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Experts

Reduce_risks - expert for MetaTrader 5

Published by:
Vladimir Karputov
Views:
5469
Rating:
(32)
Published:
2018.01.31 14:04
Updated:
2018.03.29 11:56
Reduce_risks.mq5 (114.03 KB) view
MQL5 Freelance Need a robot or indicator based on this code? Order it on Freelance Go to Freelance

This is an MQL5 version of the Expert Advisor from the article "How to reduce trader's risks".

The EA works on each tick and can be optimized:

  • Get some data (on indicators and time series) only if a new bar appears

Sample tester runs with the appropriate settings (the terminal was relaunched before each test, the caches were not cleared):

Reduce_risks Tester Settings

1 EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.173. Test passed in 0:08:34.093 (including ticks preprocessing 0:00:29.109)
2 EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:08:20.531 (including ticks preprocessing 0:00:28.453)
3 EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.031. Test passed in 0:07:56.172 (including ticks preprocessing 0:00:30.969)

Below is the graph before the code optimization:

Reduce_risks Tester Graph

Now, three runs after a small code optimization:

1 EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:06:25.609 (including ticks preprocessing 0:00:30.750)
2 EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:06:20.875 (including ticks preprocessing 0:00:28.743)
3 EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.043. Test passed in 0:06:15.305 (including ticks preprocessing 0:00:27.475)

As we can see, now that some variables are declared with 'static' type and re-written on a new bar only, we can save 2 minutes.

The attached file of the version 1.013 contains the optimized code.

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/19726

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