms.
2020.06.03 15:41:54.439 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 13 ms.
2020.06.03 15:42:28.440 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 15 ms.
2020.06.03 15:42:48.845 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 14 ms.
2020.06.03 15:43:08.429 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 5 ms.
2020.06.03 15:43:25.428 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 7 ms.
2020.06.03 15:43:27.428 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 4 ms.
2020.06.03 15:43:48.436 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 9 ms.
2020.06.03 15:47:05.424 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 3 ms.
2020.06.03 15:47:46.426 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 8 ms.
2020.06.03 15:47:58.845 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 4 ms.
2020.06.03 15:48:47.140 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 12 ms.
2020.06.03 15:49:03.430 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 5 ms.
2020.06.03 15:49:52.684 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 3 ms.
2020.06.03 15:53:39.429 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 4 ms.
2020.06.03 15:54:17.424 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 5 ms.
2020.06.03 15:54:47.425 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 1 ms.
2020.06.03 15:57:28.425 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 5 ms.
2020.06.03 15:57:47.425 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 2 ms.
2020.06.03 15:58:27.425 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 1 ms.
2020.06.03 15:59:08.445 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 23 ms.
2020.06.03 16:00:20.447 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 28 ms.
2020.06.03 16:01:50.430 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 7 ms.
2020.06.03 16:02:08.431 Alert: Time[NewTicks.mqh 28: ::SymbolInfoTick(_Symbol,Tick)] = 6 ms.

SymbolInfoTick有时也是一个不错的滞后。HFT可能对这种意外的滞后非常有经验。

请询问开发商，以找到原因。同时，很明显，在战斗的EA中，他们的分析器是必须的。

Alexey Volchanskiy 2020.06.03 13:34 #74

fxsaber:

原来是经常发生的事情。交易函数没有被调用。

SymbolInfoTick有时也是一个不错的滞后。HFT可能对这种意外的滞后非常有经验。

请询问开发商，以找到原因。同时，很明显，在战斗中，EA的剖析器是必须的。

你怎么能如此准确地测量毫秒？你的CPU中有一个硬件时钟？

fxsaber 2020.06.03 14:13 #75

Alexey Volchanskiy:

你怎么能如此精确地测量毫秒？处理器中的硬件时钟？

GetMicrosecondCount()。

Igor Zakharov 2020.06.03 14:22 #76

fxsaber:

原来是经常发生的事情。交易函数没有被调用。

SymbolInfoTick有时也是一个不错的滞后。HFT可能对这种意外的滞后非常有经验。

请询问开发商，以找到原因。同时，很明显，在战斗中，EA自己的分析器是必须的。

在测量之前，你是否将其重置为较低的设置？

你可以用这样的函数试试。

#import "kernel32.dll"
   int timeBeginPeriod(uint TimerRes);
   int timeEndPeriod(uint TimerRes);
#import

fxsaber 2020.06.03 14:24 #77

Igor Zakharov:

系统定时器的默认步长为20ms，你在测量前是否将其重置为更小的步长？

对开发商而言。

关于交易、自动交易系统和策略测试的论坛

MT5和战斗中的速度

安东, 2020.05.29 12:32

测试代码应该是这样的。

void OnStart()
  {
   MqlTick Tick;
   SymbolInfoTick(_Symbol, Tick);
   ulong start=GetMicrosecondCount();
   for(int i=0; i<100000; i++)
     {
      HistorySelect(Tick.time, INT_MAX);
     }
   ulong end=GetMicrosecondCount()-start;
   Print("100000 HistorySelect = ",DoubleToString(end/1000.0,2)," ms");
  }

请不要再理论了。这是一个实际应用的分支。

Igor Zakharov 2020.06.03 14:27 #78

fxsaber:

对开发商而言。

所以这是开发商几年前的回应。

Alexey Viktorov 2020.06.03 14:33 #79

Igor Zakharov:

所以这是开发商几年前的回应。

日期是2020.05.29 12:32可以吗？

Igor Zakharov 2020.06.03 14:39 #80

Alexey Viktorov:

日期是2020.05.29 12:32可以吗？

我错了，fxsaber指出：GetTickCount()可以像我写的那样搞砸了，但GetMicrosecondCount() 不能。

https://www.mql5.com/ru/forum/189360#comment_4838735

从现在起我将保持沉默 :)

MT5和速度在行动 - 页 8